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Amir Jina (University of Chicago)
Toulouse: TSE, March 16, 2026, 11:00–12:15, room Auditorium 4
We often take high-quality weather forecasts for granted in high-income countries, but much of the tropics still relies on low-quality forecasts—for both scientific and economic reasons—despite facing high climate risk. Striking recent advances in AI weather models—some outperforming the physics-...
Marion Hoffman
Toulouse: IAST, March 13, 2026, 12:45–13:45, room Auditorium 4 (First floor - TSE Building)
Across the social sciences, mobility between social positions or physical locations is often modelled as a sequence of independent choices. In practice, however, mobility decisions are frequently interdependent: individuals respond to others’ movements, giving rise to migration chains, clustering,...
Franck Iutzeler (IMT - Université Paul Sabatier)
Toulouse: TSE, March 12, 2026, 11:00–12:15, room Auditorium 3
We examine the long-run distribution of stochastic gradient descent (SGD) in general, non-convex problems. Specifically, we seek to understand which regions of the problem's state space are more likely to be visited by SGD, and by how much. Using an approach based on the theory of large deviations...
Kate Orkin (Oxford University)
March 12, 2026, 11:00–12:30, room Auditorium 4
BDF, Paris, March 12–13, 2026
Viktor Todorov (Kellogg School of Management - Northwestern University)
TSE, March 10, 2026, 15:30–16:50, room Auditorium 4
We propose realized variance disagreement as a nonparametric measure of segmentation between equity and options markets over a fixed time interval. Defined as the aggregate difference between diffusive variance components of high-frequency asset returns and their risk-neutral conditional short-term...
Benjamin Moll (London School of Economics)
TSE, March 10, 2026, 14:00–15:30, room Auditorium 4
We present a new approach to formulating and solving heterogeneous agent models with aggregate risk. We replace the cross-sectional distribution with low-dimensional prices as state variables and let agents learn equilibrium price dynamics directly from simulated paths. To do so, we introduce a...
Martin Holm (University of Oslo)
March 10, 2026, 11:30–12:30, BDF, Paris, room 3 Grand Hall
This paper proposes a novel approach to estimate the elasticity of intertemporal substitution (EIS) of firm owners using a unique quasi-natural experiment and new theoretical insights regarding the spending response to news about future dividend tax changes. We study the Norwegian dividend tax...
Kelsey Allen (University of British Columbia)
Toulouse: IAST, March 10, 2026, 11:30–12:30, room Auditorium 4 (First floor - TSE Building)
Creating and re-purposing objects as tools are universal human capabilities. However, it appears that only a handful of other animals exhibit these behaviors, and these are often regarded as a hallmark of advanced intelligence. In this talk, I will discuss my research aiming to illuminate the...
Martino Banchio (Bocconi University)
Toulouse: TSE, March 10, 2026, 11:00–12:15, room Auditorium 3
A seller wants to sell a good to a set of bidders using a credible mechanism. We show that when the seller has private information about her cost, it is impossible for a static mechanism to achieve the optimal revenue. In particular, even the optimal first-price auction is not credible. We show...
