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Manon Costa (Université Toulouse 3)
Toulouse : TSE, 8 octobre 2020, 11h00–12h15, salle Auditorium 5 - 2°floor
In this talk, we consider different two-time-scale stochastic approximation algorithms for quantile and superquantile estimation.We study the asymptotic behavior of these algorithms (almost sure convergence, quadratic strong law and law of iterated logarithm, TCL). We also derive non-asymptotic...
8–10 octobre 2020
Anton Kolotilin (University of New South Wales Australian School of Business)
Toulouse : TSE, 6 octobre 2020, 17h00–18h30, salle Zoom
We consider a standard persuasion problem in which the receiver's action and the state of the world are both one-dimensional. Fully characterizing optimal signals when utilities are non-linear is a daunting task. Instead, we develop a general approach to understanding a key qualitative property of...
Dennis Kristensen (University College London)
TSE, 6 octobre 2020, 15h30–17h00, salle Zoom
We propose a novel approximate fixed effects (AFE) estimator that employs interpolation in the computation of its criterion function. This feature greatly reduces the number of times the underlying economic model needs to be solved. In the case of dynamic programming models this can reduce the...
Gregory Lewis (Microsoft Research)
6 octobre 2020, 14h00–15h00, Zoom Meeting
Platforms such as Yelp and TripAdvisor aggregate crowd-sourced information aboutusers’ experiences with products and services. We analyze their impact on the hotelindustry using a panel of hotel prices, sales and reviews from five US states over a10-year period from 2005-2014. Both hotel demand and...
Xavier Gabaix (Harvard University)
TSE, 6 octobre 2020, 14h00–15h30, salle Zoom
We develop a framework to theoretically and empirically analyze the fluctuations of the aggregate stock market. Households allocate capital to institutions, which are fairly constrained, for example operating with a mandate to maintain a fixed equity share or with moderate scope for variation. As a...
Thomas Drechsel (University of Maryland)
6 octobre 2020, BDF Paris
Charles Pébereau (Toulouse School of Economics)
TSE, 5 octobre 2020, 14h00–15h30, salle Zoom
While disclosing personal information makes individuals accountable for their actions, many laws restrict access to such information. This paper studies the efficient disclosure of information in principal-agent relationships with moral hazard and multiple audiences. The agent's talents are task-...
Matti Liski (Aalto University School of Business - Helsinki)
Toulouse : TSE, 5 octobre 2020, 11h00–12h15, salle Auditorium 6 - Level 3
How to plan for catastrophes that may be under way? In a simple but general model of experimentation, a decision-maker chooses a ow variable contributing to a stock that may trigger a catastrophe at each untried level. Once triggered, the catastrophe itself occurs only after a stochastic delay....
Chanwoo Kim (Toulouse School of Economics)
TSE, 2 octobre 2020, 11h00–12h30, salle Zoom
