Programme
- 8h50-9h20 – Reception
- 9h20-10h05 – Guillaume Chevillon (ESSEC), Title: TBA
- 10h05-10h50 – Nour Meddahi (TSE), Title: TBA
- 10h50-11h10 – Break
- 11h10-12h10 – Keynote talk – Christian Gourieroux (U. Toronto and TSE), Title: “Robust Analysis of the Martingale Hypothesis”
- 12h10-12h55 – Philippe Soulier (U. Paris Nanterre), Title: TBA
- 12h55-14h10 – Lunch (buffet)
- 14h10-14h40 – Sylvain Benoit (Paris Dauphine), title “Investing through Economic Cycles with Ensemble Machine Learning Algorithms”
- 14h40-15h10 – Caroline Jardet (Banque de France), title “Why are inflation forecasts sticky?”
- 15h10-15h40 – Anne-Florence Allard (KU Leuven), title “The frequency-variation of stock-bond correlations: A three-component DCC-MIDAS”
- 15h40-16h10 – Break
- 16h10-16h55 – Michel Dacorogna, Labex MME-DII/ESSEC international chair in risk management. Title: “The price of being SIFI”
- 16h55-17h40 – Roméo Tédongap (ESSEC), Title: TBA
Workshop venue
- MSH Paris Nord. Address : 20 Av. George Sand, 93210 St‐Denis la Plaine (Paris), France.
- METRO Station: Place du Front Populaire, Line 12 (Terminal station).
- From the metro station “Front Populaire” (terminus line 12), take the avenue George Sand and pass the main entrance of the new building of the MSH Paris Nord.
Registration
Participation is free and lunch is provided. However please do register by sending an email to woafeparis13@gmail.com by June 1st.
Scientific and organizing committee
- Frédérique Bec, University of Cergy-Pontoise
- Melika Ben-Salem, University of Paris Est
- Imen Ghattassi, University of Paris Nord
- Yang Lu, University of Paris Nord
- Francisco Serranito, University of Paris Nord
Organizers
- Labex MME-DII – Modèles Mathématiques et Économiques de la Dynamique, de l’Incertitude et des Interactions
- CEPN UMR 7234 University Paris 13 and CNRS – Centre d’Economie de paris Nord – Axe MAFIM
