MME-DII’s internal Séminar

2015-2016

The Labex MME-DII will start the new academic 2015-2016 year with a session dedicated to the Labex PhD students.

The next seminar of Labex MME-DII will take place on October 9 2015, 1:00pm-4:00pm, at the University of Cergy-Pontoise, Chênes 2, Salle de thèses.

Program:

José Gomez, University of Cergy-Pontoise, AGM

“Fonctionnelles de Cluster de valeurs extrêmes: Théorèmes Limites sous dépendance faible et quelques applications” download pdf

Discussant: William Kengne, University of Cergy-Pontoise, THEMA

Charles Tillier, University of Paris Ouest, Modal’X

“Extreme values statistics for Markov chains with applications to Finance and Insurance” download pdf

Discussant: Paul Doukhan, University of Cergy-Pontoise, AGM

Celine Lecavelier des Etangs-Levallois, University of Cergy-Pontoise, THEMA

“Sibling correlations in terms of education, profession and earnings, in France” download pdf

Discussant: Victor Hiller, Université Panthéon Assas, LEMMA

 2014-2015

Next sesion of the internal seminar : April 9th  2015, Institut Henri Poincaré, 11 rue Pierre et Marie Curie 75231 Paris cedex 05, amphithéâtre Hermite. http://www.ihp.fr/fr/guide_pratique

Title ”Big-Data”

Organizer: Paul Doukhan, Laboratoire AGM

Intervenants

* Ana Karina Fermin Rodriguez, Maître de Conférence, Laboratoire Modal’X, Université Paris Ouest

“Classification: introduction et approche “statistique”

* E. Le Pennec, École polytechnique, CMAP / Département de Mathématiques Appliquées

“Classification: approche “apprentissage automatique” et Big Data

L’objectif de ce double exposé est de présenter à travers l’exemple de la classification binaire les deux grandes stratégies existantes: celle issue de la statistique et celle issue de l’apprentissage automatique. Les techniques classiques issues de ces deux points de vue seront expliquées et illustrées sur des exemples numériques à l’aide du logiciel R. L’exposé se terminera par une brève introduction au Big Data.

* Matthieu Cornec, Chief Data Scientist, CDiscount

“Quelques défis de modélisation rencontrés dans le monde du ecommerce”
Résumé : Dans cet exposé, nous présenterons quelques défis analytiques auxquels sont confrontés les data-scientists dans le marketing digital. En effet, l’expansion rapide des marketplaces où  des vendeurs tiers mettent à disposition des millions de produits induit un phénomène extrême  de  ”sparsity” dans les bases de données du ecommerce. Nous détaillerons cette problématique à travers quelques exemples métier :  le CRM ou segmentation clients, la recommandation de produits ainsi que le moteur de recherche. Nous illustrerons notre propos sur les données de Cdiscount, leader français du commerce en ligne.

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Session of internal seminar : March, 10th 2015, University of  Cergy-Pontoise, 33 boulevard du Port 95000 Cergy, Chênes 2, Salle des Thèses

Organizer : Marcus Pivato, Professor , University of Cergy-Pontoise

“Social choice and welfare under uncertainty”

Program :

9h30 – 10h00  Coffee

10h00-11h00   Antoine Billot, Lemma, Université Paris 2 ,  “Utilitarianism with Prior Heterogeneity (joint work with Vassili Vergopoulos)”

11h00-12h00  Stéphane Zuber, CNRS and Université de Paris 1,  “Fairness under risk and uncertainty (joint work with M. Fleurbaey)”

12h00-13h00  Marcus Pivato, Thema, Université de Cergy-Pontoise, “Bayesian social aggregation: beyond ex ante and ex post  (joint work with Philippe Mongin)”

13h00-14h00 Lunch

Program : Séminaire interne LABEX

Slides : m_pivato x_qu s_zuber f_dietrich e_danan a_billot

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Session of internal seminar of  Labex MME-DII will take place on January 22th, 2015 at LEMMA (Université Paris 2), 4 rue Blaise Desgoffe 75006, salle “Maurice Desplas”.

Worshop “Matching”

Organisateurs:

Marc-Arthur Diaye (EPEE/University Evry Val d’Essonne)
Gleb Koshevoy (Poncelet Lab CNRS at Moscow, International Chair-MME-DII)

Contact: marc-arthur.diaye@univ-evry.fr;  koshevoyga@gmail.com

PROGRAM:

9:30-10:30 Elizabeth Baldwin (LSE)

Title: The geometry of auctions and competitive equilibrium with
indivisible goods

Abstract: In order to develop new auctions for related but different
indivisible goods, we study how an agent’s demand changes as prices
change. Simple geometric properties translate directly to economic
properties, providing a new taxonomy for agents’ valuations, as well as
results about when competitive equilibrium exists.  This is joint work
with Paul Klemperer (Oxford University).

10:30-10:45 Coffee break

10:45 -11:45 Gleb Koshevoy (Poncelet Lab (CNRS-UMI 2615), International Chair-MME-DII)

Title: Generalized Compatibility Principle for many-to-many two-sided markets and discrete convexity

Abstract: We formulate the generalized Compartibility Principle and show that this principle
ensures the existence of equilibria in many-to-many two-sided markets and networks trading. Since
the Compartibility principal formulates for discretely convex/concave functions from different classes,
we present three basic constructions such functions.

11:45-12:00 Pause

12:00-13:00 Olivier Tercieux (PSE)
Seminaire_Labex
Title: Efficiency and Stability in Large Matching Markets

Abstract:
We study efficient and stable mechanisms in matching markets when the number of agents is large and
individuals’ preferences are drawn randomly from a class of distributions allowing for both common
value and idiosyncratic components.  In this context, as the market grows large, all Pareto
efficient mechanisms (including top trading cycles, serial dictatorship, and their randomized variants)
are asymptotically payoff equivalent (“up to the renaming of the agents”), yielding
utilitarian upper bound in the limit. If objects’ priorities are also randomly drawn but agents’
common values for objects are heterogenous, then well-known mechanisms such as deferred acceptance and
top trading cycle mechanisms fail either efficiency or stability even in the asymptotic sense.
We propose a new mechanism is asymptotically efficient, asymptotically stable and asymptotically
incentive compatible.
This is joint work with Yeon-Koo Che (Columbia University).

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Session of internal seminar of  Labex MME-DII will take place on November 26th, 2014 at MSH Paris Nord, Salle B.

“Applied Econometrics for Finance”

Program:

10h-10h30: Coffee Break

10h30-11h15: Imen Ghattassi (CEPN, Université Paris 13) Time-Aggregation Effects on Estimating Asset Pricing Models

11h15-12h: Frédérique Bec (THEMA, Université de Cergy-Pontoise & CREST) & Christian Gollier (TSE, LERNA et IDEI), Cyclicality and Term Structure of Value-at-Risk within a Threshold Autoregression Setup

12h-12h45: Nour Meddahi (TSE): to define

2013-2014

The third session of the internal seminar of labex MME-DII 2013-2014 will take place on March 6, at 9:30 am  at the ESSEC campus at the Défence, room 202.

Program:

9:30 – 10:30: Anastasios Dossis, ESSEC

Competitive Markets with Adverse Selection

10:30 – 11:00 Coffee break

11:00 – 12:00: Lucie Ménager, University of Paris II

Strategic Observation in Exponential Bandit Models

12:00 – 13:00: Wilfried Sand Zantman, University of Toulouse 1

Mechanism Design and the Environment

13:00: déjeuner

The second session of the MME-DII internal seminar will be held on Dec. 6th, 09:30AM at Université d’Evry-Val d’Essonne, Amphi 150 du Bâtiment Maupertuis, 4 bd. François Mitterrand  91025 Evry cedex (see on GoogleMaps).

For organizational purposes, would you please register using the registration form - Deadline Nov. 29th 2013.

Programme:

9:30 – 10:30 Cuong Le Van (Université Paris 1 Panthéon-Sorbonne)

“On existence and bubbles of Ramsey equilibrium with borrowing constraints”

http://halshs.archives-ouvertes.fr/halshs-00793530

10:30 – 10:45 pause café

10:45 – 11:45 Toan Phan (UNC Chapel Hill)

“Toxic Asset Bubble and Global Imbalances”

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2310811

11:45 – 12:00 pause café

12:00 – 13:00 Ani Guerdjikova (Université de Cergy-Pontoise)

“Survival with Ambiguity”

https://docs.google.com/file/d/0B7ecKVcp4Y3jS1lvbXhEQ0gxSVk/edit?pli=1

13:00 – 14:00 déjeuner à la cantine de l’Université d’Evry

Directions:

Public transportation: RER D, Station: Évry – Courcouronnes, 30-35 minutes depuis Châtelet ou Gare de Lyon

Venue: http://goo.gl/maps/xebv4

The first 2103-2014 internal seminar will be held on October 24th, 2013, 9.30-12:30AM, at the Université Paris 2-Assas, Salle des Conseils, 12 place du Panthéon, 75005 PARIS and will be devoted to: “Games, Decision and Communication”

Speakers :

  • Antoine Salomon (former Post Doctoral position Lemma now in Dauphine)
  • Jeanne Hagenbach (Polytechnique)
  • Eric Danan (Thema)

The seminar will conclude with a meal served locally (in salle Caulaincourt). For organizational purposes, would you please answer the two questions in the linked registration form. - Deadline is Oct. 17th, 2013.

2012-2013

The first internal seminar, “Finance,” will be held on February 26th, 2013, from 9.30AM to 1PM. The seminar will take place at the Cnit Paris La Défense (Essec, amphitheatre 203; access map).

Speakers:

The seminar will conclude with a meal at La Défense.

(Co-organiser: Patricia Charléty, ESSEC)

The second internal seminar will be held on April 12, 2013, from 9.30AM to 1PM, and will be devoted to the theme: “Balance and Interactions.”

It will take place at the University of Villetaneuse (Euler amphitheatre, at the Institut Galiléevenue details).

Speakers:

  • Gabriel Desgranges, “General Balance and Coordination” – see lecture
  • Khaled El Dika, Mean Field Game Theory – see lecture
  • Laura Hernandez, “Interlocked Structure of Bipartite Networks: from Bees to the Import-Export Market.” - see lecture

The seminar will conclude with a meal at Villetaneuse.

(Co-organiser: Jean-Michel Courtault, University of Paris Nord)