The Post-Docs of the Labex MME-DII

2016-2017

Laurent Brembilla (EPEE)

I study the long-run relationship between demographic variables and economic growth. This is achieved with overlapping generations models. I have mainly focused on the study of the joint dynamics of income and life expectancy when the latter is determined by health expenditures. I am also interested in the consequences of aging on economic growth and on sectorial labor allocation.

Thomas Fagart (THEMA)

Competition Policy and Irreversible Investment in Production Capacity

Julien Chevallier (AGM)

Point processes / Hawkes processes: links with partial differential equations.
Age structured models (point processes, PDE).
Mean field limits : propagation of chaos, fluctuations.
Independence tests.

Emilien Joly (MODAL’X)

Robust Estimation with Heavy Tails

2015-2016

Nicolas Grosjean, LPTM, University of Cergy-Pontoise

Mes activités de recherche touchent à deux domaines. Le premier, en collaboration avec Thierry Huillet, est l’étude de certains systèmes dynamiques. Nous nous intéressons en particulier à quelques modèles probabilistes issus de la dynamique des populations et de la dynamique des jeux évolutionnaires en rapport avec la génétique des populations. Le second, en collaboration avec Jean Avan, concerne certains aspects des systèmes intégrables, et plus particulièrement quelques développements récents dans la construction et la description de déformations elliptiques et/ou dynamiques des algèbres quantiques conformes telles que Virasoro ou W_N.

Elias Carroni, THEMA, University of Cergy-Pontoise

During my research at THEMA, I have been involved in the analysis of firms’ strategic decisions in the digital age. Nowadays, the fast flow and the increasing availability of information as well as the boom of the digital economy have given rise to new challenges and have changed the strategic way firms behave in markets. First, firms better grasp preferences of buyers and can then engage in targeted offers (e.g., rebates for new consumers, free trials, targeted advertisement, etc.).
Second, the social networks of consumers may become a very powerful tool (e.g., referral bonuses, stimulation of word-of-mouth). Third, digitalization puts firms in front of the issue of how to make profits out of digital products (e.g. online content providers). The final focus of my analysis has been the understanding on the consequences of firms’ strategic behaviour on welfare and surplus distribution.

Vittorio Larocca, ESSEC

Xiangyu Qu, LEMMA, University Panthéon Assas

I am a microeconomic theorist studying the decision theory. My research in this field can be categorized into two main strands: understanding mean variance preferences in a non-expected utility framework, and studying the implications of ambiguity in decision-theoretic and market settings. My work has also extended to other topics, including game theory and financial economics.

2014-2015:

Xiangyu Qu, LEMMA, University of Panthéon Assas

I am a microeconomic theorist studying the decision theory. My research in this field can be categorized into two main strands: understanding mean variance preferences in a non-expected utility framework, and studying the implications of ambiguity in decision-theoretic and market settings. My work has also extended to other topics, including game theory and financial economics.

Seeun Jung, ESSEC

My current research interests stem from my desire to understand the heterogeneity in individual risk attitudes and its impact on the labor market outcomes. Concentrating on individuals’ risk attitudes, by implementing and improving the survey methodology and lab experiments, this research will enable us to better examine the reasons behind various labor market outcomes. Both methods complement each other and hence, more rigorous analyses would be possible by using these two ways.

My most recent research focuses on the workers’ shirking behaviours linking risk attitudes with a set of real-effort task experiment, and the gender wage gap in labor market with the sample selection correction via risk preference. I am also conducting studies on what could define individual risk attitudes. I found that risk attitudes can vary over time with age and income shocks using a 10 year-panel data, while the 1972 British Education reform is also found to cause a demographic change in terms of individual risk attitudes.

Ngoc Sang Pham, EPEE, University of Evry

We build general equilibrium models with heterogeneous agents and financial frictions to study

– bubbles and their impacts on the economic activities

– efficiency of equilibrium

– fluctuations of the aggregate capital stock

– impacts of financial market imperfections on capital flows and global imbalances.

2013-2014:

Daniele Pennesi, THEMA, University of Cergy-Pontoise

During my post-doc at the LABEX MME-DII, I studied how we take decisions when the consequences of our actions are in the future. There is a large evidence
that we do not behave optimally, we are typically "myopic". For example, we consume too much in the present so that our savings for the future are too low.
The typical explanation of this myopic behavior is lack of self-control: we cannot resist the temptation to consume more now. In my research, I showed that
the myopic behavior can arise under different conditions: if we are unsure about the discount rate we will use to evaluate future consequences.

Nicolas Fremeaux, THEMA, University of Cergy-Pontoise

Emilie Chautru, AGM, University of Cergy-Pontoise

L’anticipation de phénomènes extrêmes multivariés est devenue essentielle dans de nombreux domaines : afin d’optimiser l’investissement, les banques souhaitent identifier les groupes d’actions dont les rendements peuvent
décoller ou s’effondrer simultanément, les compagnies d’assurance se prémunir du risque d’accumulation exceptionnelle de sinistres, les organismes de sécurité sanitaire détecter des cocktails de contaminants
environnementaux dont la combinaison en décuple la toxicité, etc. Ainsi, une première partie des travaux de recherche de ce post-doctorat a été
dédiée à l'étude des valeurs extrêmes multivariées de séries temporelles dépendantes, en petite ou grande dimension. Une attention toute
particulière a été portée sur les hypothèses formulées à propos la dépendance temporelle garantissant la convergence des estimateurs de la
structure de dépendance entre variables. La seconde thématique explorée durant ce post-doctorat concerne les méga-données, ou ``Big Data''. Lorsque les données disponibles sont si volumineuses que leur analyse est compromise, la tendance actuelle est au
calcul distribué. Malheureusement, tous les algorithmes ne sont pas parallélisables, auquel cas l'échantillonnage des données peut se révéler
utile. Plutôt qu'un tirage aléatoire simple, la théorie des sondages suggère alors des alternatives plus complexes, tirant parti d'information
auxiliaire, afin d'obtenir des estimateurs plus précis (à variance réduite) des quantités d'intérêt. Dans cette optique, nous nous sommes penchés sur
l'adaptation au cadre des sondages d'estimateurs et algorithmes classiques de la théorie des valeurs extrêmes ou de l'apprentissage statistique,
rendant possible l'étude de bases de données gigantesques.

2012-2013:

Antoine Salomon, LEMMA, University of Panthéon Assas

Ortangar Nguenamadji, EPEE, University of Evry

William Kengne, AGM, University of Cergy-Pontoise