• This is a regular, inter-institutional "brown-bag webinar" series on computational economics and finance, co-organized by Felix Kübler (University of Zürich) and Simon Scheidegger (University of Lausanne).
• The aim of the Computational Economics and Finance series is, among other things, to promote the exchange and development of computational research tools, their application to problems in economics and finance as well as fostering a world-wide community in an emerging area of science.
• The events will be held via ZOOM, and the respective login information will be distributed ahead of time.
• If you are interested in presenting, want to propose a speaker, or have other comments, feel free to contact the organizers.
• To stay up to date about upcoming presentations please join our mailing list!

Upcoming Events - Spring term 2020

Past Events - Spring term 2020

• Tuesday, May 26th, 4.30 - 5.45 CET

Gaetano Bloise, Yeshiva University and University of Rome III

Topic: A Negishi approach to recursive contracts (joint work with Paolo Siconolfi)

• Tuesday, May 19th, 4.30 - 5.45 CET

Thomas Winberry, Chicago Booth

Topic: The Investment Network, Sectoral Comovement, and the Changing U.S. Business Cycle (joint work with Christian vom Lehn)

A recording of the seminar of the seminar can be watched here via this link.

• Tuesday, May 12th, 4.30 - 5.45 pm CET

Ludwig Straub, Harvard

Topic: Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models [Slides] (joint work with Adrien Auclert, Bence Bardoczy, and Matt Rognlie)

A recording of the seminar of the seminar can be watched here via this link.

• Tuesday, May 5th, 4.30 - 5.45 pm CET

Yavuz Arslan, BIS

Topic: Credit Supply Driven Boom-Bust Cycles (joint work with Bulent Guler and Burhanettin Kuruscu)

A recording of the seminar of the seminar can be watched here via this link.

• Tuesday, April 28th, 4.30 - 5.45 pm CET

Paul Schneider, USI Lugano and Swiss Finance Institute

Topic: Constrained Polynomial Likelihood (joint work with Caio Almeida)

A recording of the seminar of the seminar can be watched here via this link.

• Tuesday, April 21st, 4.30 - 5.45 pm CET

Michel Juillard, Banque de France

Topic: Rewriting Dynare in Julia [Slides]

A recording of the seminar of the seminar can be watched here via this link.

• Tuesday, April 14th, 4.30 - 5.45 pm CET

Antoine Didisheim, University of Lausanne

Topic: Adaptive Machine Learning: An application to credit risk modeling (joint work with H. Chen and Simon Scheidegger)

A recording of the seminar of the seminar can be watched here via this link.

• Tuesday, April 7th, 4.30 - 5.45 pm CET

Max Blesch, University of Bonn

Topic: Robust investment under risk and ambiguity: Harold Zurcher's robust replacement policy (joint work with Philipp Eisenhauer) [Presentation]

A recording of the seminar of the seminar can be watched here via this link .

• Tuesday, March 31st, 4.30 - 5.45 pm CET

Fabio Trojani, University of Geneva and Swiss Finance Institute

Topic: Smart Stochastic Discount Factors (joint work Sofonias Korsaye and Alberto Quaini)

A recording of the seminar of the seminar can be watched here via this link.

Contact

For questions and suggestions, please get in touch with Felix Kübler or Simon Scheidegger