| 19/06/23 | Loucas Pillaud-Vivien | A discussion on some non-convex machine learning problem |
| 05/06/23 | Clément Rey | Smoothing properties of discrete time Markov processes under Hormander assumption |
| 22/05/23 | Arnaud Gloter | Vitesses d'estimation minimax pour données multivariées sous contrainte de confidentialité composante par composante |
| 15/05/23 | Grégoire Szymanski | Statistical inference for rough volatility |
| 17/04/23 | Olivier Lopez | Arbres de régression Pareto généralisés : applications à la tarification en cyber assurance et à l'évaluation du coût de catastrophes naturelles (Salle F103) |
| 03/04/23 | Julien Claisse | Mean-field Optimization regularized by Fisher Information |
| 27/03/23 | Laurence Carassus | The Uniform Diversification Strategy Is Optimal for Expected Utility Maximization under High Model Ambiguity |
| 20/03/23 | Christophe Profeta | Valeurs extrêmes pour certains processus de Lévy branchants |
| 13/03/23 | Alexandre Pannier | Rough volatility, path-dependent PDEs and weak rates of convergence |
| 06/03/23 | Elise Bayraktar | Estimation of pure-jump stable CIR processes |
| 13/02/23 | Badr-Eddine Chérief-Abdellatif | Bayes meets Bernstein in Meta Learning |
| 06/02/23 | Bastien Mallein | Particules extrêmes du mouvement brownien branchant en dimension d |
| 30/01/23 | Zhongyuan Cao | Graphon mean-field backward stochastic differential equations with jumps and associated dynamic risk measures |
| 23/01/23 | Mohamed Mrad | Solving some Stochastic Partial Differential Equations driven by non-finite Lévy measure using two SDEs |
| 16/01/23 | Damien Lamberton | Régularité de la frontière d'exercice : une approche probabiliste |
| 09/01/23 | Stéphane Menozzi | Multidimensional Stable driven McKean-Vlasov SDEs with distributional interaction kernel - a regularization by noise perspective. |
| 12/12/22 | Djibril Sarr | *** Reporté *** |
| 05/12/22 | Pierre Bras | Convergence of Langevin-Simulated Annealing algorithms with multiplicative noise |
| 28/11/22 | Hervé Andrès | Signature-based validation of real-world economic scenarios |
| 21/11/22 | Guillaume Szulda | CBI-time-changed Lévy processes |
| 14/11/22 | Roberta Flenghi | Central limit theorem for the stratified selection mechanism |
| 07/11/22 | Edoardo Lombardo | High order approximations of the Cox-Ingersoll-Ross process semigroup using random grids |
| 10/10/22 | Nerea Vadillo | A stochastic volatility model for the valuation of temperature derivatives |
| 03/10/22 | Julien Guyon | Volatility Is (Mostly) Path-Dependent |