About
Remote "Brownbag" webinar series co-organized by Felix Kübler (University of Zürich) and Simon Scheidegger (University of Lausanne). The seminar promoted computational research tools and fostered a worldwide community in computational economics and finance.
Platform: Zoom (login details were distributed beforehand)
Spring 2020 Schedule
May 26, 4:30–5:45 CET
Gaetano Bloise (Yeshiva University / University of Rome III)
"A Negishi Approach to Recursive Contracts" (with P. Siconolfi)
May 19, 4:30–5:45 CET
Thomas Winberry (Chicago Booth)
"The Investment Network, Sectoral Comovement, and the Changing U.S. Business Cycle" (with C. vom Lehn)
May 12, 4:30–5:45 CET
Ludwig Straub (Harvard)
"Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models" (with A. Auclert, B. Bardoczy, M. Rognlie)
May 5, 4:30–5:45 CET
Yavuz Arslan (BIS)
"Credit Supply Driven Boom-Bust Cycles" (with B. Guler, B. Kuruscu)
April 28, 4:30–5:45 CET
Paul Schneider (USI Lugano / Swiss Finance Institute)
"Constrained Polynomial Likelihood" (with C. Almeida)
April 21, 4:30–5:45 CET
Michel Juillard (Banque de France)
"Rewriting Dynare in Julia"
April 14, 4:30–5:45 CET
Antoine Didisheim (University of Lausanne)
"Adaptive Machine Learning: An Application to Credit Risk Modeling" (with H. Chen, S. Scheidegger)
April 7, 4:30–5:45 CET
Max Blesch (University of Bonn)
"Robust Investment under Risk and Ambiguity: Harold Zurcher's Robust Replacement Policy" (with P. Eisenhauer)
March 31, 4:30–5:45 CET
Fabio Trojani (University of Geneva / Swiss Finance Institute)
"Smart Stochastic Discount Factors" (with S. Korsaye, A. Quaini)