12-16 Jun 2023, Centre Paul Langevin, Aussois
The aim of the Summer school is to review some aspects of quantitative methods applied to economics and finance. Particular emphasis will be placed on methods that make use of massive or high-dimensional data and on applications to energy issues, in line with the research themes of the FiME laboratory. Three themes will be highlighted, all of which are particularly relevant to today’s world and pose crucial challenges: “High Dimensional Econometrics”, “Differential Privacy”, “Market Microstructure”.
Further information on the Summer school website