Archives for CORE
February 07, 2017
Seminar: Geovani Nunes Grapiglia
Derivative-free trust-region algorithms for composite nonsmooth optimization
Geovani NUNES GRAPIGLIA, University of Parana, Brazil
In this talk, we consider derivative-free trust-region algorithms to the problem of minimizing a composite function $\Phi(x)=f(x)+h(c(x))$, where $f$ and $c$...
Click to know more 
February 03, 2017
Seminar: Hans Degryse
The Impact of Clearing Fees on Market Quality
Hans Degryse, KU Leuven
This paper aims to provide a more integrated view of market quality by linking the whole value chain in securities transactions: trading and post-trading. We empirically study the impact of post-trade fees, particularly...
Click to know more 
February 02, 2017
Seminar: Piero Gottardi
A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation
Piero Gottardi, European University Institute
(Joint paper with Vincent Maurin, European University Institute, and Cyril Monnet, University of Bern, SZ Gerzensee & Swiss National Bank)
This paper...
Click to know more 
February 01, 2017
CORE Seminar
Seminar: Alberto Prati
Hedonic Recall Bias. Why You Should Not Ask People How Much They Earn
Alberto Prati, AMSE
(Joint with Claudia Senik)
The empirical literature which explores the effect of income on job satisfaction typically uses data drawn from social surveys. In these surveys, the amount of income is...
Click to know more 
January 31, 2017
Seminar: Kostas Margellos
Proximal algorithms for distributed optimisation over uncertain networks
Kostas MARGELLOS, University of Oxford
In this talk we provide a proximal minimization based algorithm for distributed convex optimization over time- varying multi-agent networks, in the presence of constraints and...
Click to know more