<< January 2019 >>

Tuesday, January 22, 2019

Seminar 217, Risk Management: Instrumental variables as bias amplifiers with general outcome and confounding

Seminar: Risk Seminar | January 22 | 11 a.m.-12:30 p.m. | 1011 Evans Hall

 Speakers: Peng Ding, UC Berkeley

 Consortium for Data Analytics in Risk

Drawing causal inference with observational studies is the central pillar of many disciplines. One sufficient condition for identifying the causal effect is that the treatment-outcome relationship is unconfounded conditional on the observed covariates. It is often believed that the more covariates we condition on, the more plausible this unconfoundedness assumption is. This belief has had a huge...   More >

Tuesday, January 29, 2019

Seminar 217, Risk Management: The coordination of centralised and distributed generation

Seminar: Risk Seminar | January 29 | 11 a.m.-12:30 p.m. | 1011 Evans Hall

 Speakers: Matteo Basei, UC Berkeley

 Consortium for Data Analytics in Risk

We analyse the interaction between centralised carbon-emissive technologies and distributed non-emissive technologies. A representative consumer can satisfy her electricity demand by investing in solar panels and by buying power from a centralised firm. We consider the point of view of the consumer, the firm and a social planner, formulating suitable McKean-Vlasov control problems with stochastic...   More >