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Regular version of the site

Research at ICEF

ICEF faculty conduct research that is published in internationally leading peer-reviewed journals. They regularly participate in major international conferences in Economics and Finance. The ICEF International Laboratory of Financial Economics organizes annual conferences and workshops in Economics and Finance, attracting leading researchers from around the world to participate. ICEF conducts a regular research seminar series inviting world-renown academics to present their latest research.

ICEF People

Alexei Boulatov, PhD Finance, Tenured Professor

ICEF People

Sofya Budanova, PhD Economics, Assistant Professor

ICEF People

Vincent Fardeau, PhD Finance, Assistant Professor

ICEF People

Markus Gebauer, PhD Economics, Assistant Professor

ICEF People

Runjie Geng, PhD Banking and Finance, Assistant Professor

ICEF People

Dmitry Makarov, PhD Finance, Associate Professor

ICEF People

Tatiana Mayskaya, PhD Social Science, Assistant Professor

ICEF People

Maxim Nikitin, PhD Economics, Associate Professor

ICEF People

Fabian Slonimczyk, PhD Economics, Associate Professor

ICEF People

Vladimir Sokolov, PhD Economics, Associate Professor

ICEF People

Sergey Stepanov, PhD Economics, Associate Professor

ICEF People

Alexander Usvitskiy, PhD Economics, Assistant Professor

ICEF People

Anna Yurko, PhD Economics, Associate Professor

ICEF People

Kirill Bukin, PhD, Associate Professor

ICEF People

Grigory Kantorovich, PhD, Tenured Professor, Distinguished Professor

ICEF People

Olga Kuzina, PhD Sociology, Professor

ICEF People

Anatoly Peresetsky, PhD, Tenured Professor

ICEF People

Alla Fridman, PhD, Tenured Professor

ICEF Alumni

Natalia Gimpelson, student at University of Rochester, PhD in Economics

ICEF Alumni

Аrtem Gudov, Head of Investment Department, M.Video

ICEF Alumni

Martsella Davitaya, student at Columbia University, PhD in Economics

ICEF Alumni

Danil Dmitriev, student at University of California, PhD in Economics

ICEF Alumni

Anastasia Erastova, студентка NYU Courant Institute, MSc in Mathematics

ICEF Alumni

Valeriya Erokhina, student at EDHEC, MSc in Financial Markets

ICEF Alumni

Ilya Ilyin, student at Boston University, PhD in Economics

ICEF Alumni

Sergey Kozlov, Operations Director, LEGO

ICEF Alumni

Filipp Kolchin, senior consultant, Bain & Compan

ICEF Alumni

Ekaterina Kolchina, Deputy CEO, Papa John's Russia

ICEF Alumni

Kirill Kondrashin, Executive Director, DCM, J.P. Morgan

ICEF Alumni

Sergey Kurdyukov, vice-president, Citigroup

ICEF Alumni

Ekaterina Lopareva, analyst, Unicredit bank

ICEF Alumni

Viktoriia Petrova, Investment Banking Analyst (FIG), Deutsche Bank

ICEF Alumni

Olga Ponomarenko, Quantitative analyst, Barclays

ICEF Alumni

Maria Chaderina, Assistant Professor, Vienna University of Economics and Business

ICEF Alumni

Ekaterina Chegaeva, student at Princeton University, Master in Finance

ICEF Research Seminar by Svetlana Boyarchenko (University of Texas at Austin)

Event ended

On Thursday, March 16 at 4.40 pm, room 3211 (Shabolovka str. 26) ICEF will hold the Research Seminar.
Speaker: Svetlana Boyarchenko (University of Texas at Austin)
Theme: "Strategic Experimentation with Erlang Bandits"

On Thursday, March 16 at 4.40 pm, International College of Economics and Finance will hold the Research Seminar.
Speaker: Svetlana Boyarchenko (University of Texas at Austin)
Theme: "Strategic Experimentation with Erlang Bandits"
Venue: Shabolovka st., 26, room 3211

Abstract: While risks related to events that arrive randomly play important role in many real life decisions, models of learning and experimentation based on twoarmed Poisson bandits remain mostly abstract theoretical models with few economic applications. We suggest a new class of models of strategic experimentation which are almost as tractable as exponential models, but incorporate such realistic features as dependence of the expected rate of news arrival on the time elapsed since the start of an experiment and judgement about the quality of a “risky” arm based on evidence of a series of trials as opposed to a single evidence of success or failure as in exponential models with conclusive experiments. We demonstrate that, unlike in the exponential models, players may stop experimentation before the first breakdown happens. Moreover, ceteris paribus, experimentation in a model with breakthroughs may last longer than experimentation in the corresponding model with breakdowns.

Everyone interested is welcome to attend!

Pass can be ordered by:
tel. (495)772-95-90*26090
e-mail: vzheleznov@hse.ru
contact: Zheleznov Slava

Forthcoming seminars

Date

March 16, 2017 16:40

Topics

Research

Address

3211

About

International College of Economics and Finance