Econometrics, Quantitative Economics, Data Science

Archive for the ‘equiprice’ Category

equiprice_papers

EQUIPRICE papers

The following papers benefited from the support of the ERC-sponsored project EQUIPRICE.

Working papers

A model of decentralized matching markets without transfers. With Yu-Wei Hsieh. Available here.
Yogurts choose consumers? Identification of Random Utility Models via Two-Sided Matching. With Odran Bonnet, Keith O’Hara, and Matt Shum. Available here.

Papers in revision

Cupid’s Invisible Hand: Social Surplus and Identification in Matching Models. With Bernard Salanié. Revision requested (3rd round), Review of Economic Studies. Available here.

A note on the estimation of job amenities and labor productivity. With Arnaud Dupuy. Revision requested, Quantitative Economics. Available here.

Published or forthcoming papers

SISTA: learning optimal transport costs under sparsity constraints. With Guillaume Carlier, Arnaud Dupuy and Yifei Sun. Accepted for publication, Communications on Pure and Applied Mathematics. Available here.
Single market nonparametric identification of multi-attribute hedonic equilibrium models. With Victor Chernozhukov, Marc Henry, and Brendan Pass. Accepted for publication, Journal of Political Economy. Available here.
Taxation in matching markets. With Arnaud Dupuy, Sonia Jaffe, and Scott Kominers. Forthcoming, International Economic Review. Available here.
Like Attract Like? A Structural Comparison of Homogamy Across Same-Sex and Different-Sex Households (2020). With Edoardo Ciscato and Marion Goussé. Journal of Political Economy 128, no. 2, pp. 740-781. Available here.

EQUIPRICE logo

EQUIPRICE: Equilibrium methods for Resource Allocation and Dynamic Pricing. European Research Council consolidator grant (ERC-CoG) No. 866274, 2020-2025.

equiprice_code

EQUIPRICE code

TraMEPy Project

The TraME software (Transportation Methods for Econometrics, http://www.trame-project.com/) is a collection of libraries for solving problems of equilibrium computation and estimation in consumer demand and matching frameworks via the Mass Transportation Approach. It will be completely revamped to accommodate for the equilibrium flow problem in its full generality (beyond bipartite networks), novel equilibrium algorithms added, enhanced HPC capabilities, and a new Python implementation.

EQUIPRICE logo

EQUIPRICE: Equilibrium methods for Resource Allocation and Dynamic Pricing. European Research Council consolidator grant (ERC-CoG) No. 866274, 2020-2025.

equiprice_positions

EQUIPRICE positions

Open positions

Post-doctoral researcher (TBA)

The post-doctoral researcher will be expected to contribute to the intellectual advancement of the project, interact with the PhD students, and participate in the organization of the seasonal events described below. The post-doctoral position is envisioned for four years; however, depending on individual circumstances, it may also be two consecutive two-year positions.

Two doctoral fellows (TBA)

One doctoral fellow will have a focus on computational economics. The other doctoral fellow will focus on empirical economics.

Research assistants(TBA)

Research intern positions are project-specific and will be announced later.
EQUIPRICE logo

EQUIPRICE: Equilibrium methods for Resource Allocation and Dynamic Pricing. European Research Council consolidator grant (ERC-CoG) No. 866274, 2020-2025.

equiprice_workshops

EQUIPRICE workshops

Upcoming workshops

Fall 2021: to be announced.

EQUIPRICE logo

EQUIPRICE: Equilibrium methods for Resource Allocation and Dynamic Pricing. European Research Council consolidator grant (ERC-CoG) No. 866274, 2020-2025.

equiprice_lectures

EQUIPRICE lectures

Upcoming lectures

February 26 2021, 2pm-4pm (Paris time): estimation of dynamic discrete choice problems

Speaker: Alfred Galichon

• Theory: Rust’s model; estimation; normalization issues
• Coding: maintenance choice.

March 12 2021, 2pm-4pm (Paris time): matrix games

Speaker: Alfred Galichon

• Theory: Nash equilibria; correlated equilibria; zero-sum games and LP formulation
• Coding: soccer data on penalty.

April 9 2021, 2pm-4pm (Paris time): kidney exchange problems

Speaker: Jules Baudet.

• Theory: Roth et al.
• Coding: an interactive multi-player simulator

Special lecture 5 (April 30, 2pm-4pm Paris time): traffic congestion

Speaker: Alfred Galichon

• Theory: Wardrop equilibria; price of anarchy
• Coding: traffic data.

Past lectures

February 5 2021, 2pm-4pm (Paris time): cloud computing

Speakers: Flavien Léger (Equiprice) and James Nesbit (NYU).

EQUIPRICE logo

EQUIPRICE: Equilibrium methods for Resource Allocation and Dynamic Pricing. European Research Council consolidator grant (ERC-CoG) No. 866274, 2020-2025.

equiprice_team

EQUIPRICE: Equilibrium methods for Resource Allocation and Dynamic Pricing

European Research Council consolidator grant (ERC-CoG) No. 866274, 2020-2025

EQUIPRICE logo

CORE Equiprice team

Principal investigator:

Postdoctoral researchers:

Research assistants:

  • Jules Baudet (Masters student at ENS)
  • Gabriele Buontempo (Masters student at Sciences Po)
  • Akshaya Jose Devasia (Masters student at Sciences Po)
  • Bastien Patras (Masters student at Sciences Po)

equiprice_lunch-seminars

EQUIPRICE lunch seminars

Equiprice lunch seminars are hybrid (in person and / or virtual, depending on the COVID context) lunch seminars designed to serve as technical tutorials or presentation of work in progress in relation to the scientific agenda of the ERC-sponsored project EQUIPRICE. Unless noted ‘internals,’ seminars are public and open to all, but registration to the in person event is required 48 hours before.

Note: All times indicated on this page refer to the Paris time zone.

Events 2020-2021

Upcoming talks:

  • March 11th, 1pm (internal). Pauline Corblet on the link between Gale and Shapley and some iterative methods in applied mathematics.
  • March 18th, 1pm (internal). Jules Baudet on course allocation mechanisms (continued).
  • April 25th, 1pm. TBA.
  • April 1st, 1pm. No seminar.
  • April 8th, 1pm. TBA.
  • April 15th, 1pm. TBA.
  • April 22nd, 1pm. No seminar.
  • April 29th, 1pm. No seminar.

Past talks:

  • March 4th, 1pm (internal). Pauline Corblet on many-to-one matching problems.
  • February 18th, 1pm (public). Jules Baudet on course allocation mechanisms (continued).
  • February 11th, *** 5pm *** (public). Professor Xin Chen (University of Illinois) on S-convexity.
  • January 14th, 1pm (public). Flavien Léger on Chambolle-Pock.
  • January 7th, 1pm (public). Jules Baudet on “the multi-unit assignment problem: matching students to course schedules”.
  • December 10th, *** 5pm *** (public). Professor Pierre-Olivier Weill (UCLA) on optimal transport in asset pricing problems.
  • November 26th, 1pm (public). Flavien Léger on computing large-scale regularized optimal transport problems.
  • November 12th, 1pm (internal). Alfred Galichon on ‘EQUIPRICE: research program and challenges’.
  • October 29th, 1pm (public). Jules Baudet will be presenting on ‘Cloud Computing and Containers part 3: Understanding Docker containers, continued’.
  • October 22nd, 1pm (public). Jules Baudet will be presenting on ‘Cloud Computing and Containers part 2: Understanding Docker containers’
  • October 15nd, 1pm (public). Jules Baudet on kidney exchanges.
  • October 8, 1pm (public). Flavien Léger on ‘The back-and-forth method in optimal transport’
  • September 24th, 1pm (public). Jules Baudet on ‘Cloud Computing and Containers part 1: Understanding Docker containers’

Sponsored by the European Research Council grant EQUIPRICE

EQUIPRICE logo

equiprice

EQUIPRICE: Equilibrium methods for Resource Allocation and Dynamic Pricing

European Research Council consolidator grant (ERC-CoG) No. 866274, 2020-2025

EQUIPRICE logo

Project description

This project seeks to build an innovative economic toolbox (ranging from modelling, computation, inference, and empirical applications) for the study of equilibrium models with gross substitutes, with applications to models of matching with or without transfers, trade flows on networks, multinomial choice models, as well as hedonic and dynamic pricing models.  Applications to various fields such as labor economics, family economics, international trade, urban economics, industrial organization, etc. are investigated.

This project is hosted by the department of economics at Sciences Po.

The scientific agenda

The EQUIPRICE project is built upon a rigorous scientific agenda at the intersection of economics, data science, mathematics and computation. See here.

The EQUIPRICE team

The core EQUIPRICE team is made of a principal investigator, post-doctoral researchers, graduate student assistants. Meet the equiprice team.

EQUIPRICE lunch seminars

The EQUIPRICE team meets bimonthly on Thursdays for lunch seminars that hold in person or remotely to discuss research in progress by the team members, or summarize existing research on a topic. Occasionally, an external researcher is invited to present. Some of these meetings are public. See schedule here.

Seasonal events

Winter: ‘math+econ+code’ january masterclass

A ‘math+econ+code’ masterclass is held over one week in the month of January. Topics usually revolve around the economic applications of optimal transport. Find out more information here.

Spring: EQUIPRICE lectures

Topical lectures by EQUIPRICE team members and invited researchers are given during the Spring semester. See a schedule here.

Summer: ‘math+econ+code’ june masterclass

Another ‘math+econ+code’  masterclass is held in June, on a theme which is in general complementary to the January class, typically dealing with Walrasian equilibrium with gross substitutes. More information here.

Fall: EQUIPRICE workshops

A research workshop is organized yearly in the Fall. See a list of past and upcoming workshops here.

EQUIPRICE code

Open-source code is developed a product of the EQUIPRICE research effort. Find out more here.

EQUIPRICE papers

Publicly available manuscript version of the papers written with the support of EQUIPRICE are listed here.

Open positions

Job posting for the EQUIPRICE project are advertised here.