Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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Quantitative bounds for concentration-of-measure inequalities and empirical regression: the independent case.

Concentration inequalities, Consistency, Distribution-free estimates, Empirical processes, Empirical regression, Uniform deviation probability

Quantitative bounds for concentration-of-measure inequalities and empirical regression: The independent case.

Concentration inequalities, Consistency, Distribution-free estimates, Empirical processes, Empirical regression, Uniform deviation probability

On the estimation of density-weighted average derivative by wavelet methods under various dependence structures.

$\alpha$-mixing, $\rho$-mixing, Consistency, Nonparametric estimation of density-weighted average derivative, Plug-in' approach, Wavelets

Consistent inconsistencies? Evidence from decision under risk.

Consistency, Framing effects, Heterogeneity, Preference reversals

Random forest estimation of conditional distribution functions and conditional quantiles.

Conditional distribution functions, Conditional quantiles, Consistency, Random Forests

Dynamic factor model with non-linearities : application to the business cycle analysis.

Analyse du point de retournement, Business cycle, Changement de régime markovien, Comportement en échantillon fini, Consistency, Convergence, Cycle financier, Cycle économique, Dynamic Factor Model, Dynamical interaction, Financial cycle, Interaction dynamique, Markov-Switching, Modèle à facteurs dynamiques, Monte Carlo simulations, Méthode en deux étapes, Risque systémique, Simulations Monte Carlo, Small-sample performance, Systemic risk, Turning point analysis, Two-step method

Aggregation using input-output trade-off.

Aggregation, Classification, Consistency, Nonlinearity, Regression estimation

Aggregation using input–output trade-off.

Aggregation, Classification, Consistency, Nonlinearity, Regression estimation

Maximum likelihood estimation in partially observed Markov models with applications to counting time series.

Consistance, Consistency, Ergodicity, Ergodicité, Hidden Markov models, Maximum de vraisemblance, Maximum likelihood, Modèles de Markov cachés, Modèles de Markov partiellement observés, Modèles guidés par l'observation, Observation-driven models, Partially observed Markov models, Séries temporelles de comptage, Time series of counts