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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Three Essays on Multi-step forecasting with Partial Least Squares.

Econometrics, Forecasting, Time series

Essays on forecasting and modeling an oil-rich economy.

Bvar, Dsge, Forecasting, Prévision, Sbvar

Interest rates modeling for insurance : interpolation, extrapolation, and forecasting.

Apprentissage, Courbe de taux, Forecasting, Interest rates, Machine learning, Multivariate time series, Prédiction, Statistique, Séries temporelles, Taux d'intérêt, Yield curve

Statistical modeling and analysis of Internet latency traffic data.

ARMA-GARCH process, Ajustement distributionnel, Change detection, Détection de changement, Forecasting, Internet latency, Latence Internet, Probability distribution matching, Processus ARMA-GARCH, Prévision, Séries temporelles, Time series

Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach.

Forecasting, GARCH, Jumps, Test

Financial markets, political variables and extreme events

Economic policy, Evenements extrèmes, Extreme events, Forecasting, Politique économique, Prévision

Ageing, chronic conditions and the evolution of future drugs expenditure: a five-year micro-simulation from 2004 to 2029.

Ageing, Computer simulation, Forecasting, Health expenditures

Statistical learning for wind power: A modeling and stability study towards forecasting.

Bagging, Data mining, Forecasting, Modeling, Random forests, Stability, Wind power

Vapour–liquid equilibrium (VLE) for the systems furan+n-hexane and furan+toluene. Measurements, data treatment and modeling using molecular models.

Atmospheric pressure, Binary mixtures, Forecasting, Hexane, Molecular structure, Monte Carlo methods, Organic pollutants, Phase diagrams, Phase equilibria, Systems metallurgical, Toluene, Vapors

Three essays on bank excess liquidity in the Central African Economic and Monetary Community (CEMAC).

BEAC, BVAR, CEMAC, Canaux de transmission, Excess liquidity, Forecasting, GMM, Inflation, Monetary policy, Politique monétaire, Prévision, Surliquidité, Transmission channels, VAR