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).


Reset

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

Applications of artificial intelligence in e-commerce and finance.

Application, Apprentissage automatique, Artificial intelligence, E-commerce, Experimentation, Expérimentation, Finance, Intelligence artificielle, Machine learning, Moteur de recherche, Search engine, Séries temporelles, Time series

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

Oil prices, trends and cycles.

Commodities, Données de Panel, Exchange Rate, Geopolitics, Géopolitique, Matières premières, Oil price, Panel Data, Prix du pétrole, Séries temporelles, Taux de change, Time Series

Detection of anomalies and breaks in time series. Applications to the management of electricity production.

Charge point detection, Détection d'anomalies, Détection de ruptures, Edf, Gestion de la production électrique, Outlier detection, Séries temporelles, Time series

Some statistical learning problems with incomplete data.

Censored data, Deep learning, Données censurées, Données incomplètes, Incomplete data, Machine learning, Séries temporelles, Time series

Some statistical learning problems in the presence of incomplete data.

Censored data, Deep learning, Données censurées, Données incomplètes, Incomplete data, Machine learning, Séries temporelles, Time series

The deformation of Okun's law over the business cycle.

Asymmetry, Asymétrie, Business cycle, Cycle Economique, Labor Market, Loi d'Okun, Marché du Travail, Meta-Analysis, Méta-Analyse, Okun's law, Séries Temporelles, Times Series