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).
Theoretical study of technical analysis indicators.
Analyse technique, Change detection, Détection de rupture, Problème de contrôle stochastique, Stochastic control problem, Tauberian theory, Technical analysis, Théorie Tauberian
Some results on the McKean–Vlasov optimal control and mean field games : Limit theorems, dynamic programming principle and numerical approximations.
Approximations numériques, Jeux à champ moyen, McKean--Vlasov equations, Mean field game, Nash equilibria, Neural networks, Numerical approximation, Pareto equilibria, Problème de contrôle stochastique, Réseaux de neurones, Stochastic control problem, Stochastic differential equation, Équation différentielle stochastique, Équations de McKean--Vlasov, Équilibres de Nash, Équilibres de Pareto
Stochastic control problem under liquidity risk constraints.
Contrôle stochastique, Stochastic control problem