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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Stochastic approximation in Hilbert spaces.

Apprentissage supervisé, Approximation stochastique, Convex optimization, Espaces de Hilbert à noyaux reproduisants, Estimation non-paramétrique, Nonparametric estimation, Optimisation convexe, Reproducing kernel Hilbert spaces, Stochastic approximation, Supervised learning

Binarsity: a penalization for one-hot encoded features.

Features binarization, Oracle inequalities, Proximal methods, Supervised learning, Total-variation

Stochastic approximation in Hilbert spaces.

Apprentissage supervisé, Approximation stochastique, Convex optimization, Espaces de Hilbert à noyaux reproduisants, Estimation non-paramétrique, Nonparametric estimation, Optimisation convexe, Reproducing kernel Hilbert spaces, Stochastic approximation, Supervised learning

Debiasing Stochastic Gradient Descent to handle missing values.

Missing data, Optimization, Stochastic approximation, Supervised learning

Numerical problems in financial mathematics and trading strategies.

Algorithmic Trading, Apprentissage automatique, Apprentissage supervisé, Binomial tree model, Conditions de non-arbitrage, Coûts de transaction, Diffusion partial differential equations, Equations aux dérivées partielles, European options, Financial market models, Machine learning, Modèle Binomial, Modèles de marchés financiers, No-arbitrage condition, Option pricing, Options européennes, Pricing, Prix de sur-réplication, Stratégies de trading, Super-hedging prices, Supervised learning, Trading algorithmique

Similarities Between Policy Gradient Methods (PGM) in Reinforcement Learning (RL) and Supervised Learning (SL).

Cross entropy, Entropy, Kullback Leibler divergence, Policy gradient, Supervised learning

Similarities between policy gradient methods (PGM) in reinforcement learning (RL) and supervised learning (SL).

Cross entropy, Entropy, Kullback Leibler divergence, Policy gradient, Supervised learning