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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The Impact of Infrastructure Investments on Income Inequality: Evidence from US States.

Highways, Income Inequality, Instrument Variable, Public Infrastructure, US State Panel Data

Corporate environmental reporting: Are French firms compliant with the Task Force on Climate Financial Disclosures' recommendations?

 

Optimal multi-asset trading with linear costs: a mean-field approach.

 

Feeling good or feeling better?

Intra-personal comparisons, Life satisfaction, Memory biases, Remembered utility

Consensus in the Presence of Rational and Byzantine Participants.

Blockchain, Comité, Terminaison, Théorie des jeux, Validité, Équilibre de Nash

Online Commerce, Inter-Regional Retail Trade, and the Evolution of Gravity Effects: Evidence from 20 Billion Transactions.

Consumer mobility, Consumption expenditure, E-commerce, Gravity model, Inter-regional trade

Confidence collapse in a multihousehold, self-reflexive DSGE model.

DSGE, confidence collapse, economic crises, multihousehold

BCMA-ES II: revisiting Bayesian CMA-ES.

Bayesian, CCS CONCEPTS • Mathematics of computing → Probability and statistics, Conjugate prior, KEYWORDS CMA ES, Mixture models, Normal Wishart, Normal inverse Wishart

Routine-Biased Technological Change and Hours Worked over the Business Cycle.

Business cycle, Hours worked, Job polarization, Long- run restrictions, Routine-biased technological change, VAR

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

Computational optimal transport : with applications to data sciences.

 

Mind the gap : do parental leaves increase welfare when social norms and redistribution matter ?