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

Linear demand systems for differentiated goods: Overview and user’s guide.

 

France confined. Old and new inequalities.

 

Beauty and structural complexity.

 

Building infrastructures for Fossil-and Bio-energy with Carbon Capture and Storage: insights from a cooperative game-theoretic perspective.

 

Comparative study of Er3+-doped Ga-Ge-Sb-S thin films fabricated by sputtering and pulsed laser deposition.

 

On the stability of the martingale optimal transport problem.

Convex order, Couplages martingale, Distance de Wasserstein, Finance robuste, Martingale Optimal Transport, Martingale couplings, Ordre convexe, Robust finance, Stability, Stabilité, Transport optimal martingale, Wasserstein distance

Contributions to the theory of mean field games.

Jeux à champ moyen, Mean Field Games, Numerical simulations, Simulations numériques, System of partial differential equations, Système d’équations aux dérivées partielles

Energy Code 2020-2021, annotated and commented.

Code

Modelling Transaction Costs When Trades May Be Crowded: A Bayesian Network Using Partially Observable Orders Imbalance.

Bayesian Networks, Crowding, Liquidity, Trading Costs

Selective review of offline change point detection methods.

 

A singular management of the health crisis, a decentralized health system under great tension.

Accès aux soins, Confinement, Covid 19, Hôpital, Inégalités de santé, Professionnels de Santé, Suède, Système de santé

Fast active learning for pure exploration in reinforcement learning.