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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Industrial ecology and sustainable territorial development: the role of services.

 

Tracking the dynamics and allocating tests for COVID-19 in real-time: An acceleration index with an application to French age groups and départements.

 

Non-causality in continuous time.

 

Optimizing SARS-CoV-2 vaccination strategies in France: Results from a stochastic agent-based model.

 

Exogenous and Endogenous Price Jumps Belong to Different Dynamical Classes.

 

Abrupt climate changes and the astronomical theory.

Abrupt changes, Astronomical theory of climate, Bond cycles, Dansgaard-Oeschger events, Heinrich events, Ice rafted debris, Ice sheets, Intrinsic climate variability, Milankovitch

Optimal transport in high dimension : obtaining regularity and robustness using convexity and projections.

Apprentissage statistique, Machine Learning, Machine learning, Optimal transport, Statistical Learning, Transport optimal

Approximation of martingale couplings on the line in the weak adapted topology.

 

Economic Crises in a Model with Capital Scarcity and Self-Reflexive Confidence.

 

A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning.

 

What If Dividends Were Tax-Exempt? Evidence from a Natural Experiment.

 

Modeling and optimal strategies in short-term energy markets.

Contrôle optimal, Energies renouvelables, Energy markets, Machine learning, Marché des services systèmes, Marchés de l’énergie, Neural networks, Optimal control, Renewable energies, Réseau de neurones, System services market