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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Philosophical justifications of the fair innings criterion and controversies.

Fair innings, Health technology assessement

Considering distribution grids and local flexibilities in the prospective development of the European power system by 2050.

Distribution grids, European transmission grid, Flexibility solutions, Long-term planning, Storage systems, Variable energy resources

Liquidity risk and fair value accounting : implications for banks capital structure, lending and stability.

Actifs de niveau 2, Actifs de niveau 3, Ajustement de la structure du capital, Bank capital ratio, Capital structure adjustment, Création de prêts, Flux inattendus de dépôts, Insolvency risk, Level 2 assets, Level 3 assets, Loan production, Market liquidity shortage, Off-balance sheet funding liquidity risk, Prise de risque, Pénurie de liquidités sur le marché, Ratio de capital des banques, Risk-taking, Risque de liquidité provenant du hors bilan, Risque d’insolvabilité, Unexpected deposit flows

Predicting Job Power Consumption Based on RJMS Submission Data in HPC Systems.

 

Optimization of the availability of multi-states systems under uncertainty.

Complex systems, Intervalles, Intervals, Maintainability, Markov processes, Mathematical models, Mathematical optimization, Probabilities, Probabilités des états de fonctionnement, Reliability, Systems availability, Systems engineering, Système multi-états (MSS), Uncertainty

Cubature method to solve BSDEs: Error expansion and complexity control.

 

A State-Space Model to Estimate Potential Growth in the Industrialized Countries.

Industrialized countries, Long-memory, Potential growth, State-space models

Splitting methods and short time existence for the master equations in mean field games.

 

The Three Dialectics of Adaptation Finance in Vietnam.

Adaptation finance, Climate change, Institutional readiness, Social capital, Vietnam

Optimal make–take fees for market making regulation.

Financial regulation, High-frequency trading, Make-take fees, Market making, Principal-agent problem, Stochastic control

Causal inference methods for combining randomized trials and observational studies: a review.

Causal effect generalization, Data integration, Double robustness, External validity, Heterogeneous data, Transportability

Social justice theories in health tested by the COVID-19 health crisis.