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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Estimation of the number of factors in a multi-factorial Heath-Jarrow-Morton model in electricity markets.

Electricity markets, Model calibration, Model selection, Power price model

Imputation and low-rank estimation with Missing Not At Random data.

Accelerated proximal gradient method, Denoising, EM algorithm, Informative missing values, Matrix completion, Nuclear norm penalty

Building a Centre of Capital Accumulation: A Study of the Institutional Emergence of the French Private Equity Sector (from the Early 1980's to 2017).

Accumulation centre, Financial rules, French capitalism, Institutional arrangement, Private equity

Is there a "zoo effect" in French local governments?

French jurisdictions intermunicipalities, Local public services, Population size, Spatial econometrics, Zoo effect

Financial speculation must be taxed.

 

Some statistical learning problems with incomplete data.

Censored data, Deep learning, Données censurées, Données incomplètes, Incomplete data, Machine learning, Séries temporelles, Time series

Economic and ecological crisis: let's dare to make breakthrough decisions.

Covid, Crise écologique, Crise économique

Some statistical learning problems in the presence of incomplete data.

Censored data, Deep learning, Données censurées, Données incomplètes, Incomplete data, Machine learning, Séries temporelles, Time series

Planning in Markov Decision Processes with Gap-Dependent Sample Complexity.

 

Public debt cancellations by the ECB: let's start the debate.

BCE, Dette publique

How an All-or-Nothing insurance behaviour challenges economic policies: an experimental approach.

 

Finite horizon mean field games on networks.