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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Automatic control variates for option pricing using neural networks.

 

Random forest estimation of conditional distribution functions and conditional quantiles.

Conditional distribution functions, Conditional quantiles, Consistency, Random Forests

Budget learning based on equivalent trees and genetic algorithm : application to fall detection algorithm embedding.

Budget learning, Equivalent decision trees, Genetic algorithm, Prediction time cost, Random forests

On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment.

 

Strategic advantages in mean field games with a major player.

 

Temporal trends in tree defoliation and response to multiple biotic and abiotic stresses.

Crown defoliation, Die-off, Drought, Fagus sylvatica, Foliar nutrients, ICP Forests, Interactions, Pest insect, Quercus petraea, Quercus robur, Temperate forest

CJEU case law 2018: decisions and commentary.

 

What place for nuclear power in liberalized electricity markets?

Comptabilité environnementale, Energie, Électricité

A new McKean–Vlasov stochastic interpretation of the parabolic–parabolic Keller–Segel model: The one-dimensional case.

 

Resource manipulation through experimental defoliation has legacy effects on allocation to reproductive and vegetative organs in Quercus ilex.

Allocation shifts, Defoliation recovery, Fruit production, Primary growth, Quercus ilex, Seed germination, Sex allocation, Trade-offs

Is there an advantage to starting the penalty shootout in soccer?

Emotions, First-mover advantage, Penalty shoot-outs, Pressure

The Competitiveness of Nuclear Energy: From LCOE to System Costs.