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

Escaping Social Pressure: Fixed-Term Contracts in Multi-Establishment Firms.DISCUSSION PAPER SERIES.

Adjustment costs, CEO reputation, Employment contracts, Social pressure

Evaluating the Impact of Entrepreneurship Edutainment in Egypt: An Experimental Approach.

 

How age at school entry affects future educational and socioemotional outcomes: Evidence from PISA.

Birthday effects, Instrumental variables, PISA, Socioemotional outcomes

Real-time electricity pricing to balance green energy intermittency.

Demand response, Dynamic pricing, Electricity, Intermittency, Renewables, Smart meters

Pricing and hedging asian options : a PDE approach.

 

2nd International Conference on Blockchain Economics, Security and Protocols.

 

Fairness guarantee in multi-class classification.

 

Integrating the risk and term structures of interest rates.

 

Artificial intelligence algorithms in quantitative finance

Apprentissage machine, Apprentissage profond, Artificial intelligence, Calibration profonde, Changement de régime, Deep calibration, Deep learning, Deep pricing, Intelligence artificielle, Machine learning, Regime switching, Valorisation profonde

Neural networks-based algorithms for stochastic control and PDEs in finance *.

 

A variational formula for private sector bonds.

 

Extending approximate Bayesian computation with supervised machine learning to infer demographic history from genetic polymorphisms using DIYABC Random Forest.

Approximate Bayesian Computation, Model or scenario selection, Parameter estimation, Population genetics, Random Forest, Supervised Machine Learning, model or scenario selection, parameter estimation, population genetics