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

Does the Gender Mix Influence Collective Bargaining on Gender Equality? Evidence from France.

 

Integrating quantitative and qualitative findings in political economy: an illustration of four approaches.

Economic policy, Economic voting, Financial industry, Industrie financière, Industrie pharmaceutique, Pharmaceutical industry, Syndicalisation, Unionisation, Vote économique, Économie politique

Episodic reinforcement learning in finite MDPs: Minimax lower bounds revisited.

Episodic, Lower bounds, Reinforcement learning

Reflected BSDEs in non-convex domains.

 

Dynamic Large Financial Networks via Conditional Expected Shortfalls.

Expectile regression, Finance, Financial networks, Portfolio analysis, Systemic risk

Geographical-Proximity Bias in P2B Crowdlending Strategies.

Behavioral finance, Crowdfunding, Loan performance, Peer-to-business crowdlending, Price discovery process

Liquidity Regulation and Bank Lending.

Bank Lending, Basel III, Liquidity Balance Rule, Liquidity Coverage Ratio, Liquidity Regulation, Propensity Score Matching, Quasi-natural experiment

Nonasymptotic sequential tests for overlapping hypotheses applied to near-optimal arm identification in bandit models.

 

Generalization aspect of accurate machine learning models for CSI-based localization.

Channel state information, Deep learning, Ensemble learning, Generalization, Indoor localization, KNN, MIMO, Neural networks

A conventionalist approach to the labor market based on corporate recruitment.

 

Asymmetric and time-frequency spillovers among commodities using high-frequency data.

 

Nonparametric estimation of copulas and copula densities by orthogonal projections.