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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Tail-GAN: Simulation of extreme events with ReLU neural networks.

Extreme Value Theory, Generative models, Neural networks

Economic analysis of accident law: from personal liability to delegated liability.

 

A new spin on optimal portfolios and ecological equilibria.

Cavity and replica method, Markowitz portfolios, Metastable states, Population dynamics, Quantitative finance, Spin-glasses

On the approximation of extreme quantiles with neural networks.

Extreme value theory, Generative models, Modèle génératif, Neural networks, Réseau de neurones, Théorie des valeurs extrêmes

Waiting for my neighbors.

 

Generative model for fBm with deep ReLU neural networks.

Fractional Brownian motion, Gaussian process, Generative models, Neural networks

Five years after the reform of parental leave (PreParE), are the objectives met?

PreParE, Prestation partagée d’éducation de l’enfant, Recours au congé parental, Réforme du congé parental

Accumulating capital today : contemporary strategies of profit and dispossessive policies.

 

Orlicz norms and concentration inequalities for β-heavy tailed random variables.

Deviation inequality, Empirical process, Heavy tails, Maximal inequality, Orlicz norm, Talagrand inequality

Efficient regulation of banks' solvency.

 

Event detection and structure inference for graph vectors.

Anomalie detection, Champ aléatoire de Markov, Change point detection, Detection d'anomalies, Detection de ruptures, Graphes, Graphs, Markov random field, Networks, Réseaux, Statistics, Statistiques

Optimal control of conditioned processes with feedback controls.