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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Landmark-based Ensemble Learning with Random Fourier Features and Gradient Boosting.

 

Convergence in total variation of the Euler-Maruyama scheme applied to diffusion processes with measurable drift coefficient and additive noise.

 

Quickest detection in presence of seasonality: an illustration with call center data.

 

Essays in Environmental Economics : Carbon Markets, Competitiveness and Common Pool Resources.

Carbone européen, Politiques environnementales

Macroprudential and monetary policies: The need to dance the Tango in harmony.

 

Essays on Financial Analysts.

Accumulation de mauvaises nouvelles, Analystes financiers, Bad-News hoarding, Debt underwriters, Director compensation, Effondrements du cours des actions, Financial analysts, Ownership, Propriété, Rémunération des administrateurs, Souscripteur de dette, Stock price crashes

Essays on behavioral economics and decision making under uncertainty.

Économie comportementale

Endogenous liquidity crises in financial markets.

Carnet d'ordre, Hawkes process, Instabilities, Instabilités, Market microstructure, Metastability, Microstucture, Métastabilité, Order book, Processus de Hawkes

An economic model of the meat paradox.

Meat paradox, Moral wiggle room, Price elasticity, Self-deception

Mortality data correction in the absence of monthly fertility records.

Anomalous mortality data, Cohort effect, Human Mortality Database, Machine learning, Neural network, Stochastic mortality models

Essays on Public Economics

Biens nocifs pour la santé

To Discount or Not to Discount?