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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Quantifying uncertainty in asset management : Kernel methods and statistical fluctuations.

Concentration Inequalities, Covariance matrix estimation, Estimation de la matrice de covariance, Heavy tails, Inégalité de concentration, Kernel methods, Méthodes à noyau, Portfolio theory, Quantification d'incertitudes, Queues épaisses, Théorie du portefeuille, Uncertainty Quantification

Quantifying uncertainties in asset management: kernel methods and statistical fluctuations.

Concentration Inequalities, Covariance matrix estimation, Estimation de la matrice de covariance, Heavy tails, Inégalité de concentration, Kernel methods, Méthodes à noyau, Portfolio theory, Quantification d'incertitudes, Queues épaisses, Théorie du portefeuille, Uncertainty Quantification

Quantitative bounds for concentration-of-measure inequalities and empirical regression: the independent case.

Concentration inequalities, Consistency, Distribution-free estimates, Empirical processes, Empirical regression, Uniform deviation probability

Quantitative bounds for concentration-of-measure inequalities and empirical regression: The independent case.

Concentration inequalities, Consistency, Distribution-free estimates, Empirical processes, Empirical regression, Uniform deviation probability

Estimator Selection: a New Method with Applications to Kernel Density Estimation.

Concentration Inequalities, Estimator Selection, Kernel Density Estimation, Kernel density estimation, Minimal penalty, Oracle Inequality, Penalization Methods