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).
Econometric Methods for Financial Crises.
Credit-Scoring, Crise financière, Dynamic Model, EWS Evaluation, Early Warning System, Evaluation des EWS, Financial Crisis, GMM, High Density Regions, Interval Forecasts, Modèle Dynamique, Modèles Probit Dynamiques Multivarié, Multivariate Dynamic Probit Models, Prévision par Intervalle de confiance
Adaptation of current scoring techniques to the needs of a credit institution: CFCAL-Banque.
Credit risk, Credit-scoring, Hyperplan séparateur, Probability of default, Probabilité de défaut, Risque de crédit, SMOTE technique, Scoring par les GAM, Scoring par les SVM, Scoring with GAM, Separating hyperplane, Smooth backfitting, Support vector machines (SVM), Technique SMOTE