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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Order book modeling, Market Making applications.

Apprentissage profond, Carnet d’ordres, Deep learning, Hawkes process, High-frequency trading, Limit order book, Market microstructure, Markov decision process, Microstructure du marché, Processus de Hawkes, Processus de décision Markovien, Trading haute frequence

Artificial intelligence algorithms in quantitative finance

Apprentissage machine, Apprentissage profond, Artificial intelligence, Calibration profonde, Changement de régime, Deep calibration, Deep learning, Deep pricing, Intelligence artificielle, Machine learning, Regime switching, Valorisation profonde

Accelerated share repurchase and other buyback programs: what neural networks can bring.

ASR contracts, Deep learning, Optimal stopping, Recurrent neural networks, Reinforcement learning, Stochastic optimal control

Accelerated Share Repurchase and other buyback programs: what neural networks can bring.

ASR contracts, Deep learning, Optimal stopping, Recurrent neural networks, Reinforcement learning, Stochastic optimal control

Credit Risk Analysis Using Machine and Deep Learning Models.

Big data, Credit risk, Data science, Deep learning, Financial regulation

Credit Risk Analysis using Machine and Deep Learning models.

Bigdata, Credit risk, Data Science, Deep learning, Financial regulation

Machine Learning for Financial Products Recommendation.

Apprentissage profond, Apprentissage statistique, Clustering supervisé, Deep learning, Finance, Machine learning, Recommender systems, Supervised clustering, Systèmes de recommandation, Systèmes de recommandation dépendant du temps, Time-Aware recommender systems

Neural network regression for Bermudan option pricing.

Bermudan options, Deep learning, Neural networks, Optimal stopping, Regression methods

Parsimonious Convolutional Representations -- application to physiological signals and deep learning interpetability.

Adaptive optimization, Apprentissage de dictionnaire convolutif, Apprentissage profond, Codage parcimonieux, Convolutional dictionary learning, Deep learning, Optimisation adaptive, Physiological signals, Signaux physiologiques, Sparse coding

Some statistical learning problems with incomplete data.

Censored data, Deep learning, Données censurées, Données incomplètes, Incomplete data, Machine learning, Séries temporelles, Time series

Some statistical learning problems in the presence of incomplete data.

Censored data, Deep learning, Données censurées, Données incomplètes, Incomplete data, Machine learning, Séries temporelles, Time series

Deep learning versus conventional machine learning for detection of healthcare-associated infections in French clinical narratives.

Deep learning, Electronic health records, Epidemiology, Healthcare-associated infections, Machine learning, Natural language processing