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).
Contributions of Statistical Learning to Actuarial and Financial Risk Management.
Apprentissage statistique, Commodities market, Elastic-net, Gradient Boosting, Lapse, Marché des commodités, Mortality forecasting, NDVI, Projection de mortalité, Rachat, Statistical learning
Bridging the Li-Carter's gap: a locally coherent mortality forecast approach.
Basis risk, Coherent mortality forecasting, Elastic-Net, Multi-population, Vector Autoregression
Forecasting mortality rate improvements with a high-dimensional VAR.
Elastic-Net, High-dimensional time series, Modeling multiple populations, Mortality forecasting, Variance-covariance estimation, Vector Autoregression
Forecasting Mortality Rate Improvements with a High-Dimensional VAR.
Elastic-Net, High-dimensional time series, Modeling multiple populations, Mortality forecasting, Variance-covariance estimation, Vector Autoregression