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).
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