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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3 essays in corporate finance.

Adverse selection, Agences de notation, Anti-sélection, Apprentissage, Innovation, Learning, Options réelles, Rating agencies, Real options, Reputation, Réputation, Stock options, Stock-options

The role of financial institutions : limits and perspectives.

Apprentissage, Blockchain, Central clearing, Compensation centrale, Financial institutions, Institutions financières, Learning, Liquidity risk, Payment network, Risque de liquidité, Réseau de paiement

Learning in mean field games: The fictitious play.

Learning, Mean field games

Learning generates Long Memory.

Learning, Long Memory, Persistence, Present-Value Models

Pandemic economics: Optimal dynamic confinement under uncertainty and learning.

Confinement, Covid, Learning, Pandemic, Uncertainty

Linear regression and learning: contributions to regularization and aggregation methods.

Aggregation, Agrégation, Apprentissage, Empirical processes, Learning, Linear regression, Online convex optimization, Optimisation convexe séquentielle, Processus empiriques, Regularization, Régression linéaire, Régularisation

Uncertainty, learning and ambiguity in economic models on climate policy: some classical results and new directions.

LEARNING, RISK-AVERSION, UNCERTAINTY

Friendship Networks and Political Opinions: A Natural Experiment among Future French Politicians.

Extremism, Friendship Effect, Homophily, Learning, Natural experiment, Polarization, Politcal opinion, Social networks

Statistical Discrimination in a Search Equilibrium Model: Racial Wage and Employment Disparities in the US.

Indirect inference, Job search, Learning, Screening discrimination

Analysis of bayesian and frequentist strategies for sequential resource allocation.

Apprentissage, Bandit models, Bayesian, Bayesien, Best arm identification, Identification des meilleurs bras, Learning, Minimisation du regret, Modèle de bandit, Regret minimization, Statistics, Statistiques

Analysis of Bayesian and frequentist strategies for sequential resource allocation.

Apprentissage, Bandit models, Bayesian, Bayesien, Best arm identification, Identification des meilleurs bras, Learning, Minimisation du regret, Modèle de bandit, Regret minimization, Statistics, Statistiques

The Effect of Learning on Ambiguity Attitudes.

Ambiguity, Learning, Neo-additive weighting, Updating