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).
Valuation of bonds and bond options in continuous time.
Arbitrage, Filtrage, Finances et comptabilité, Informatique et mathématiques, Martingales, Obligations, Options sur obligations, Sciences de gestion, Volatilité stochastiques, Équilibre général
Stochastic tracking algorithms and empirical concentration inequalities for statistical learning.
Algorithmes Stochastiques, Apprentissage en Ligne, Bornes d'Erreur en Généralisation, Classification Multi-Classes, Empirical Bernstein Inequalities, Feature Selection, Generalization Bounds, Inégalités de Bernstein Empiriques, Martingales, Matching Pursuit, Multiclass Classification, Online Learning, Ranking, Stochastic Algorithms, Sélection de Caractéristiques, U-Statistics, U-Statistiques
Monte Carlo methods and stochastic algorithms.
Chen projection method, Importance sampling, Martingales, Monte Carlo methods, Robbins-Monro algorithms