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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Asynchronous optimization for machine learning.

Optimisation, Optimization, Parallelization, Parallélisation, Prédiction structurée, RNN, Réduction de variance, Structured prediction, Variance reduction

Acceleration in optimization.

Acceleration, Accélération, Extrapolation, Optimisation, Optimization

Study of some models from game theory in the medium field.

Economy, Jeux en champ moyen, Mean field games, Models, Modèles, Optimisation, Optimization, Physique statistique, Statistical physics, Stocahstic, Stochastique, Économie

Discretization of processes with stopping times and uncertainty quantification for stochastic algorithms.

Algorithmes stochastiques, Discretisation, Discretization, Optimisation, Optimization, Processus stochastiques, Quantification d'incertitude, Stochastic algorithms, Stochastic processes, Stopping time, Temps d'arret, Uncertainty quantification

Mathematical contributions for the optimization and regulation of electricity production.

Aging, Electricity, Electricité, Game Theory, Mechanism Design, Micro réseau, Microgrid, Mécanismes d'incitation, Optimisation, Optimization, Théorie des jeux, Vieillissement

Mathematical contributions for the optimization and regulation of electricity production.

Aging, Electricity, Electricité, Game Theory, Mechanism Design, Micro réseau, Microgrid, Mécanismes d'incitation, Optimisation, Optimization, Théorie des jeux, Vieillissement

The conditions for the emergence of a bioenergy sector.

Ambiguity, Ambiguïté, Bioenergy, Bioénergie, CO2 price, Investissement irréversible, Irreversible investment, Optimisation, Optimization, Prix du CO2, Torrefaction, Torréfaction

Modeling natural gas markets in Europe under oligopolistic competition: the GaMMES model and some applications.

Complementarity problems, Game theory, Generalized Nash-Cournot problems, Market modeling, Modélisation de marchés, Optimisation, Optimisation stochastique, Optimization, Problèmes de Nash-Cournot généralisés, Problèmes de complémentarité, Stochastic optimization, Théorie de jeux

Economic analysis of the cross-border coordination of operation in the European power system.

Droit européen, EU law, Electricity network interconnection, Marchés d’électricité, Market design, Optimisation, Optimization, Power system, Réseau électrique de transport, Système électrique

Time decomposition methods for optimal management of energy storage under stochasticity.

Energy, Micro réseaux, Microgrids, Optimisation, Optimization, Énergie

Numerical methods by optimal quantization in finance.

Erreur faible, Finance, Heston model, Modèle d'Heston, Numerical probability, Optimal quantisation, Optimisation, Optimization, Probabilités numériques, Quantification optimale, Weak error

Financial models and price formation : applications to sport betting.

Betting, Bid-ask spread, Binary options, Dynamic Programming, Finance, Football, Hamilton Jacobi Bellman, Instruments financiers, Market-maker, Offre et demande, Optimisation, Optimization, Options binaires, Pari sportif, Price, Prix, Programmation dynamique, Soccer, Sport, Teneur de marché, Utility