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).
Extreme risk in finance: analysis and modeling.
Conditional Value-At-Risk, Fast Fourier transforms, Hidden Markov models, Lemme de Neyman-Pearson, Lois puissances, Lévy processes, Modèles de Markov cachés, Neyman-Pearson Lemma, Power laws, Processus de Lévy, Transformée de Fourier rapide, Value-At-Risk, Value-At-Risk Conditionnelle
Statistical physics and anomalous macroeconomic fluctuations.
Agent-Based models, Collective phenomena, Complex systems, Crises, Firm growth rates, Lois de puissance, Modèles d'agents, Network economies, Phénomènes collectifs, Power laws, Systèmes complexes, Taux de croissance d'entreprises, Économies en réseau