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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Stochastic algorithms for risk management and indexing of media databases.

Apprentissage automatique, Control stochastic, Contrôle stochastique, Exact simulation, Incomplete market, Indexation d'images, Machine learning, Malliavin sensitivity, Marché incomplet, Media indexing, Optimization problem, Problème d'optimisation, Quantification, Quantization, Réduction de variance, Sensibilité par Malliavin, Simulation trajectorielle exacte, Stochastic volatility, Variance reduction, Volatilité stochastique

CVa R HEDGING USING QUANTIZATION-BASED STOCHASTIC APPROXIMATION ALGORITHM.

CVaR, Quantification, Robbins-Monro algorithm, Stochastic Approximation, VaR

Numerical methods for piecewise deterministic Markovian processes.

Arrêt optimal, Méthode numérique, Numerical method, Optimal stopping, Piecewise-deterministic Markov process, Processus markovien déterministe par morceaux, Quantification, Quantization

Optimal quantization methods with applications to finance.

Option type lookback, Option à barrières, Quantification, Rayon maximal, Taux optimal, Théorème de la mesure empirique

A future tense.

Constructivism, Constructivisme, Data, Données, Macroeconomic forecasting, Prévision macroéconomique, Quantification, Realism, Réalisme

Accounting quantification and the limits of remote government: the case of accounting in the colonial prisons of Guyana (1859-1873).

19th century, Accounting History, Action at a distance, Action à distance, Foucault, Histoire de la comptabilité, Quantification, Territorialisation, Territorialization, XIXe siècle

Battles through and about statistics in French pay equity bargaining: The politics of quantification at workplace level.

Equality bargaining, Gender pay gap, Quantification, Statistics, Transparency

Battles through and about statistics in French pay equity bargaining: The politics of quantification at workplace level.

Equality bargaining, Gender pay gap, Quantification, Statistics, Transparency