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).
A Survey on the Four Families of Performance Measures.
Fund selection, Performance measures, Ranking, Return distribution, Risk
A survey on the four families of performance measures.
Fund selection, Performance measures, Ranking, Return Distribution, Revue AERES, Risk
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
Empirical Bayes approaches to PageRank type algorithms for rating scientific journals.
Bibliometrics, Empirical Bayes, Networks, PageRank, Ranking, Structural zeros
The Dark Side of Competition for Status.
Competitive preferences, Doping, Experiment, Feedback, Ranking, Sabotage, Status
The Dark Side of Competition for Status (preprint).
Competitive preferences, Doping, Experiment, Feedback, Ranking, Sabotage, Status