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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Housing and discrimination in economics : an empirical approach using Big Data and natural experiments.

Big data, Discrimination, Marché du logement, Politiques publiques, Public policy, Urban economics

Does Big Data Improve Financial Forecasting? The Horizon Effect.

Big data, Financial analysts' forecasts, Forecasting horizon, Forecasts' informativeness, Social media

Equilibrium Data Mining and Data Abundance.

Asset price informativeness, Big data, Information processing, Markets

Equilibrium Data Mining and Data Abundance.

Asset price informativeness, Big data, D4, G14, Information processing, L15, Markets

False News, Informational Efficiency, and Price Reversals.

Asset Price Informativeness, Big Data, Contrarian and momentum trading, FinTech, Information Processing, Markets for Information

Regulatory Learning: how to supervise machine learning models? An application to credit scoring.

AUC, Big data, Credit scoring, Machine learning, Regulation

Artificial Intelligence, Data, Ethics: An Holistic Approach for Risks and Regulation.

Artificial Intelligence, Bias, Big Data, Ethics, Governance, Interpretability, Regulation, Risk

Credit Risk Analysis Using machine and Deep Learning Models.

Big data, Credit risks, Machine Learning, Regulation

Regulatory learning: How to supervise machine learning models? An application to credit scoring.

AUC, Big data, Credit scoring, Machine learning, Regulation

Credit Risk Analysis Using Machine and Deep Learning Models.

Big data, Credit risk, Data science, Deep learning, Financial regulation

Regulatory Learning: Credit Scoring Application of Machine Learning.

Big Data, Credit Risk, Machine Learning, Regulation

Big Data: What a revolution for financial markets and portfolio management.

Big Data, Gestion de portefeuille, Marchés Financiers