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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Machine learning based on Hawkes processes and stochastic optimization.

Causality, Causalité, Hawkes processes, Logiciel libre, Open source, Optimisation stochastique, Processus de Hawkes, Stochastic optimization

Statistical learning for event sequences using point processes.

Causalit?, Causality, Convex optimization, Finance quantitative, Optimisation convexe, Point processes, Processus ponctuels, Quantitative finance

Rational Expectations and the Paradox of Policy-Relevant Experiments.

Causality, Endogeneity, Natural experiments, Policy

Causal models for Real Time Bidding with repeated user interactions.

Attribution, Causality, Incrementality, Real-time bidding

Bidding Through the Lens of Attribution: Pick the Right Labels!

Attribution, Causality, Digital economy, Online advertising

Health, Work and Working Conditions: A Review of the European Economic Literature.

Causality, Employment, Health, Work, Working conditions

Health, income, and individual characteristics: three microeconometric applications to older Europeans.

Causality, Causalité, Europe, Health, Income, Inequalities, Inégalités, Microeconometrics, Microéconométrie, Revenu, Santé

Monetary policy in econometric models: primacy of theory over empirics.

Causality, Causalité, Critique de Lucas, DSGE models, Identification, Lucas critique, Modèles DSGE, Modèles VAR, Monetary policy, Politique monétaire, VAR models

Essays on the economic analysis of corporate liability.

Ambiguity, Ambiguïté, Boycott, Care, Causality, Causalité, Civil liability, Confiance institutionnelle, Corporate social responsability, Institutional trust, Prévention, Responsabilité civile, Responsabilité sociale de l'entreprise

Social capital and access to primary health care in developing countries: Evidence from Sub-Saharan Africa.

Africa, Causality, Health, Social capital

What can we learn from theories of justice in addressing health inequalities?

Causality, Causalityés, Causalité, Circonstances, Circumstances, Comportements à risque, Correlation, Corrélation, Inequalities of opportunity, Inégalités des chances, Lifestyles

Seven Proofs of the Pearson Chi-Squared Independence Test and its Graphical Interpretation.

Causality, Graphical heat map, LAMSADE, MILES, Pearson correlation coefficient