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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Three Essays on Multi-step forecasting with Partial Least Squares.

Econometrics, Forecasting, Time series

Performance measurement and liquidity in the hedge fund industry.

Autocorrélation, Econometrics, Econométrie, Hedge funds, Limite à l'arbitrage, Limits to arbitrage, Liquidity, Liquidité, Mesure de performance, Modèles à facteurs, Multiple factors models, Performance measurement, Prime de risque, Risk premium, Serial-Correlation

Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds.

Credit scoring, Econo- metrics, Econometrics, Interpretability, Machine Learning, Machine learning, Risk management

Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds *.

Credit scoring, Econometrics, Interpretability, Machine Learning, Risk management

Uncertainty as a barrier to adoption of mitigation practices in the agricultural sector.

Changement climatique, Climate change, Econometrics, Irreversibility, Irréversibilités, Mitigation practices, Option value, Pratiques d’atténuation, Valeur d’option, Économétrie

Uncertainty as a barrier to adoption of mitigation practices in agriculture.

Changement climatique, Climate change, Econometrics, Irreversibility, Irréversibilités, Mitigation practices, Option value, Pratiques d’atténuation, Valeur d’option, Économétrie

Performance measurement and liquidity in the hedge fund industry.

Autocorrélation, Econometrics, Econométrie, Hedge funds, Limite à l'arbitrage, Limits to arbitrage, Liquidity, Liquidité, Mesure de performance, Modèles à facteurs, Multiple factors models, Performance measurement, Prime de risque, Risk premium, Serial-Correlation

Competition, price and quality of care in EHPAD in France: Micro-econometric analyses.

Competition, Concurrence, Dependence, Dépendance, Econometrics, Economie de la santé, Econométrie, Efficacité, Efficiency, Etablissement d’hébergement pour personnes âgées dépendantes, Health economics, Nursing homes, Quality of care, Qualité des soins

Impact of health information systems on hospital bed occupancy rates in French hospitals: results from the e-SI (PREPS-SIPS) study.

Accreditation, Econometrics, Electronic health record, Health information systems HIS, Hospital performance

Health Information System Adoption And Hospital Accreditation Decisions In France: Results From The E-SI (PREPS-SIPS) Study.

Accreditation, Econometrics, Health information systems HIS

Determinants and uses of migrant remittances: the case of South-South migration.

Africa, Afrique, Afrique du Sud, Econometrics, Forced Migration, International Migration, International Remittances, Migrations forcées, Migrations internationales, South Africa, South-South Remittances, Transferts de fonds Sud-Sud, Transferts de fonds internationaux, Économétrie