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).


Reset

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

Econometrics, Forecasting, Time series

Applications of artificial intelligence in e-commerce and finance.

Application, Apprentissage automatique, Artificial intelligence, E-commerce, Experimentation, Expérimentation, Finance, Intelligence artificielle, Machine learning, Moteur de recherche, Search engine, Séries temporelles, Time series

Using a time series approach to correct serial correlation in operational risk capital calculation.

Gegenbauer processes, Gegenbauer processus, Mesure du risque, Monte Carlo, Operational risk, Risk measures, Risque opérationnel, Séries chronologiques, Time series

Using a time series approach to correct serial correlation in operational risk capital calculation.

Risk capital calculation, Time series

A time series approach to option pricing: Models, Methods and Empirical Performances.

Financial econometry, Options pricing, Time series

Statistical modeling and analysis of Internet latency traffic data.

ARMA-GARCH process, Ajustement distributionnel, Change detection, Détection de changement, Forecasting, Internet latency, Latence Internet, Probability distribution matching, Processus ARMA-GARCH, Prévision, Séries temporelles, Time series

Is public capital really productive? A methodological reappraisal.

Cointegrated regressors, Infrastructure, Public capital elasticity, Robustness and sensitivity analysis, Stochastic processes, Time series

Development of an index-based insurance product: validation of a forage production index derived from medium spatial resolution fCover time series.

Fcover, Grassland production, Index-based insurance, Time series, Validation

Dynamics of savanna vegetation in relation to fire use in Madagascar: time series analysis of remote sensing images.

Burned area, Dynamique de végétation, Fire regime, Madagascar, Modis, Régime des feux, Savane, Savanna, Surface brûlée, Série temporelle, Tendance, Time series, Trend, Vegetation dynamic

Validation of a Forage Production Index (FPI) Derived from MODIS fCover Time-Series Using High-Resolution Satellite Imagery: Methodology, Results and Opportunities.

Fcover, Grassland, Index-based insurance, Spot4, Take5, Time series, Validation

Oil prices, trends and cycles.

Commodities, Données de Panel, Exchange Rate, Geopolitics, Géopolitique, Matières premières, Oil price, Panel Data, Prix du pétrole, Séries temporelles, Taux de change, Time Series

Agricultural commodity markets and price dynamics: a re-examination through financialization.

ARCH, Agricultural commodities, Agricultural finance, Asset returns, Asymmetric causality, Bond, Causalité aymétrique, Causalité de Granger, Correlation, Corrélation, DCC-MGARCH, Développement économique, Economic development, Finance agricole, Financialization, Financiarisation, Futures markets, GARCH, Granger causality, Interest rates, Macroeconomy, Macroéconomie, Marchés monétaires, Marchés à terme, Matières premières agricoles, Monetary policy, Money markets, Obligation, Politiques monétaires, Rendements des actifs, Speculation, Spéculation, Séries chronologiques, Taux d'intérêt, Time series, Volatility, Volatilité