BOURSES IEF

Chaque année, l’Institut Europlace de Finance (IEF) lance un appel à projets de recherche en finance sur des thématiques diverses (risque systémique, finance digitale, finance à impact…). Les projets sélectionnés sont listés ci-après.

2024

The rough Hawkes Heston stochastic volatility model,

Alessandro Bondi, Centre de Mathématiques Appliquées (CMAP), CNRS, École polytechnique, Institut Polytechnique de Paris, Palaiseau, France, Sergio Pulido, Université Paris-Saclay, CNRS, ENSIIE, Univ Evry, Laboratoire de Mathématiques et Modélisation d’Evry (LaMME), Gif-sur-Yvette, France, Simone Scotti, Università di Pisa, Pisa, Italy

The rough Hawkes Heston stochastic volatility model,

Balancing Green and Non-Green Capital in a Multisectoral Economy: Carbon Policy through Mean Field Games

Florian Pelgrin- Edhec Business School, Lou-Salomé Vallée, University of Lausanne

Balancing Green and Non-Green Capital in a Multisectoral Economy: Carbon Policy through Mean Field Games

Florian Pelgrin- Edhec Business School, Lou-Salomé Vallée, University of Lausanne

Balancing Green and Non-Green Capital in a Multisectoral Economy: Carbon Policy through Mean Field Games

Florian Pelgrin- Edhec Business School, Lou-Salomé Vallée, University of Lausanne

Investing Through Economic Cycles,

Sylvain Benoit, Thomas RAFFINOT, Arthur THOMAS – Université Paris Dauphine-PSL

Investing Through Economic Cycles,

Sylvain Benoit, Thomas RAFFINOT, Arthur THOMAS – Université Paris Dauphine-PSL

Investing Through Economic Cycles,

Sylvain Benoit, Thomas RAFFINOT, Arthur THOMAS – Université Paris Dauphine-PSL

Geoeconomic Challenges of Energy Transition: The New Geography of Trade & Capital Flows

Evgenia Passari- Université Paris Dauphine-PSL, Hélène Rey – London Business School, Josh Kirk – Imperial College London

Geoeconomic Challenges of Energy Transition: The New Geography of Trade & Capital Flows

Evgenia Passari- Université Paris Dauphine-PSL, Hélène Rey – London Business School, Josh Kirk – Imperial College London

Geoeconomic Challenges of Energy Transition: The New Geography of Trade & Capital Flows

Evgenia Passari- Université Paris Dauphine-PSL, Hélène Rey – London Business School, Josh Kirk – Imperial College London

Quantifying Climate Risk through NLP and Machine Learning: Assessing Its Impact on Corporate Performance

Suwan (Cheng) Long – IESEG School of Management, Brian Lucey – Trinity College Dublin, Paolo Mazza – IESEG School of Management, Ying Xie – Cranfield University

Quantifying Climate Risk through NLP and Machine Learning: Assessing Its Impact on Corporate Performance

Suwan (Cheng) Long – IESEG School of Management, Brian Lucey – Trinity College Dublin, Paolo Mazza – IESEG School of Management, Ying Xie – Cranfield University

Quantifying Climate Risk through NLP and Machine Learning: Assessing Its Impact on Corporate Performance

Suwan (Cheng) Long – IESEG School of Management, Brian Lucey – Trinity College Dublin, Paolo Mazza – IESEG School of Management, Ying Xie – Cranfield University

International Shipping Activity: Data Analysis and Modelling

Charles-Albert Lehalle – CMAP/Ecole Polytechnique, Giulia Livieri – London School of Economics and Political Sciences

International Shipping Activity: Data Analysis and Modelling

Charles-Albert Lehalle – CMAP/Ecole Polytechnique, Giulia Livieri – London School of Economics and Political Sciences

International Shipping Activity: Data Analysis and Modelling

Charles-Albert Lehalle – CMAP/Ecole Polytechnique, Giulia Livieri – London School of Economics and Political Sciences

Cyber-risks in Finance: Modeling Tools and Risk Mitigation Strategies

Caroline Hillairet – CREST, Giorgia Callegaro – University of Padua, Claudio Fontana – University of Padua, Anthony Reveillac – INSA Toulouse

Cyber-risks in Finance: Modeling Tools and Risk Mitigation Strategies

Caroline Hillairet – CREST, Giorgia Callegaro – University of Padua, Claudio Fontana – University of Padua, Anthony Reveillac – INSA Toulouse

Cyber-risks in Finance: Modeling Tools and Risk Mitigation Strategies

Caroline Hillairet – CREST, Giorgia Callegaro – University of Padua, Claudio Fontana – University of Padua, Anthony Reveillac – INSA Toulouse

The Market for Corporate Control in Decentralized Finance

Valerie Laturnus – Durham University, Michele Fabi – Telecom Paris-CREST, Romain Rossello – HEC Paris.

The Market for Corporate Control in Decentralized Finance

Valerie Laturnus – Durham University, Michele Fabi – Telecom Paris-CREST, Romain Rossello – HEC Paris.

The Market for Corporate Control in Decentralized Finance

Valerie Laturnus – Durham University, Michele Fabi – Telecom Paris-CREST, Romain Rossello – HEC Paris.

Systemic Robustness and Systemic Failure

Gaoyue Guo – Laboratoire MICS/CentraleSupélec, Huyên Pham – Ecole Polytechnique, Christoph Reisinger – University of Oxford, Wenpin Tang – Columbia University

Systemic Robustness and Systemic Failure

Gaoyue Guo – Laboratoire MICS/CentraleSupélec, Huyên Pham – Ecole Polytechnique, Christoph Reisinger – University of Oxford, Wenpin Tang – Columbia University

Systemic Robustness and Systemic Failure

Gaoyue Guo – Laboratoire MICS/CentraleSupélec, Huyên Pham – Ecole Polytechnique, Christoph Reisinger – University of Oxford, Wenpin Tang – Columbia University

Building Trust in Blockchain for Digital Finance: A Formal Verification Approach

Souheib Baarir – LIP6/Sorbonne Université, Julien Sopena – Sorbonne Université

Building Trust in Blockchain for Digital Finance: A Formal Verification Approach

Souheib Baarir – LIP6/Sorbonne Université, Julien Sopena – Sorbonne Université

Building Trust in Blockchain for Digital Finance: A Formal Verification Approach

Souheib Baarir – LIP6/Sorbonne Université, Julien Sopena – Sorbonne Université

Tactical Asset Allocation using Machine Learning: Memory, Frictions and VIX

Simone Scotti – University of Pisa (Italy), Etienne CHEVALIER – Université d’Evry Val d’Essonne, Alberto OHASHI – Universitade de Brasilia

Tactical Asset Allocation using Machine Learning: Memory, Frictions and VIX

Simone Scotti – University of Pisa (Italy), Etienne CHEVALIER – Université d’Evry Val d’Essonne, Alberto OHASHI – Universitade de Brasilia

Tactical Asset Allocation using Machine Learning: Memory, Frictions and VIX

Simone Scotti – University of Pisa (Italy), Etienne CHEVALIER – Université d’Evry Val d’Essonne, Alberto OHASHI – Universitade de Brasilia