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Why have asset price properties changed so little in 200 years

Jean-Philippe Bouchaud , Damien Challet
Econophysics and Sociophysics: Recent Progress and Future Directions, Springer, 2017, 978-3-319-47704-6. ⟨10.1007/978-3-319-47705-3⟩
Book sections hal-01311113v1
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Conclusion: Perspectives on Urban Theories

Denise Pumain , Juste Raimbault
Pumain D. Theories and Models of Urbanization. Lecture Notes in Morphogenesis., Springer, pp.303-330, 2020, 978-3-030-36656-8. ⟨10.1007/978-3-030-36656-8_16⟩
Book sections halshs-02430512v1
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Learning from Sequences with Point Processes

Massil Achab
Computational Finance [q-fin.CP]. Université Paris Saclay (COmUE), 2017. English. ⟨NNT : 2017SACLX068⟩
Theses tel-01775239v1
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Financial Modeling of Climate-related Risks

Théo Le Guenedal
Statistics [math.ST]. Institut Polytechnique de Paris, 2022. English. ⟨NNT : 2022IPPAG009⟩
Theses tel-04013805v1

A multi-scalar model for system of cities

Juste Raimbault
Conference on Complex Systems 2019, Sep 2019, Singapore, Singapore
Conference papers halshs-02351722v1
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Mathematical modeling for market making and related problems of financial liquidity: a song of assets and traders.

Philippe Bergault
Probability [math.PR]. Université Paris 1 - Panthéon-Sorbonne, 2021. English. ⟨NNT : ⟩
Theses tel-03592281v1
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Maximum Maximum of Martingales given Marginals

Pierre Henry-Labordere , Jan Obloj , Peter Spoida , Nizar Touzi
Reports hal-00684005v2
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Optimal High Frequency Trading with limit and market orders

Fabien Guilbaud , Huyen Pham
Preprints, Working Papers, ... hal-00603385v1
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A model-free approach to delta hedging

Michel Fliess , Cédric Join
[Research Report] 2010
Reports inria-00457222v1
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L'assurance des entreprises face au risque de pandémie

Pierre Picard
Preprints, Working Papers, ... hal-02888881v1
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Prediction bands for solar energy: New short-term time series forecasting techniques

Michel Fliess , Cédric Join , Cyril Voyant
Solar Energy, 2018, 166, pp.519-528. ⟨10.1016/j.solener.2018.03.049⟩
Journal articles hal-01736518v1
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Infinite ARCH processes, dynamic betas, and financial applications

Julien Royer
Statistics [math.ST]. Institut Polytechnique de Paris, 2022. English. ⟨NNT : 2022IPPAG012⟩
Theses tel-03910879v1
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Predicting Stock Returns with Batched AROW

Rachid Guennouni Hassani , Alexis Gilles , Emmanuel Lassalle , Arthur Dénouveaux
[Research Report] Machina Capital. 2020
Reports hal-02496048v2
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Multi-dimensional Urban Network Percolation

Juste Raimbault
Journal of Interdisciplinary Methodologies and Issues in Science, 2019, Analysis of networks and graphs, ⟨10.18713/JIMIS-180719-5-5⟩
Journal articles halshs-02361292v1
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The Determination of Optimal Fines in Cartel Cases The Myth of Underdeterrence

Marie-Laure Allain , Marcel Boyer , Rachidi Kotchoni , Jean-Pierre Ponssard
Preprints, Working Papers, ... hal-00631432v1
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Learning Value-at-Risk and Expected Shortfall

D Barrera , S Crépey , E Gobet , Hoang-Dung Nguyen , B Saadeddine
Preprints, Working Papers, ... hal-03775901v1
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Stochastic Utilities With a Given Optimal Portfolio : Approach by Stochastic Flows

Nicole El Karoui , Mohamed M'Rad
Preprints, Working Papers, ... hal-00477380v2
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Multivariate utility maximization with proportional transaction costs and random endowment

Giuseppe Benedetti , Luciano Campi
Preprints, Working Papers, ... hal-00586377v1
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Rare event simulation related to financial risks: efficient estimation and sensitivity analysis

Ankush Agarwal , Stefano de Marco , Emmanuel Gobet , Gang Liu
Preprints, Working Papers, ... hal-01219616v2
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Using Foursquare data to reveal spatial and temporal patterns in London

Maarten Vanhoof , Antonia Godoy-Lorite , Roberto Murcio , Iacopo Iacopini , Natalia Zdanowska , et al.
NetMob 2019, Jul 2019, Oxford, United Kingdom
Conference papers halshs-02284843v1
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Ramsey Rule with Progressive Utility in Long Term Yield Curves Modeling

Nicole El Karoui , Caroline Hillairet , Mohamed Mrad , El Karoui , Hillairet Caroline , et al.
Decisions in Economics and Finance, 2020
Journal articles hal-00974815v3
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Zooming In on Equity Factor Crowding

Valerio Volpati , Michael Benzaquen , Zoltán Eisler , Iacopo Mastromatteo , Bence Tóth , et al.
The Journal of Risk, 2020, November 2020
Journal articles hal-02567503v1
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Seasonalities and cycles in time series: A fresh look with computer experiments

Michel Fliess , Cédric Join
Paris Financial Management Conference, PFMC 2015, Dec 2015, Paris, France
Conference papers hal-01208171v1
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Equilibrium in Functional Stochastic Games with Mean-Field Interaction

Eduardo Abi Jaber , Eyal Neuman , Moritz Voss
Preprints, Working Papers, ... hal-04119787v1

An empirical analysis of the spatial variability of fuel prices in the United States

Antonin Bergeaud , Juste Raimbault
Transportation Research Part A: Policy and Practice, 2020, 132, pp.131-143. ⟨10.1016/j.tra.2019.10.016⟩
Journal articles hal-02370106v1
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The Multivariate Kyle model: More is different

L. C. Garcia Del Molino , I. Mastromatteo , Michael Benzaquen , J.-P. Bouchaud
SIAM Journal on Financial Mathematics, 2020
Journal articles hal-02323433v1
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Optimal inventory management and order book modeling

Nicolas Baradel , Bruno Bouchard , David Evangelista , Othmane Mounjid
ESAIM: Proceedings and Surveys, 2019, 65, pp.145-181
Journal articles hal-01710301v2
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Optimal make-take fees for market making regulation

Omar El Euch , Thibaut Mastrolia , Mathieu Rosenbaum , Nizar Touzi
Preprints, Working Papers, ... hal-02379592v1

Towards integrated urban models for sustainable policies

Juste Raimbault
Urban analytics at the interface between environment, human health and behaviour, Tongji University and The Alan Turing Institute, Jul 2019, Shanghai, China
Conference papers halshs-02284933v1

Négociations sur le climat : la bifurcation opérée à Copenhague en 2009

Olivier Godard
Critique Internationale, 2011, 52, pp.87-110
Journal articles hal-00637983v1