Why have asset price properties changed so little in 200 years
Jean-Philippe Bouchaud
,
Damien Challet
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
Theses
tel-04013805v1
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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
2013
Reports
hal-00684005v2
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Optimal High Frequency Trading with limit and market orders
Fabien Guilbaud
,
Huyen Pham
2011
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
2020
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
Journal articles
hal-01736518v1
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Infinite ARCH processes, dynamic betas, and financial applications
Julien Royer
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 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
2011
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
2022
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
2010
Preprints, Working Papers, ...
hal-00477380v2
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Multivariate utility maximization with proportional transaction costs and random endowment
Giuseppe Benedetti
,
Luciano Campi
2011
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
2017
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
2023
Preprints, Working Papers, ...
hal-04119787v1
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An empirical analysis of the spatial variability of fuel prices in the United States
Antonin Bergeaud
,
Juste Raimbault
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
2019
Preprints, Working Papers, ...
hal-02379592v1
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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
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Négociations sur le climat : la bifurcation opérée à Copenhague en 2009
Olivier Godard
Critique Internationale , 2011, 52, pp.87-110
Journal articles
hal-00637983v1
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