Search - École polytechnique Access content directly

Filter your results

122 Results
Domains : qfin.cp
Image document

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
Image document

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
Image document

Learning from Sequences with Point Processes

Massil Achab
Computational Finance [q-fin.CP]. Université Paris Saclay (COmUE), 2017. English. ⟨NNT : 2017SACLX068⟩
Theses tel-01775239v1
Image document

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
Image document

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
Image document

Maximum Maximum of Martingales given Marginals

Pierre Henry-Labordere , Jan Obloj , Peter Spoida , Nizar Touzi
2013
Reports hal-00684005v2
Image document

Optimal High Frequency Trading with limit and market orders

Fabien Guilbaud , Huyen Pham
2011
Preprints, Working Papers, ... hal-00603385v1
Image document

A model-free approach to delta hedging

Michel Fliess , Cédric Join
[Research Report] 2010
Reports inria-00457222v1
Image document

L'assurance des entreprises face au risque de pandémie

Pierre Picard
2020
Preprints, Working Papers, ... hal-02888881v1
Image document

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
Image document

Infinite ARCH processes, dynamic betas, and financial applications

Julien Royer
Statistics [math.ST]. Institut Polytechnique de Paris, 2022. English. ⟨NNT : 2022IPPAG012⟩
Theses tel-03910879v1
Image document

Predicting Stock Returns with Batched AROW

Rachid Guennouni Hassani , Alexis Gilles , Emmanuel Lassalle , Arthur Dénouveaux
[Research Report] Machina Capital. 2020
Reports hal-02496048v2
Image document

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
Image document

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
Image document

Learning Value-at-Risk and Expected Shortfall

D Barrera , S Crépey , E Gobet , Hoang-Dung Nguyen , B Saadeddine
2022
Preprints, Working Papers, ... hal-03775901v1
Image document

Stochastic Utilities With a Given Optimal Portfolio : Approach by Stochastic Flows

Nicole El Karoui , Mohamed M'Rad
2010
Preprints, Working Papers, ... hal-00477380v2
Image document

Multivariate utility maximization with proportional transaction costs and random endowment

Giuseppe Benedetti , Luciano Campi
2011
Preprints, Working Papers, ... hal-00586377v1
Image document

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
Image document

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
Image document

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
Image document

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
Image document

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
Image document

Equilibrium in Functional Stochastic Games with Mean-Field Interaction

Eduardo Abi Jaber , Eyal Neuman , Moritz Voss
2023
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
Image document

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
Image document

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
Image document

Optimal make-take fees for market making regulation

Omar El Euch , Thibaut Mastrolia , Mathieu Rosenbaum , Nizar Touzi
2019
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