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Domains : qfin

Record statistics of a strongly correlated time series: random walks and L\'evy flights

Claude Godreche , Satya N. Majumdar , Gregory Schehr
Preprints, Working Papers, ... cea-01494271v1
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Towards robust renewable energy investment decisions at the territorial level

Kati Koponen , Elisabeth Le Net
Applied Energy, 2021, 287, pp.116552. ⟨10.1016/j.apenergy.2021.116552⟩
Journal articles cea-03216464v1
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Enhancing Financial Portfolio Robustness with an Objective Based on ϵ-Neighborhoods

Francisco Luna , David Quintana , Sandra García , Pedro Isasi
International Journal of Information Technology and Decision Making, 2016, 15 (3), pp.479-515. ⟨10.1142/S0219622016500115⟩
Journal articles cea-01849801v1

A nested factor model for non-linear dependencies in stock returns

Rémy Chicheportiche , J-P Bouchaud
Quantitative Finance, 2015, 15 (11), pp.1789-1804. ⟨10.1080/14697688.2014.994668⟩
Journal articles hal-01339978v1
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Alex Pierrefeu
Preprints, Working Papers, ... hal-02145175v1
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Benefits of systems thinking for a human and organizational factors approach to safety management

Jean-François Vautier , Nicolas Dechy , Thierry Coye de Brunélis , Diana Paola Moreno Alarcon , Guillaume Hernandez , et al.
Environment Systems and Decisions, 2018, 38 (3), pp.353-366. ⟨10.1007/s10669-018-9692-7⟩
Journal articles hal-02290981v1
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Use cases and business models of multi-agent system (MAS) ICT solutions for LV flexibility management

J.M. Espeche , T. Messervey , Z. Lennard , R. Puglisi , M. Sissini , et al.
Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering, 2017, 175, pp.136-142. ⟨10.1007/978-3-319-47729-9_14⟩
Journal articles cea-01809215v1

Capacity choices under uncertainty for infrastructure sharing synergies: a robust optimization formulation

Robin Molinier
International Conference on Energy Engineering and Smart Grids 2018, Jun 2018, Cambridge, United Kingdom
Conference papers hal-01792161v1
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Modeling the relation between income and commuting distance

Giulia Carra , Ismir Mulalic , Mogens Fosgerau , Marc Barthelemy
Journal of the Royal Society Interface, 2017, 13 (119), pp.20160306. ⟨10.1098/rsif.2016.0306⟩
Journal articles cea-01568435v1
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Impact is not just volatility

Frédéric Bucci , Iacopo Mastromatteo , Michael Benzaquen , Jean-Philippe Bouchaud
Quantitative Finance, 2019, 19 (11), pp.1763-1766. ⟨10.1080/14697688.2019.1622768⟩
Journal articles hal-02323182v1

Efficient Buyer Groups With Prediction-of-Use Electricity Tariffs

Valentin Robu , Meritxell Vinyals , Alex Rogers , Nicholas B. Jennings
IEEE Transactions on Smart Grid, 2018, 9 (5), pp.4468 - 4479 ; 7835716. ⟨10.1109/TSG.2017.2660580⟩
Journal articles cea-01917811v1
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How does latent liquidity get revealed in the limit order book?

Lorenzo Dall’amico , Antoine Fosset , Jean-Philippe Bouchaud , Michael Benzaquen
Journal of Statistical Mechanics: Theory and Experiment, 2019, 2019 (1), pp.013404. ⟨10.1088/1742-5468/aaf10e⟩
Journal articles hal-02323373v1
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A fractional reaction–diffusion description of supply and demand

Michael Benzaquen , Jean-Philippe Bouchaud
The European Physical Journal B: Condensed Matter and Complex Systems, 2018, 91 (2), ⟨10.1140/epjb/e2017-80246-9⟩
Journal articles hal-02323544v1
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Portfolio implementation risk management using evolutionary multiobjective optimization

David Quintana , Roman Denysiuk , Sandra García-Rodríguez , Antonio Gaspar-Cunha
Applied Sciences, 2017, 7 (10), pp.1079. ⟨10.3390/app7101079⟩
Journal articles hal-01881379v1

Adapting the designated area of geographical indications to climate change

Loïc Henry
American Journal of Agricultural Economics, In press, ⟨10.1111/ajae.12358⟩
Journal articles hal-03954648v1