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switch to english présentation le laboratoire thématique thèses chercheurs rapports de recherche événements publications liens utiles menu accueil home / accueil l aboratoire de fi nance des m archés de l' e nergie projet de recherche commun entre l’université paris dauphine, l'école polytechnique, le centre de recherche en economie et en statistique (crest) et la r&d du groupe edf. créé en même temps que la chaire dauphine ecole polytechnique edf - ca cib« finance et développement durable – approches quantitatives », il a pour vocation d’accueillir des chercheurs de toutes institutions académiques désireux de travailler avec des ingénieurs-chercheurs de la r&d d'edf sur les problématiques d’économie mathématique et de finance quantitative de long terme du secteur énergétique. modélisation du système des prix des énergies un système complexe de prix en inter-relation actualité conférence anr caesars 5-7 september 2018 in electrical system, strong evolutions are under way that will change deeply the organisation of the whole sector in the short and long term horizon: quick development of renewable technology, volatile and unpredictable production, costly investments in a difficult economic context, competing environment, emission market, new usages of electric vehicles... the simulation and analysis of the evolution of the electrical system is fundamental for better sustaining the energetic transition to a clean energy world but it is challenging because of various sources of uncertainties and their interdependence, the interaction between actors and between decisions. the aim of this event is to gather practitioners and academic people, experts in mathematical modeling and numerical simulation applied to energy, to present the most recent advances in these fields. open-source stochastic optimization library the stochastic optimization library (stopt) aims at providing tools in c++ for solving some stochastic optimization problems encountered in finance or in the industry. a python binding is available for some c++ objects provided permitting to easily solve an optimization problem by regression. different methods are available : dynamic programming methods based on monte carlo with regressions (global, local and sparse regressors), for underlying states following; some uncontrolled stochastic differential equations ; semi-lagrangian methods for hamilton jacobi bellman general equations for underlying states following some controlled stochastic differential equations and stochastic dual dynamic programming methods to deal with stochastic stocks management problems in high dimension link for source download link for exe download derniers rapports de recherche consultez notre plaquette 23 juil 2018 estimating fast mean-reverting jumps in electricity market models - thomas deschatre, olivier féron, and marc hoffmann based on empirical evidence of fast mean-reverting spikes, we model electricity price processes as the sum of a continuous itö semimartingale and a a mean-reverting compound poisson process. in a first part, we investigate the estimation of the two parameters of the poisson process from discrete observations and establish asymptotic efficiency in various asymptotic settings. in a second... 18 juin 2018 fast and stable multivariate kernel density estimation by fast sum updating - n. langrené, x. warin kernel density estimation and kernel regression are powerful but computationally expensive techniques: a direct evaluation of kernel density estimates at m evaluation points given n input sample points requires a quadratic o(mn) operations, which is prohibitive for large scale problems. for this reason, approximate methods such as binning with fast fourier transform or the... 18 juin 2018 monte carlo for high-dimensional degenerated semi linear and full non linear pdes - xavier warin we extend a recently developed method to solve semi-linear pdes to the case of a degenerated diffusion. being a pure monte carlo method it does not su er from the so called curse of dimensionality and it can be used to solve problems that were out of reach so far. we give some results of... prochains séminaires - 14h à l'ihp david martimort (tse) 28 septembre @ 14 h 00 min - 15 h 00 min jean-michel lasry (dauphine university) 12 octobre @ 14 h 00 min - 15 h 00 min tba 9 novembre @ 14 h 00 min - 15 h 00 min david benatia (crest-ensae) 23 novembre @ 14 h 00 min - 15 h 00 min tba 7 décembre @ 14 h 00 min - 15 h 00 min voir tous les évènements les partenaires du laboratoire de finance des marchés de l'energie mentions légales administration fime © 2007 - tous droits réservés --

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https://www.fime-lab.org/event/tba-33/
https://www.fime-lab.org/event/jean-michel-lasry-dauphine-university/
https://www.fime-lab.org/event/tba-31/
https://www.fime-lab.org/liens-utiles/
https://www.fime-lab.org/wp-content/uploads/2016/07/brochure-fime-01-06-16.pdf
https://www.fime-lab.org/theses/
https://www.fime-lab.org/event/david-martimort-tse/
https://www.fime-lab.org/mentions-legales/
https://www.fime-lab.org/stopt-library-2/
https://www.fime-lab.org/accueil/chercheurs/
https://www.fime-lab.org/accueil/le-laboratoire/
https://www.fime-lab.org/wp-admin/
https://www.fime-lab.org/monte-carlo-for-high-dimensional-degenerated-semi-linear-and-full-non-linear-pdes-xavier-warin/
https://www.fime-lab.org/estimating-fast-mean-reverting-jumps-in-electricity-market-models-thomas-deschatre-olivier-feron-and-marc-hoffmann/
https://www.fime-lab.org/category/rapports/
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