Research

LIDAM Research Areas

Given LIDAM is a cross-sector research institute, it is not surprising that it covers a wide range of research areas. For the sake of consistency, we present them by disciplines subdivided in topics.

Research at LIDAM revolves around 5 main disciplines :

For each discipline, you will find the researchers active in this discipline, the ongoing research projects and the recent publications.

Inside these disciplines, LIDAM researchers focus on more specific topics. To discover which topic are investigated, please visit our discipline pages.

CORE Recent Publications

Journal Articles

1. de Callataÿ, Pierre; Mauleon, Ana; Vannetelbosch, Vincent. Minimal farsighted instability. In: International Journal of Game Theory, (2024). doi:10.1007/s00182-024-00887-2 (Accepté/Sous presse). http://hdl.handle.net/2078.1/286149

2. Dollinger, Jérôme; Mauleon, Ana; Vannetelbosch, Vincent. R&D and market sharing agreements. In: Economic Theory, (2024). doi:10.1007/s00199-024-01554-z (Accepté/Sous presse). http://hdl.handle.net/2078.1/286144

3. Luo, Chenghong; Mauleon, Ana; Vannetelbosch, Vincent. Destabilizing segregation in friendship networks with farsighted agents. In: Journal of Economic Behavior & Organization, Vol. 221, p. 1-16 (2024). doi:10.1016/j.jebo.2024.03.012. http://hdl.handle.net/2078.1/286135

4. Collot, Laurent; Hindriks, Jean. Soutenabilité sociale des pensions: compenser une pénibilité et longévité inégales. In: Regards économiques, , no.183 (2024). http://hdl.handle.net/2078.1/286077

5. Avila Girardot, Daniel; Papavasiliou, Anthony; Junca, Mauricio; Exizidis, Lazaros. Applying High-Performance Computing to the European Resource Adequacy Assessment. In: IEEE Transactions on Power Systems, Vol. 39, no. 2, p. 3785-3797 (2024). doi:10.1109/TPWRS.2023.3304717. http://hdl.handle.net/2078.1/277340

6. Avila Girardot, Daniel; Papavasiliou, Anthony; Nils Lohndorf. Batch Learning SDDP for Long-Term Hydrothermal Planning. In: IEEE Transactions on Power Systems, Vol. 39, no. 1, p. 614-627 (2024). doi:10.1109/TPWRS.2023.3246724. http://hdl.handle.net/2078.1/273050

7. de Callataÿ, Pierre; Mauleon, Ana; Vannetelbosch, Vincent. Local farsightedness in network formation. In: International Journal of Economic Theory, (2024). doi:10.1111/ijet.12396 (Accepté/Sous presse). http://hdl.handle.net/2078.1/286148

8. Cho, Jehum; Papavasiliou, Anthony. Exact Mixed-Integer Programming Approach for Chance-Constrained Multi-Area Reserve Sizing. In: IEEE Transactions on Power Systems, Vol. 39, no. 2, p. 3310-3323 (2024). doi:10.1109/TPWRS.2023.3279692. http://hdl.handle.net/2078.1/276778

9. Stevens, Nicolas; Smeers, Yves; Papavasiliou, Anthony. Indivisibilities in investment and the role of a capacity market. In: Journal of Regulatory Economics, (2024). doi:10.1007/s11149-024-09473-6 (Accepté/Sous presse). http://hdl.handle.net/2078.1/285814

10. Dehez, Pierre. Cooperative product games. In: International Game Theory Review, Vol. 26, no.1, p. 2350016 (2024). doi:10.1142/S0219198923500160. http://hdl.handle.net/2078.1/285073

IRES Recent Publications

Journal Articles

1. Manfredini, Filippo; Vitale, Mara. Scholars and Literati at the University of Perugia (1308–1800). In: Repertorium eruditorum totius Europae, Vol. 12, p. 9-17 (2024). doi:10.14428/rete.v12i0/Perugia. http://hdl.handle.net/2078.1/286600

2. de la Croix, David; Vitale, Mara. Scholars and Literati at the Collegium Societatis Iesu Lovaniensis (1542–1773). In: Repertorium eruditorum totius Europae, Vol. 12, p. 1-8 (2024). doi:10.14428/rete.v12i0/CLouvain. http://hdl.handle.net/2078.1/286183

3. Zanardello, Chiara. Scholars and Literati at the Academy of Sciences, Letters and Arts of Arras (1737–1793). In: Repertorium eruditorum totius Europae, Vol. 12, p. 19-25 (2024). doi:10.14428/rete.v12i0/Arras. http://hdl.handle.net/2078.1/286531

4. Gkopi, Anna Maria; Stelter, Robert. Scholars and Literati at the University of Prague (1348–1800). In: Repertorium eruditorum totius Europae, Vol. 11, p. 49-60 (2024). doi:10.14428/rete.v11i0/Prague. http://hdl.handle.net/2078.1/285625

5. Bertrand, Aurélie; Bodart, Vincent; Clarr, Margaux; De Bundel, Florian; Guillet, Alain; Lachapelle, Nathan; Notte, Vincent; Van Keirsbilck, Leïla. Perspectives économiques 2024. In: Regards économiques, , no.182, p. 1-11 (2024). doi:10.14428/regardseco/2024.01.11.01. http://hdl.handle.net/2078.1/285799

6. de Maack, Valentina; Tubeuf, Sandy; Desterbecq, Charlotte; Dupras, Charles. Beyond Advocacy: Human Health, the Environment, and Trade-off Ethics. In: The American Journal of Bioethics, (2024). doi:10.1080/15265161.2024.2303164. http://hdl.handle.net/2078.1/284028

7. Nyssens, Marthe; Smets, Françoise. Durabilité et Soins de Santé: Quels Défis pour le Futur - Editorial. In: Louvain médical, Vol. 143, no.1, p. 1 (2024). http://hdl.handle.net/2078.1/285026

8. de la Croix, David. Scholars and Literati at the University of Lwów (1608-1800). In: Repertorium eruditorum totius Europae, Vol. 11, p. 35-41 (2024). doi:10.14428/rete.v11i0/Lwow. http://hdl.handle.net/2078.1/284733

9. Aouni, Zineb; Hudon,Marek; Perilleux, Anaïs; Wry, Tyler. Crowdfunding Social Ventures: Who Will Reward (or Punish) Hybridity?. In: Entrepreneurship: Theory and Practice, , p. 1-32 (2024). doi:10.1177/104225872312181 (Accepté/Sous presse). http://hdl.handle.net/2078.1/285105

10. Clement, Blandine; de la Croix, David. Scholars and Literati at the Batavian Society for Experimental Philosophy in Rotterdam (1769–1800). In: Repertorium eruditorum totius Europae, Vol. 11, p. 43-48 (2024). doi:10.14428/rete.v11i0/Rotterdam. http://hdl.handle.net/2078.1/284705

ISBA Recent Publications

Journal Articles

1. Jacquemain, Alexandre; Heuchenne, Cédric; Pircalabelu, Eugen. A penalised bootstrap estimation procedure for the explained Gini coefficient. In: Electronic Journal of Statistics, Vol. 18, no.1, p. 247-300 (2024). doi:10.1214/23-EJS2200. http://hdl.handle.net/2078.1/284898

2. Ketelbuters, John John; Hainaut, Donatien. A Recursive Method for Fractional Hawkes Intensities and the Potential Approach of Credit Risk. In: Journal of Computational and Applied Mathematics, (2024). (Accepté/Sous presse). http://hdl.handle.net/2078.1/286211

3. Annoye, Hugues; Beretta, Alessandro; Heuchenne, Cédric. Statistical matching using kernel canonical correlation analysis and super-organizing map. In: Expert Systems with Applications, , p. 123134 (2024). doi:10.1016/j.eswa.2023.123134. http://hdl.handle.net/2078.1/283099

4. Rademacher, Daniel; Krebs, Johannes; von Sachs, Rainer. Statistical inference for wavelet curve estimators of symmetric positive definite matrices. In: Journal of Statistical Planning and Inference, Vol. 231, p. 106140 (2024). doi:10.1016/j.jspi.2023.106140. http://hdl.handle.net/2078.1/283644

5. Leunga Njike, Charles Guy; Hainaut, Donatien. Affine Heston model style with self-exciting jumps and long memory. In: Annals of Finance, (2024). doi:10.1007/s10436-023-00436-z (Accepté/Sous presse). http://hdl.handle.net/2078.1/283637

6. Nezakati Rezazadeh, Ensiyeh; Pircalabelu, Eugen. Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting. In: Electronic Journal of Statistics, Vol. 18, no.1, p. 599-652 (2024). doi:10.1214/23-EJS2193. http://hdl.handle.net/2078.1/285769

7. Mamede, Lúcia; Fall, Fanta; Schoumacher, Matthieu; Ledoux, Allison; Bugli, Céline; De Tullio, Pascal; Quetin-Leclercq, Joëlle; Govaerts, Bernadette; Frédérich, Michel. Comparison of extraction methods in vitro Plasmodium falciparum: A1H NMR and LC-MS joined approach. In: Biochemical and Biophysical Research Communications, Vol. 703, p. 149684 (2024). doi:10.1016/j.bbrc.2024.149684. http://hdl.handle.net/2078.1/285655

8. Fall, Fanta; Mamede, Lucia; Vast, Madeline; De Tullio, Pascal; Hayette, Marie‑Pierre; Michels, Paul A. M.; Frédérich, Michel; Govaerts, Bernadette; Quetin-Leclercq, Joëlle. First comprehensive untargeted metabolomics study of suramin-treated Trypanosoma brucei: an integrated data analysis workflow from multifactor data modelling to functional analysis. In: Metabolomics, Vol. 20, p. 25 (2024). doi:10.1007/s11306-024-02094-2. http://hdl.handle.net/2078.1/285656

9. Hohage, Thorsten; Maréchal, Pierre; Simar, Léopold; Vanhems, Anne. A mollifier approach to the deconvolution of probability densities. In: Econometric Theory, (2024). doi:10.1017/S0266466622000457 (Accepté/Sous presse). http://hdl.handle.net/2078.1/267997

10. Zeddouk, Fadoua; Devolder, Pierre. Pricing and hedging of longevity basis risk through securitisation. In: Astin Bulletin : the journal of the International Actuarial Association, Vol. 54, no. 1, p. 159-184 (2024). doi:10.1017/asb.2023.37. http://hdl.handle.net/2078.1/282936

LFIN Recent Publications

Journal Articles

1. Kan, Raymond; Lassance, Nathan; Wang, Xiaolu. The distribution of sample mean-variance portfolio weights. In: Random Matrices: Theory and Applications, (2024). (Accepté/Sous presse). http://hdl.handle.net/2078.1/281110

2. D'Hondt, Catherine; Roger, Patrick; Hoffmann, Arvid; Plotkina, Daria. Is There a Gender Gap in the Birthday‐Number Effect? The Case of Lotto Players and the Role of Sequential Choice. In: Journal of Gambling Studies, (2024). doi:10.1007/s10899-024-10288-5 (Accepté/Sous presse). http://hdl.handle.net/2078.1/286537

3. D'Hondt, Catherine; De Winne, Rudy; Todorovic, Aleksandar. Target return as efficient driver of risk-taking. In: Review of Behavioral Finance, Vol. 16, no. 1, p. 130-166 (2024). doi:10.1108/RBF-09-2022-0216. http://hdl.handle.net/2078.1/277792

4. Hafner, Christian; Wang, Linqi. Dynamic portfolio selection with sector-specific regularization. In: Econometrics and Statistics, (2024). doi:10.1016/j.ecosta.2022.01.001 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258976

5. Weber, Matthias; Striaukas, Jonas; Schumacher, Martin; Binder, Harald. Regularized regression when covariates are linked on a network: the 3CoSE algorithm. In: Journal of Applied Statistics, Vol. 50, no. 3, p. 535-554 (2023). doi:10.1080/02664763.2021.1982878. http://hdl.handle.net/2078.1/251782

6. Albert J. Menkveld; Anna Dreber; Felix Holzmeister; Juergen Huber; Magnus Johannesson; Michael Kirchler; Sebastian Neusüss; Michael Razen; Utz Weitzel; Hasse, Jean-Baptiste. Non-Standard Errors. In: The Journal of Finance, (2023). (Accepté/Sous presse). http://hdl.handle.net/2078.1/273312

7. Lassance, Nathan; Vrins, Frédéric. Portfolio Selection: A Target-Distribution Approach. In: European Journal of Operational Research, Vol. 310, no. 1, p. 302-314 (2023). doi:10.1016/j.ejor.2023.02.014. http://hdl.handle.net/2078.1/272598

8. Lassance, Nathan; Martín-Utrera, Alberto; Simaan, Majeed. The Risk of Expected Utility under Parameter Uncertainty. In: Management Science, (2023). (Accepté/Sous presse). http://hdl.handle.net/2078.1/277406

9. Roger, Patrick; D'Hondt, Catherine; Plotkina, Daria; Hoffmann, Arvid. Number 19: Another Victim of the COVID‐19 Pandemic?. In: Journal of Gambling Studies (Online), Vol. 39, no. 3, p. 1417–1450 (2023). doi:10.1007/s10899-022-10145-3. http://hdl.handle.net/2078.1/264109

10. Lassance, Nathan; Vanderveken, Rodolphe; Vrins, Frédéric. On the Combination of Naive and Mean-Variance Portfolio Strategies. In: Journal of Business and Economic Statistics, (2023). (Accepté/Sous presse). http://hdl.handle.net/2078.1/277691