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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. 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

2. 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

3. Cartuyvels, Jacques; Bertrand, Gilles; Papavasiliou, Anthony. Market Equilibria in Cross-Border Balancing Platforms. In: IEEE Transactions on Energy Markets, Policy and Regulation, (2024). doi:10.1109/TEMPR.2024.3360475 (Accepté/Sous presse). http://hdl.handle.net/2078.1/284739

4. 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

5. 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

6. 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

7. 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

8. 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

9. 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

10. Page, Garritt L.; San Martin Gutiérrez, Ernesto; Torres Irribarra, David; Van Bellegem, Sébastien. Temporally dynamic, cohort-varying value-added models. In: Psychometrika, Vol. 89, no.3, p. 1074-1103 (2024). doi:10.1007/s11336-024-09979-0. http://hdl.handle.net/2078.1/292585

IRES Recent Publications


Journal Articles


1. 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

2. 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

3. 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

4. Clement, Blandine; Zanardello, Chiara. Scholars and Literati at the Royal Naval Academy of France in Brest (1752–1793). In: Repertorium eruditorum totius Europae, Vol. 13, p. 17-23 (2024). doi:10.14428/rete.v13i0/ABrest. http://hdl.handle.net/2078.1/290660

5. 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, Vol. 24, no. 3, p. 50-52 (2024). doi:10.1080/15265161.2024.2303164. http://hdl.handle.net/2078.1/284028

6. 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

7. 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

8. 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

9. 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

10. de la Croix, David; Gkopi, Anna Maria. Scholars and Literati at the University of Vilnius (1578–1800). In: Repertorium eruditorum totius Europae, Vol. 14, p. 1-8 (2024). doi:10.14428/rete.v14i0/UVilnius. http://hdl.handle.net/2078.1/292612

ISBA Recent Publications


Journal Articles


1. Denuit, Michel; Robert, Christian Y. Equal compensations under actuarially fair contributions in endowment contingency funds. In: Risk Sciences, Vol. 1, p. 100005 (2025). doi:10.1016/j.risk.2024.100005. http://hdl.handle.net/2078.1/293870

2. Lederer, Johannes; von Sachs, Rainer. Simultaneous estimation of stable parameters for multiple autoregressive processes from datasets of nonuniform sizes. In: Journal of Time Series Analysis, (2025). (Accepté/Sous presse). http://hdl.handle.net/2078.1/295090

3. Asenova, Stefka; Segers, Johan. Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments. In: Advances in Applied Probability, (2024). doi:10.1017/apr.2023.46 (Accepté/Sous presse). http://hdl.handle.net/2078.1/282929

4. 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

5. Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert. Right to be forgotten for mortgage insurance issued to cancer survivors: critical assessment and new proposal. In: European Actuarial Journal, (2024). doi:10.1007/s13385-024-00403-6 (Accepté/Sous presse). http://hdl.handle.net/2078.1/293833

6. 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

7. 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

8. Hainaut, Donatien. A mutually exciting rough jump-diffusion for financial modelling. In: Fractional Calculus and Applied Analysis, Vol. 27, no. 1, p. 319-352 (2024). doi:10.1007/s13540-023-00234-4. http://hdl.handle.net/2078.1/283639

9. Servais, Thomas; Laurent, France; Roland, Thomas; Rossi, Camelia; De Groote, Elodie; Godart, Valérie; Repetto, Ernestina; Ponchon, Michel; Chasseur, Pascale; Crenier, Laurent; Van Eeckhoudt, Sandrine; Yango, John; Oriot, Philippe; Morisca Gavriliu, Mirela; Rouhard, Stéphanie; Deketelaere, Benjamin; Maiter, Dominique; Hermans, Michel; Yombi, Jean Cyr; Orioli, Laura. Mortality-related risk factors of inpatients with diabetes and COVID-19: A multicenter retrospective study in Belgium. In: Annales d'endocrinologie, Vol. 85, no. 1, p. 36-43 (2024). doi:10.1016/j.ando.2023.08.002. http://hdl.handle.net/2078.1/278333

10. 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

LFIN Recent Publications


Journal Articles


1. 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

2. 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

3. Kan, Raymond; Lassance, Nathan; Wang, Xiaolu. The distribution of sample mean-variance portfolio weights. In: Random Matrices: Theory and Applications, Vol. 13, no. 1, p. 2450002 (2024). doi:10.1142/S2010326324500023. http://hdl.handle.net/2078.1/281110

4. Lassance, Nathan; Vanderveken, Rodolphe; Vrins, Frédéric. On the Combination of Naive and Mean-Variance Portfolio Strategies. In: Journal of Business and Economic Statistics, Vol. 42, no. 3, p. 875-889 (2024). http://hdl.handle.net/2078.1/277691

5. Lassance, Nathan; Martín-Utrera, Alberto; Simaan, Majeed. The Risk of Expected Utility under Parameter Uncertainty. In: Management Science, Vol. 70, no. 11, p. 7644-7663 (2024). http://hdl.handle.net/2078.1/277406

6. Algieri, Bernardina; Iania, Leonardo; Leccadito, Arturo; Meloni, Giulia. Message in a bottle: Forecasting wine prices. In: Journal of Wine Economics, Vol. 19, p. 64-91 (2024). doi:10.1017/jwe.2024.3. http://hdl.handle.net/2078.1/291951

7. Candelon, Bertrand; Roccazzella, Francesco. Evaluating Inflation Forecasts in the Euro Area and the Role of the ECB. In: Journal of Forecasting, (2024). doi:10.1002/for.3235 (Accepté/Sous presse). http://hdl.handle.net/2078.1/293931

8. Plotkina, Daria; Hoffmann, Arvid O.I.; Roger, Patrick; D'Hondt, Catherine. Gender vs. personality: The role of masculinity in explaining cognitive style. In: Journal of Behavioral and Experimental Finance, Vol. 44 (2024). doi:10.1016/j.jbef.2024.100995 (Accepté/Sous presse). http://hdl.handle.net/2078.1/292581

9. De Bondt, Werner; De Winne, Rudy; D'Hondt, Catherine. Measuring speculation beyond day trading and bets on lottery-like stocks. In: International Review of Financial Analysis, Vol. 96, no.A, p. 103632 (2024). doi:10.1016/j.irfa.2024.103632. http://hdl.handle.net/2078.1/292475

10. Candelon, Bertrand; Joëts, Marc; Mignon, Valérie. What makes econometric ideas popular: The role of connectivity. In: Research Policy, Vol. 53, no.7, p. 105025 (2024). doi:10.1016/j.respol.2024.105025. http://hdl.handle.net/2078.1/287531