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Complex systems and software engineering
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Digital
Laboratoire de mathématiques et modélisation d'Evry (LaMME)
Research unit
The laboratoire de Mathématiques et Modélisation d'Évry (LaMME) is made up of 3 research teams focusing on the Analysis of Partial Derivative Equations, Probabilities and Financial Mathematics, and Satistics and Genome. The fields involved range from methods of real harmonic analysis, to the study of the equations of fluid mechanics, to the development of original statistical methods to analyse living science data (medical data, data from molecular biology), or the analysis of financial risks.
LaMME is a member of the Finance et Croissance Durable Institut Louis Bachelier LabEx.
Innovation themes
23, boulevard de France
91037 EVRY
Expertises
- self-similar solutions, energy inequality, study of dispersive PDE (waves, Schrödinger)
- development of mathematical models for biology, qualitative analysis of dynamical systems
- probability: backward stochastic differential equations, stochastic processes analysis, numerical probability, enlargement of filtration, stochastic control and stochastic order
- statistics: statistical genetics, biostatistics, model selection, survival analysis, high dimension learning, network inference, random walk in random media, statistical inference for processes
- financial mathematics: XVA analysis, finance of insurance, liquidity risk, contreparty risk, portofolio optimization
Applications sectors
- IT / software
- Biotechnology
- Health / wellness
- Bank / Insurance / Finance
Total number of employees
Number of researchers : 40
Number of doctoral students : 20
Keywords
- real harmonic analysis
- cell migration
- self-similar solutions
- stochastic control
- XVA analysis
- numerical finance
- simulation
- statistical mathematics
- genetics
- post genomic data
- bioinformatics
- random walk in random media
- backward stochastic differential equations
- partial derivative equations
- functional analysis
- multiple tests
- finance statistics
- Navier-Stokes
- fluid mechanics
Valuation offer
This software implement methods liked to various stastical models and several statistical application : high dimension linear models, network analysis via latent variable modelling, network analysis, sequence analysis
http://www.math-evry.cnrs.fr/publications/logiciels
Industrial and scientific relations
Scientific collaborations
- Industrial resaerch chair Marchés en mutation (partenship with Ecole Polytechnique and Fédération Bancaire Francaise)
- Génopole
- Many universities: Universidad Carlos III, Escuela politecnica national (Ecuador), Universidad San Francisco de Quito, Universität Göttingen, Université Paris 6, Lancaster University, National University Singapour, Universität Leipzig, Université Simon Fraser, Riken Plant Science Center (Japan), Boston University, Université de Padoue
Private collaborations
- Féderation Bancaire Française (partnership Chair)
- Crédit Agricole (scientific collaboration contract and CIFRE PhD grants)
- Scor (scientific collaboration contract and CIFRE PhD grants)
- Génopole (scientific collaboration,post-doc grants,?)
- Bioptimize (scientific collaboration contract and CIFRE PhD grants)
- LCH Clearnet (scientific collaboration contract and PhD grants)
- Zeliade (scientific collaboration contract and PhD grants)
Establishments of affiliation
