
Complex systems and software engineering

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
 selfsimilar 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
 Health / wellness
 Biotechnology
 Bank / Insurance / Finance
Total number of employees
Number of researchers : 40
Number of doctoral students : 20
Keywords
 real harmonic analysis
 cell migration
 selfsimilar 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
 NavierStokes
 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.mathevry.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,postdoc grants,?)
 Bioptimize (scientific collaboration contract and CIFRE PhD grants)
 LCH Clearnet (scientific collaboration contract and PhD grants)
 Zeliade (scientific collaboration contract and PhD grants)