Mathematics of decision making and statistics

Game theory, optimization, stochastic models, equilibrium, spatial scales...

The MADS (Mathématiques de la Décision et Statistique) group is one of the 9 groups of the research laboratory TSE-R (UMR 5314).

Its goal is to promote and develop research activities in mathematics applied to economics.

Topics covered include operations research, financial mathematics, statistics, econometrics, game theory, optimization, probability, calculus of variations, partial differential equations (PDEs), and mathematical models in economics, finance, and social sciences.

Activities of the group

  • seminars
  • lectures
  • workshops with PhD students
  • advanced courses

Have a look at an example of a research project (in french)

List of WP, articles of the group

Covariates impacts in spatial autoregressive models for compositional data

Journal of Spatial Econometrics, vol. 4, n° 5,

An expectile computation cookbook

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve

TSE Working Paper, vol. 23-1458,

The link between multiplicative competitive interaction models and compositional data regression with a total

Lukas Dargel, and Christine Thomas-Agnan

TSE Working Paper, vol. 23-1455,

Mobility and Income Distribution

Nicolas Piluso, Gabriel Colletis, Adrien Blanchet, and Medhi Badra

Journal of Quantitative Economics, vol. 21, , pp. 803-815

Conservative parametric optimality and the ridge method for tame min-max problems

Set-Valued and Variational Analysis, vol. 31, n° 3, , pp. 19

Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve

TSE Working Paper, vol. 23-1444, ,

Debt management game and debt ceiling

Felix Dammann, Néofytos Rodosthenous, and Stéphane Villeneuve

TSE Working Paper, vol. 23-1430,

Multidimensional economic complexity and inclusive green growth

Viktor Stojkoski, Philipp Koch, and César Hidalgo

Communications Earth and Environment, vol. 4, n° 130,

Extreme value modelling of SARS-CoV-2 community transmission using discrete Generalised Pareto distributions

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve

Royal Society Open Science, vol. 10, n° 3,

Extreme expectile estimation for short-tailed data, with an application to market risk assessment

Abdelaati Daouia, Simone A. Padoan, and Gilles Stupfler

TSE Working Paper, vol. 23-1414, ,

Scalar-on-distribution regression for assessing the impact of climate change on rice yield in Vietnam

Thi-Huong Trinh, Christine Thomas-Agnan, and Michel Simioni

TSE Working Paper, vol. 23-1410, ,

Efficient Estimation of Spatial Econometric Interaction Models for Sparse OD Matrices

Lukas Dargel, and Christine Thomas-Agnan

TSE Working Paper, vol. 23-1409,

Conferences and workshops

Past

Doctoral Workshop on Decision Mathematics and Statistics

  • Workshop

  • Date 4 June 2026

  • Place Auditorium 5

Details

Past

Doctoral Workshop on Decision Mathematics and Statistics

  • Workshop

  • Date 19 June 2025

  • Place Auditorium 5

Details

Past

Spring Workshop on Optimization and Machine Learning

  • Workshop

  • Date 1 April 2025

  • Place Auditorium 6

Details