2 papers
math.OC2025
Competition among seaports through Mean Field Games and real-world data
Charles-Albert Lehalle, Giulia Livieri
This paper presents a Mean Field Game (MFG) model for maritime traffic flow, treating the navigation of ships between seaports as a large-scale stochastic control problem. The MFG…
q-fin.PM2025
Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance
Adil Rengim Cetingoz, Charles-Albert Lehalle
Simulation methods have always been instrumental in finance, and data-driven methods with minimal model specification, commonly referred to as generative models, have attracted inc…