**Are you an EPFL student looking for a semester project?**

Work with us on data science and visualisation projects, and deploy your project as an app on top of GraphSearch.

Person# David Sébastien Morton de Lachapelle

This person is no longer with EPFL

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Related research domains (10)

Related publications (3)

Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.

Modern portfolio theory

Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk. It is a formalization and extension of diversification in investing, the idea that owning different kinds of financial assets is less risky than owning only one type. Its key insight is that an asset's risk and return should not be assessed by itself, but by how it contributes to a portfolio's overall risk and return.

Portfolio optimization

Portfolio optimization is the process of selecting the best portfolio (asset distribution), out of the set of all portfolios being considered, according to some objective. The objective typically maximizes factors such as expected return, and minimizes costs like financial risk. Factors being considered may range from tangible (such as assets, liabilities, earnings or other fundamentals) to intangible (such as selective divestment). Modern portfolio theory was introduced in a 1952 doctoral thesis by Harry Markowitz; see Markowitz model.

Complex network

In the context of network theory, a complex network is a graph (network) with non-trivial topological features—features that do not occur in simple networks such as lattices or random graphs but often occur in networks representing real systems. The study of complex networks is a young and active area of scientific research (since 2000) inspired largely by empirical findings of real-world networks such as computer networks, biological networks, technological networks, brain networks, climate networks and social networks.

David Sébastien Morton de Lachapelle

In the first place the behavior of (online) traders on markets is analyzed and modeled, and it is shown that the average investor behaves as a mean-variance optimizer in finance. Within this description, transaction costs play a key role in explaining obse ...

Damien Challet, David Sébastien Morton de Lachapelle

Despite the availability of very detailed data on financial markets, agent-based modeling is hindered by the lack of information about real trader behavior. This makes it impossible to validate agent-based models, which are thus reverse-engineering attempt ...

Paolo De Los Rios, David Gfeller, David Sébastien Morton de Lachapelle

The configuration space network (CSN) of a dynamical system is an effective approach to represent the ensemble of configurations sampled during a simulation and their dynamic connectivity. To elucidate the connection between the CSN topology and the underl ...

2007