CEREMADE (UMR 7534)

Research Centre in Decision Mathematics

Scientific Focuses of the laboratory :

CEREMADE is a research centre in Applied Mathematics where applications of mathematics to scientific fields of activity as diverse as economics, finance, image and signal processing, data analysis and classification theory, mathematical physics, mechanics, epidemiology and astronomy are studied. Our primary goal is the mathematical analysis of these problems, but also numerical calculation and practical implementation support with regard to interactions with the industrial and economic world.

The centre is structured around 3 main research areas (1) Applied Analysis, (2) Probabilities and Statistics and (3) Mathematics applied to Finance, Economics and Insurance.

Members of CEREMADE include a member of the Académie and professor at the Collège de France (P.L.Lions), the Director of the Institute
of Finance of Paris-Dauphine University and Scientific Director of the Europlace Institute of Finance (E.Jouini).

Staff : permanent: 14 professors, 19 senior lecturers, 5 research directors, 4 research fellows, 3 engineers, 5 technicians/secretaries.
Nb of publications / year : approximately 80 articles in peer-reviewed international journals.
Nb of Theses / year : 8
Latest publications : see the CEREMADE web page.

Current research projects and invitations to tender :
Participation in 5 international agreements, 10 ANR projects, the
Mathematical Sciences of Paris Foundation, the Quantitative Finance and
Sustainable Development Chair.

 Patents filed or software : establishment of the ISTHMA company, in 2005.
Conferences, events organised :
2 conferences in 2006 (image processing, viscosity solutions)

Major Partnerships and companies :

CEA, EDF, Calyon, RATP, France Telecom, Groupama, AGF, Aventis, CPR, CHU Dijon