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Explaining the Emergence of Private Standards in Food Supply Chains

Eric Giraud-Héraud , Cristina Grazia , Abdelhakim Hammoudi
Preprints, Working Papers, ... hal-00749345v1
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Learning from Sequences with Point Processes

Massil Achab
Computational Finance [q-fin.CP]. Université Paris Saclay (COmUE), 2017. English. ⟨NNT : 2017SACLX068⟩
Theses tel-01775239v1
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Financial Modeling of Climate-related Risks

Théo Le Guenedal
Statistics [math.ST]. Institut Polytechnique de Paris, 2022. English. ⟨NNT : 2022IPPAG009⟩
Theses tel-04013805v1
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Prediction bands for solar energy: New short-term time series forecasting techniques

Michel Fliess , Cédric Join , Cyril Voyant
Solar Energy, 2018, 166, pp.519-528. ⟨10.1016/j.solener.2018.03.049⟩
Journal articles hal-01736518v1
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Fingerprinting Bitcoin entities using money flow representation learning

Natkamon Tovanich , Rémy Cazabet
Applied Network Science, 2023, 8 (1), pp.63. ⟨10.1007/s41109-023-00591-2⟩
Journal articles hal-04208864v1
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Pattern Analysis of Money Flow in the Bitcoin Blockchain

Natkamon Tovanich , Rémy Cazabet
The 11th International Conference on Complex Networks and their Applications, Nov 2022, Palermo, Italy. ⟨10.1007/978-3-031-21127-0_36⟩
Conference papers hal-03896866v1

Pattern Analysis of Money Flows in the Bitcoin Blockchain

Natkamon Tovanich , Rémy Cazabet
NetSci 2022: International School and Conference on Network Science, Jul 2022, Shanghai, China
Conference papers hal-03898095v1
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Time Series Technical Analysis via New Fast Estimation Methods: A Preliminary Study in Mathematical Finance

Michel Fliess , Cédric Join
IAR-ACD08 (23rd IAR Workshop on Advanced Control and Diagnosis), Nov 2008, Coventry, United Kingdom
Conference papers inria-00338099v2
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Pivotal estimation in high-dimensional regression via linear programming

Eric Gautier , Alexandre Tsybakov
Preprints, Working Papers, ... hal-00805556v2
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Towards a new viewpoint on causality for time series

Michel Fliess , Cédric Join
Colloque Modélisation, Contrôle et Analyse des Systèmes en l'honneur du Professeur Abdelhaq EL JAI, Samira El Yacoubi, Larbi Afifi, El Hassan Zerrik and Abdessamad Tridane (Eds.), May 2014, Ifrane, Morocco. pp. 37-52
Conference papers hal-00991942v3

Continuous cascade models for asset returns

Emmanuel Bacry , Alexey Kozhemyak , J.-F. Muzy
Journal of Economic Dynamics and Control, 2008, pp.156-199. ⟨10.1016/j.jedc.2007.01.024⟩
Journal articles istex hal-00604449v1
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Infinite ARCH processes, dynamic betas, and financial applications

Julien Royer
Statistics [math.ST]. Institut Polytechnique de Paris, 2022. English. ⟨NNT : 2022IPPAG012⟩
Theses tel-03910879v1
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The European intraday electricity market : a modeling based on the Hawkes process

Benjamin Favetto
Preprints, Working Papers, ... hal-02089289v1
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Seasonalities and cycles in time series: A fresh look with computer experiments

Michel Fliess , Cédric Join
Paris Financial Management Conference, PFMC 2015, Dec 2015, Paris, France
Conference papers hal-01208171v1
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Volatility made observable at last

Michel Fliess , Cédric Join , Frédéric Hatt
3èmes Journées Identification et Modélisation Expérimentale, JIME'2011, Apr 2011, Douai, France. pp.CDROM
Conference papers hal-00562488v1

Multifractal models for asset prices

Emmanuel Bacry , J.-F. Muzy
Encyclopedia of quantitative finance, 2010, pp.1-10. ⟨10.1002/9780470061602.eqf20004⟩
Journal articles hal-00604441v1
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A mathematical proof of the existence of trends in financial time series

Michel Fliess , Cédric Join
Systems Theory: Modelling, Analysis and Control, May 2009, Fes, Morocco. pp.43-62
Conference papers inria-00352834v1
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Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options

Stéphane Goutte , Amine Ismail , Huyên Pham
Applied Mathematical Finance, 2017, 24 (1), pp.38-75. ⟨10.1080/1350486X.2017.1333015⟩
Journal articles hal-01212018v2
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Quantification des incertitudes en gestion d'actifs : méthodes à noyaux et fluctuations statistiques

Linda Chamakh
Statistics [math.ST]. Institut Polytechnique de Paris, 2021. English. ⟨NNT : 2021IPPAX045⟩
Theses tel-03373286v1
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Clustering Financial Time Series: How Long is Enough?

Gautier Marti , Sébastien Andler , Frank Nielsen , Philippe Donnat
Twenty-Fifth International Joint Conference on Artificial Intelligence, IJCAI 2016, Jul 2016, New York, United States
Conference papers hal-01400395v1

Exact Statistics of the Gap and Time Interval Between the First Two Maxima of Random Walks

Satya N. Majumdar , Philippe Mounaix , Gregory Schehr
Physical Review Letters, 2013, 111, pp.070601
Journal articles hal-00861416v1
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Flux de travailleurs au cours du cycle conjoncturel

Yves Dubois , Jean-Olivier Hairault , Thomas Le Barbanchon , Thepthida Sopraseuth
Reports hal-00651968v1
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Cyber contagion: impact of the network structure on the losses of an insurance portfolio

Caroline Hillairet , Olivier Lopez , Louise d'Oultremont , Brieuc Spoorenberg
Insurance: Mathematics and Economics, 2022
Journal articles hal-03388840v1
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Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models

Caroline Hillairet , Olivier Lopez
Scandinavian Actuarial Journal, 2021
Journal articles hal-02564462v2
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Towards new technical indicators for trading systems and risk management

Michel Fliess , Cédric Join
15th IFAC Symposium on System Identification, 2009, Saint-Malo, France. pp.1435-1440, ⟨10.3182/20090706-3-FR-2004.00239⟩
Conference papers inria-00370168v4
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Preliminary remarks on option pricing and dynamic hedging

Michel Fliess , Cédric Join
1st International Conference on Systems and Computer Science, Aug 2012, Villeneuve d'Ascq, France. pp.CDROM
Conference papers hal-00705373v1
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High-frequency trading : statistical analysis, modelling and regulation

Pamela Saliba
Trading and Market Microstructure [q-fin.TR]. Université Paris Saclay (COmUE), 2019. English. ⟨NNT : 2019SACLX044⟩
Theses tel-02614337v1
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Systematic risk analysis: first steps towards a new definition of beta

Michel Fliess , Cédric Join
Cognitive Systems with Interactive Sensors, COGIS'09, SEE, Nov 2009, Paris, France
Conference papers inria-00425077v1

Sensitivity analysis of Values at Risk

Christian Gourieroux , Jean-Paul Laurent , Olivier Scaillet
Journal of Empirical Finance, 2000, 7 (3-4), pp.225-245. ⟨10.1016/S0927-5398(00)00011-6⟩
Journal articles hal-03676327v1
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Stochastic recurrent equations : structure, statistical inference, and financial applications

Baye Matar Kandji
Probability [math.PR]. Institut Polytechnique de Paris, 2023. English. ⟨NNT : 2023IPPAG004⟩
Theses tel-04149397v1