Explaining the Emergence of Private Standards in Food Supply Chains
Eric Giraud-Héraud
,
Cristina Grazia
,
Abdelhakim Hammoudi
2012
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
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
Journal articles
hal-01736518v1
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Fingerprinting Bitcoin entities using money flow representation learning
Natkamon Tovanich
,
Rémy Cazabet
Journal articles
hal-04208864v1
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Pattern Analysis of Money Flow in the Bitcoin Blockchain
Natkamon Tovanich
,
Rémy Cazabet
Conference papers
hal-03896866v1
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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
2013
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
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Continuous cascade models for asset returns
Emmanuel Bacry
,
Alexey Kozhemyak
,
J.-F. Muzy
Journal articles
istex
hal-00604449v1
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Infinite ARCH processes, dynamic betas, and financial applications
Julien Royer
Theses
tel-03910879v1
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The European intraday electricity market : a modeling based on the Hawkes process
Benjamin Favetto
2019
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
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Multifractal models for asset prices
Emmanuel Bacry
,
J.-F. Muzy
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
Journal articles
hal-01212018v2
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Quantification des incertitudes en gestion d'actifs : méthodes à noyaux et fluctuations statistiques
Linda Chamakh
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
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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
2011
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
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
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Sensitivity analysis of Values at Risk
Christian Gourieroux
,
Jean-Paul Laurent
,
Olivier Scaillet
Journal articles
hal-03676327v1
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Stochastic recurrent equations : structure, statistical inference, and financial applications
Baye Matar Kandji
Theses
tel-04149397v1
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