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inria-00073591v1 Rapport
Lotfi Belkacem. How to Select Optimal Portfolio in Alpha-Stable Markets
[Research Report] RR-3100, INRIA. 1997

hal-00522536v2 Pré-publication, Document de travail
Jean-Yves Audibert, Olivier Catoni. Linear regression through PAC-Bayesian truncation
2011

inria-00129074v2 Communication dans un congrès
Alejandro Chinea Manrique de Lara, Michel Parent. Risk Assessment Algorithms Based On Recursive Neural Networks
International Joint Conference On Neural Networks - IJCNN 2007, Aug 2007, Orlando, Florida/ USA, 2007

hal-00360268v2 Pré-publication, Document de travail
Jean-Yves Audibert, Olivier Catoni. Risk bounds in linear regression through PAC-Bayesian truncation
78. 2010

hal-01027540v3 Article dans une revue
Hamed Amini, Andreea Minca, Agnès Sulem. Control of interbank contagion under partial information
SIAM Journal on Financial Mathematics, SIAM, 2015, 6 (1), pp.24

hal-00778520v2 Pré-publication, Document de travail
Gérard Biau, Luc Devroye. Cellular Tree Classifiers
2013

hal-00780601v1 Rapport
Roxana Dumitrescu, Marie-Claire Quenez, Agnès Sulem. Reflected backward stochastic differential equations with jumps and partial integro-differential variational inequalities
[Research Report] RR-8213, INRIA. 2013, pp.23

hal-00780175v2 Rapport
Marie-Claire Quenez, Agnès Sulem. Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps
[Research Report] RR-8211, INRIA. 2013, pp.27

hal-00853874v1 Chapitre d'ouvrage
Claudio Fontana, Wolfgang Runggaldier. Diffusion-based models for financial markets without martingale measures
Francesca Biagini and Andreas Richter and Harris Schlesinger. Risk Measures and Attitudes, Springer, pp.45-81, 2013, EAA Series, 1869-6929. <10.1007/978-1-4471-4926.2_4>

hal-00846715v1 Pré-publication, Document de travail
Matthieu Solnon. Comparison bewteen multi-task and single-task oracle risks in kernel ridge regression
Submitted to the Electronic Journal of Statistics. 2013

hal-00696616v1 Article dans une revue
Claudia Ceci, Alessandra Cretarola, Francesco Russo. GKW representation theorem and linear BSDEs under restricted information. An application to risk-minimization.
Stochastics and Dynamics, World Scientific Publishing, 2014, <10.1142/S0219493713500196>

hal-00709632v1 Article dans une revue
Marie-Claire Quenez, Agnès Sulem. BSDEs with jumps, optimization and applications to dynamic risk measures
Stochastic Processes and their Applications, Elsevier, 2013, 123 (8), pp.3328-3357. <10.1016/j.spa.2013.02.016>

inria-00072270v1 Rapport
Mohamed Mnif, Agnès Sulem. Optimal Risk Control under Excess of Loss Reinsurance
[Research Report] RR-4317, INRIA. 2001

hal-00665852v1 Pré-publication, Document de travail
Stéphane Goutte, Nadia Oudjane, Francesco Russo. On some expectation and derivative operators related to integral representations of random variables with respect to a PII process
29 pages. 2012

inria-00438624v1 Communication dans un congrès
Samer Ammoun, Fawzi Nashashibi. Real time trajectory prediction for collision risk estimation between vehicles
ICCP 2009, Aug 2009, CLUJ NAPOCA, Romania. 2009

hal-00522534v2 Article dans une revue
Jean-Yves Audibert, Olivier Catoni. Robust linear least squares regression
Annals of Statistics, Institute of Mathematical Statistics, 2011, 39 (5), pp.2766-2794. <10.1214/11-AOS918>

hal-00624459v1 Article dans une revue
Jean-Yves Audibert, Olivier Catoni. Supplement to "Robust linear least squares regression
Annals of Statistics, Institute of Mathematical Statistics, 2011, 39 (5), 19 p. <10.1214/11-AOS918SUPP>

hal-00274327v2 Article dans une revue
Sylvain Arlot, Peter Bartlett. Margin adaptive model selection in statistical learning
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2011, 17 (2), pp.687-713. <10.3150/10-BEJ288>

hal-01096501v1 Article dans une revue
Roxana Dumitrescu, Marie-Claire Quenez, Agnès Sulem. Optimal Stopping for Dynamic Risk Measures with Jumps and Obstacle Problems
Journal of Optimization Theory and Applications, Springer Verlag, 2015, 167 (1), pp.23. <10.1007/s10957-014-0635-2>

hal-00414280v2 Article dans une revue
Aurélien Alfonsi, Jérôme Lelong. A closed-form extension to the Black-Cox model
International Journal of Theoretical and Applied Finance, World Scientific Publishing, 2012, 15 (8), pp.1250053:1-30. <10.1142/S0219024912500537>

hal-00801538v1 Article dans une revue
Hamed Amini, Rama Cont, Andreea Minca. Stress testing the resilience of financial networks
International Journal of Theoretical and Applied Finance, World Scientific Publishing, 2012, 15 (1), pp.1250006-1250026. <10.1142/S0219024911006504>

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