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hal-00776303v2  Communication dans un congrès
Charles-Alban DeledalleGabriel PeyréJalal M. FadiliStein COnsistent Risk Estimator (SCORE) for hard thresholding
Signal Processing with Adaptive Sparse Structured Representations., Jul 2013, Lausanne, Switzerland
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hal-00695326v3  Communication dans un congrès
Charles-Alban DeledalleSamuel VaiterGabriel PeyréJalal M. FadiliCharles DossalRisk estimation for matrix recovery with spectral regularization
ICML'2012 workshop on Sparsity, Dictionaries and Projections in Machine Learning and Signal Processing, Jun 2012, Edinburgh, United Kingdom
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hal-00987295v2  Article dans une revue
Charles-Alban DeledalleSamuel VaiterJalal M. FadiliGabriel PeyréStein Unbiased GrAdient estimator of the Risk (SUGAR) for multiple parameter selection
SIAM Journal on Imaging Sciences, Society for Industrial and Applied Mathematics, 2014, 7 (4), pp.2448-2487
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hal-00695292v1  Communication dans un congrès
Samuel VaiterCharles DeledalleGabriel PeyréJalal M. FadiliCharles DossalThe Degrees of Freedom of the Group Lasso
International Conference on Machine Learning Workshop (ICML), 2012, Edinburgh, United Kingdom
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halshs-00281585v1  Autre publication
Christophe ChorroDominique GueganFlorian IelpoOption Pricing under GARCH models with Generalized Hyperbolic innovations (I) : Methodology
Documents de travail du Centre d'Economie de la Sorbonne 2008.37 - ISSN : 1955-611X. 2008
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halshs-00706689v1  Autre publication
Dominique GueganFatima JouadAggregation of Market Risks using Pair-Copulas
Documents de travail du Centre d'Economie de la Sorbonne 2012.31 - ISSN : 1955-611X. 2012
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inria-00425077v1  Communication dans un congrès
Michel FliessCédric JoinSystematic risk analysis: first steps towards a new definition of beta
Cognitive Systems with Interactive Sensors (COGIS'09), Nov 2009, PARIS, France. 2009
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hal-01201727v2  Pré-publication, Document de travail
Elena Di BernardinoFátima Palacios-RodríguezEstimation of extreme quantiles conditioning on multivariate critical layers
The document includes Supporting Information. 2016
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halshs-00645799v1  Article dans une revue
Dominique GueganPierre-André MaugisAn econometric Study for Vine Copulas
International Journal of Economics and Finance, 2011, 2 (5), pp.2-14
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halshs-00270708v1  Autre publication
Dominique GueganNon-stationarity and meta-distribution
Documents de travail du Centre d'Economie de la Sorbonne 2008.26 - ISSN : 1955-611X. 2008
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halshs-00587779v1  Autre publication
Christophe BoucherBertrand MailletThe Riskiness of Risk Models
Documents de travail du Centre d'Economie de la Sorbonne 2011.20 - ISSN : 1955-611X. 2011
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halshs-00384398v2  Autre publication
Dominique GueganBertrand HassaniA new algorithm for the loss distribution function with applications to Operational Risk Management
Documents de travail du Centre d'Economie de la Sorbonne 2009.23 - ISSN : 1955-611X. 2009
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halshs-00504209v1  Autre publication
Marius-Cristian FrunzaDominique GueganRisk Assessment for a Structured Product Specific to the CO2 Emission Permits Market
Documents de travail du Centre d'Economie de la Sorbonne 2010.54 - ISSN : 1955-611X. 2010
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halshs-00639489v1  Autre publication
Dominique GueganWayne TarrantViewing Risk Measures as information
Documents de travail du Centre d'Economie de la Sorbonne 2011.54 - ISSN : 1955-611X. 2011
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hal-01485506v1  Pré-publication, Document de travail
Sylvain ArlotFondamentaux de l'apprentissage statistique
2017
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hal-01485508v1  Pré-publication, Document de travail
Sylvain ArlotValidation croisée
2017