91 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Institut de Mathématiques de Jussieu-Paris Rive GaucheFR8 papers
- Centre National de la Recherche ScientifiqueFR7 papers
- Pôle Léonard de VinciFR6 papers
- Vinci (France)FR5 papers
- Université Paris CitéFR3 papers
- AlbaNovaSE1 paper
- Astrophysique, Instrumentation et ModélisationFR1 paper
- Astrophysique Relativiste, Théories, Expériences, Métrologie, Instrumentation, SignauxFR1 paper
- California Institute of TechnologyUS1 paper
- CEA Paris-SaclayFR1 paper
- Centre Hospitalier d'ArrasFR1 paper
- City University of SeattleUS1 paper
18 papers
Mind The Gap: How The Technical Mechanism Of Agentic AI Outpace Global Legal Frameworks
Marcel Osmond, Thomas Jego
This article presents the first systematic comparative survey of how public bodies, international organisations, national regulators, and the private sector define agentic artifici…
A Quantum Model for Constrained Markowitz Modern Portfolio Using Slack Variables to Process Mixed-Binary Optimization under QAOA
Pablo Thomassin, Guillaume Guerard, Sonia Djebali +1
Effectively encoding inequality constraints is a primary obstacle in applying quantum algorithms to financial optimization. A quantum model for Markowitz portfolio optimization is…
On Limits on the Provable Consequences of Quantum Pseudorandomness
Samuel Bouaziz--Ermann, Minki Hhan, Garazi Muguruza +1
There are various notions of quantum pseudorandomness, such as pseudorandom unitaries (PRUs), pseudorandom state generators (PRSGs), pseudorandom function-like state generators (PR…
A kinetic theory approach to consensus formation in financial markets
Jean-Gabriel Attali, Francesco Salvarani
It is sometimes acknowledged that (sell-side) equity analysts' recommendations influence investors and therefore market prices. In particular, the S&P 500 is expected to decline (r…
Fractal properties, information theory, and market efficiency
Xavier Brouty, Matthieu Garcin
Considering that both the entropy-based market information and the Hurst exponent are useful tools for determining whether the efficient market hypothesis holds for a given asset,…
A data science platform to enable time-domain astronomy
Michael W. Coughlin, Joshua S. Bloom, Guy Nir +50
SkyPortal is an open-source software package designed to efficiently discover interesting transients, manage follow-up, perform characterization, and visualize the results. By enab…
Block withholding resilience
Cyril Grunspan, Ricardo Perez-Marco
It has been known for some time that the Nakamoto consensus as implemented in the Bitcoin protocol is not totally aligned with the individual interests of the participants. More pr…
cCorrGAN: Conditional Correlation GAN for Learning Empirical Conditional Distributions in the Elliptope
Gautier Marti, Victor Goubet, Frank Nielsen
We propose a methodology to approximate conditional distributions in the elliptope of correlation matrices based on conditional generative adversarial networks. We illustrate the m…
Credit scoring using neural networks and SURE posterior probability calibration
Matthieu Garcin, Samuel Stephan
In this article we compare the performances of a logistic regression and a feed forward neural network for credit scoring purposes. Our results show that the logistic regression gi…
On Profitability of Nakamoto double spend
Cyril Grunspan, Ricardo Pérez-Marco
Nakamoto double spend strategy, described in Bitcoin foundational article, leads to total ruin with positive probability and does not make sense from the profitability point of vie…
Bitcoin Selfish Mining and Dyck Words
Cyril Grunspan, Ricardo Pérez-Marco
We give a straightforward proof for the formula giving the long-term apparent hashrate of the Selfish Mining strategy in Bitcoin using only elementary probabilities and combinatori…
On Profitability of Trailing Mining
Cyril Grunspan, Ricardo Pérez-Marco
We compute the revenue ratio of the Trail Stubborn mining strategy in the Bitcoin network and compare its profitability to other block-withholding strategies. We use for this marti…
Ant routing algorithm for the Lightning Network
C. Grunspan, R. Pérez-Marco
We propose a decentralized routing algorithm that can be implemented in Bitcoin Lightning Network. All nodes in the network contribute equally to path searching. The algorithm is i…
On profitability of stubborn mining
Cyril Grunspan, Ricardo Pérez-Marco
We compute and compare profitabilities of stubborn mining strategies that are variations of selfish mining. These are deviant mining strategies violating Bitcoin's network protocol…
On profitability of selfish mining
Cyril Grunspan, Ricardo Pérez-Marco
We review the so called selfish mining strategy in the Bitcoin network and compare its profitability to honest mining.We build a rigorous profitability model for repetition games.…
Automatic differentiation of hybrid models Illustrated by Diffedge Graphic Methodology. (Survey)
John Masse, Clara Masse, François Ollivier
We investigate the automatic differentiation of hybrid models, viz. models that may contain delays, logical tests and discontinuities or loops. We consider differentiation with res…
Satoshi Risk Tables
Cyril Grunspan, Ricardo Pérez-Marco
We present Bitcoin Security Tables computing the probability of success p(z,q,t) of a double spend attack by an attacker controlling a share q of the hashrate after z confirmations…
Parametric Verification of a Group Membership Algorithm
Ahmed Bouajjani, Agathe Merceron
We address the problem of verifying clique avoidance in the TTP protocol. TTP allows several stations embedded in a car to communicate. It has many mechanisms to ensure robustness…