71 citations
- Centre for Research in Engineering Surface TechnologyIE49 papers
- Centre de Recherche en Économie et StatistiqueFR36 papers
- Centre de Recherche en Sciences et Technologies de l'Information et de la CommunicationFR12 papers
- ENSAE ParisFR10 papers
- Centre de Recherche en Mathématiques de la DécisionFR4 papers
- Centre d'Excellence en Technologies de l'Information et de la CommunicationBE4 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- CERMICSFR2 papers
- Criteo (France)FR2 papers
- CY Cergy Paris UniversitéFR2 papers
- Département mathématiques, informatique, sciences de la donnée et technologies du numériqueFR2 papers
- École Supérieure des Sciences Économiques et CommercialesFR2 papers
50 papers
Cloud failure and cyber insurance: calibration of stress scenarios and diversification
Olivier Lopez, Daniel Nkameni
The expansion of the cyber insurance market remains exposed to the threat of accumulation events that could simultaneously affect a large number of policyholders. Although few such…
A Wasserstein GAN-based climate scenario generator for risk management and insurance: the case of soil subsidence
Antoine Heranval, Olivier Lopez, Didier Ngatcha +1
According to the United Nations Office for Disaster Risk Reduction (2025), the average annual cost of natural catastrophes increased from 70--80 billion USD between 1970 and 2000 t…
Unsupervised Anomaly Detection in NSL-KDD Using -VAE: A Latent Space and Reconstruction Error Approach
Dylan Baptiste, Ramla Saddem, Alexandre Philippot +1
As Operational Technology increasingly integrates with Information Technology, the need for Intrusion Detection Systems becomes more important. This paper explores an unsupervised…
Nonparametric intensity estimation of spatial point processes by random forests
Christophe Biscio, Frédéric Lavancier
We propose a random forest estimator for the intensity of spatial point processes, applicable with or without covariates. It retains the well-known advantages of a random forest ap…
Goodness-of-fit testing of the distribution of posterior classification probabilities for validating model-based clustering
Salima El Kolei, Matthieu Marbac
We present the first method for assessing the relevance of a model-based clustering result in a general framework. Standard validation criteria, like the adjusted Rand index, rely…
Online matching on stochastic block model
Maria Cherifa, Clément Calauzènes, Vianney Perchet
While online bipartite matching has gained significant attention in recent years, existing analyses in stochastic settings fail to capture the performance of algorithms on heteroge…