120 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- CY Cergy Paris UniversitéFR30 papers
- ESSEC Business SchoolSG11 papers
- Centre de Recherche en Économie et StatistiqueFR10 papers
- Johannes Kepler University of LinzAT4 papers
- Sorbonne UniversitéFR4 papers
- Université Paris CitéFR4 papers
- Centre for Research in Engineering Surface TechnologyIE3 papers
- Mathématiques Appliquées à Paris 5FR3 papers
- Center for Responsible TravelUS2 papers
- Decision Sciences (United States)US2 papers
- Département mathématiques, informatique, sciences de la donnée et technologies du numériqueFR2 papers
- ENSAE ParisFR2 papers
4 papers · 1 filter
Outliers Detection in Networks with Missing Links
Solenne Gaucher, Olga Klopp, Geneviève Robin
Outliers arise in networks due to different reasons such as fraudulent behavior of malicious users or default in measurement instruments and can significantly impair network analys…
The Generalized Reserve Set Covering Problem with Connectivity and Buffer Requirements
Eduardo Álvarez-Miranda, Marcos Goycoolea, Ivana Ljubić +1
The design of nature reserves is becoming, more and more, a crucial task for ensuring the conservation of endangered wildlife. In order to guarantee the preservation of species and…
Bivariate FCLT for the Sample Quantile and Measures of Dispersion for Augmented GARCH(,) processes
Marcel Bräutigam, Marie Kratz
In this paper, we build upon the asymptotic theory for GARCH processes, considering the general class of augmented GARCH(, ) processes. Our contribution is to complement the…
A Multilevel Approach for Stochastic Nonlinear Optimal Control
Ajay Jasra, Jeremy Heng, Yaxian Xu +1
We consider a class of finite time horizon nonlinear stochastic optimal control problem, where the control acts additively on the dynamics and the control cost is quadratic. This f…