157 citations
- Laboratoire de Mathématiques et Modélisation d'ÉvryFR24 papers
- Laboratoire de Mathématiques Blaise PascalFR16 papers
- Centre National de la Recherche ScientifiqueFR13 papers
- Centre d'études et de recherche en informatique et communicationsFR12 papers
- Centre BorelliFR9 papers
- Université Paris-SaclayFR9 papers
- Institut Polytechnique de ParisFR6 papers
- Laboratoire Interdisciplinaire des Sciences du NumériqueFR6 papers
- Université d'Évry Val-d'EssonneFR6 papers
- Conservatoire National des Arts et MétiersFR5 papers
- École PolytechniqueFR5 papers
- Institut national de recherche en sciences et technologies du numériqueFR5 papers
75 papers
Adaptable Teastore with Energy Consumption Awareness: A Case Study
Henrique De Medeiros, Denisse Muñante, Sophie Chabridon +2
[Context and Motivation] Global energy consumption has been steadily increasing in recent years, with data centers emerging as major contributors. This growth is largely driven by…
Option market making with hedging-induced market impact
Paulin Aubert, Etienne Chevalier, Vathana Ly Vath
This paper develops a model for option market making in which the hedging activity of the market maker generates price impact on the underlying asset. The option order flow is mode…
Deep Generative Methods and Tire Architecture Design
Fouad Oubari, Raphael Meunier, Rodrigue Décatoire +1
As deep generative models proliferate across the AI landscape, industrial practitioners still face critical yet unanswered questions about which deep generative models best suit co…
Multi-Component VAE with Gaussian Markov Random Field
Fouad Oubari, Mohamed El-Baha, Raphael Meunier +2
Multi-component datasets with intricate dependencies, like industrial assemblies or multi-modal imaging, challenge current generative modeling techniques. Existing Multi-component…
Fair profit sharing ratios of Islamic investment contracts
Abass Sagna
The aim of this work is to calculate the fair profit-sharing ratios and the expected payoffs at maturity for each partner in islamic investment contrats (or instruments), based on…
Optimal Execution under Liquidity Uncertainty
Etienne Chevalier, Yadh Hafsi, Vathana Ly Vath +1
We study an optimal execution strategy for purchasing a large block of shares over a fixed time horizon. The execution problem is subject to a general price impact that gradually d…