144 citations · 527 across the 25 of their papers we have counts for
11 papers · 1 filter
Acoustic and geoacoustic inverse problems in randomly perturbed shallow-water environments
Laure Dumaz, Josselin Garnier, Guilhem Lepoultier
The main goal of this paper is to estimate the regional acoustic and geoacoustic shallow-water environment from data collected by a vertical hydrophone array and transmitted by dis…
Wave propagation in randomly perturbed weakly coupled waveguides
Liliana Borcea, Josselin Garnier
We present an analysis of wave propagation in a two step-index, parallel waveguide system. The goal is to quantify the effect of scattering at randomly perturbed interfaces between…
Optimal input potential functions in the interacting particle system method
H. Chraibi, A. Dutfoy, T. Galtier +1
The assessment of the probability of a rare event with a naive Monte-Carlo method is computationally intensive, so faster estimation or variance reduction methods are needed. We fo…
Optimal hedging under fast-varying stochastic volatility
Josselin Garnier, Knut Solna
In a market with a rough or Markovian mean-reverting stochastic volatility there is no perfect hedge. Here it is shown how various delta-type hedging strategies perform and can be…
Efficient Seismic fragility curve estimation by Active Learning on Support Vector Machines
Rémi Sainct, Cyril Feau, Jean-Marc Martinez +1
Fragility curves which express the failure probability of a structure, or critical components, as function of a loading intensity measure are nowadays widely used (i) in Seismic Pr…
Chaos and Order in the Bitcoin Market
Josselin Garnier, Knut Solna
The bitcoin price has surged in recent years and it has also exhibited phases of rapid decay. In this paper we address the question to what extent this novel cryptocurrency market…