activity
20162024
most citedKriging of financial term-structures

55 citations · 59 across the 4 of their papers we have counts for

collaborators

5 papers

cond-mat.mtrl-sci2024

Antibacterial size effect of ZnO nanoparticles and their role as additives in emulsion waterborne paint

Imroi El-Habib, Hassan Maatouk, Alex Lemarchand +5

Nosocomial infections (NIs) are prevalent in intensive care units due to antibiotic overuse. Metal oxide nanoparticles (NPs), like ZnO, offer potential solutions, yet understanding…

stat.ME2017★ 4 cited

Finite-dimensional approximation of Gaussian processes with inequality constraints

Hassan Maatouk

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available.…

math.PR2016

Gaussian process emulators for computer experiments with inequality constraints

Hassan Maatouk, Xavier Bay

Physical phenomena are observed in many fields (sciences and engineering) and are often studied by time-consuming computer codes. These codes are analyzed with statistical models,…

q-fin.CP2016★ 55 cited

Kriging of financial term-structures

Areski Cousin, Hassan Maatouk, Didier Rullière

Due to the lack of reliable market information, building financial term-structures may be associated with a significant degree of uncertainty. In this paper, we propose a new term-…

math.PR2016

Generalization of the Kimeldorf-Wahba correspondence for constrained interpolation

Xavier Bay, Laurence Grammont, Hassan Maatouk

In this paper, we extend the correspondence between Bayes' estimation and optimal interpolation in a Reproducing Kernel Hilbert Space (RKHS) to the case of linear inequality constr…