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Statistical inference for stochastic optimization : applications in finance a...
In this thesis, stochastic optimization problems are modelled and analyzed and we propose ways to solve these problems. In the first part, we consider asset allocation... -
Crossed-Derivative Based Sensitivity Measures for Interaction Screening
Global sensitivity analysis is used to quantify the influence of input variables on a numerical model output. Sobol' indices are now classical sensitivity measures.... -
Stability analysis of optimal balance for assembly line with fixed cycle time
Article dans revue scientifique avec comité de lecture. -
Multivariate sensitivity analysis to measure global contribution of input fac...
Many dynamic models are used for risk assessment and decision support in ecology and crop science. Such models generate time-dependent model predictions, with time...
