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Forward Variance Modelling and Stochastic Volatility Models
The first part of this thesis deals with issues related to the Markov-modeling of the forward variance curve. It is divided into 3 chapters. In the first chapter, we... -
Relation between unit operators proximity and their associated spectral measures
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Frequency methods for color image recognition : An approach based on Clifford...
In this thesis, we focus on color image recognition using a new geometric approach in the frequency domain. Most existing methods only process grayscale images through... -
Estimation of Translation, Rotation, and Scaling between Noisy Images Using t...
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Semiparametric estimation of shifts on compact Lie groups for image registration
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Automatic detection of fast ripples.
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Contrasting relationships between pyloric caecum and gonad growth in the star...
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Spinor Fourier Transform for Image Processing
We propose in this paper to introduce a new spinor Fourier transform for both grey-level and color image processing. Our approach relies on the three following... -
An Experimental Investigation on Waves and Coherent Structures in a Three-Dim...
A space-time study of a three-dimensional nonlinearly saturated open cavity flow is undertaken using time-resolved space-extended experimental data, acquired in both... -
Option pricing for stochastic volatility models : Vol-of-Vol expansion
In this article, we propose an analytical approximation for the pricing of European op- tions for some lognormal stochastic volatility models. This approximation is a... -
Spectrum of periodically correlated fields
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An approach for the analysis of vegetation spectra using non-linear mixed mod...
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Textural Ordination Based on Fourier Spectral Decomposition: A Method to Anal...
We propose an approach to texture characterization and comparison that directly uses the information of digital images of the earth surface without requesting a prior... -
Geometrical comparison of two protein structures using Wigner-D functions
In this paper, we develop a quantitative comparison method for two arbitrary protein structures. This method uses a root-mean-square deviation (RMSD) characterization... -
Fast inversion of magnetic field maps of unidirectional planar geological mag...
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Numerical implementation of static Field Dislocation Mechanics theory for per...
This paper investigates the implementation of Field Dislocation Mechanics theory for media with a periodic microstructure (i.e. the Nye dislocation tensor and the...
