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Kernel-based nonlinear canonical analysis and time reversibility
International audience -
Truncated dynamics and estimation of diffusion equations
International audience -
Price Dynamics in a Markovian Limit Order Market
International audience -
There is a VaR Beyond Usual Approximations
Basel II and Solvency 2 both use the Value-at Risk (VaR) as the risk measure to compute the Capital Requirements. In practice, to calibrate the VaR, a normal... -
Water quality assessment by means of HFNI valvometry and high-frequency data ...
International audience
