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Section: Contracts and Grants with Industry
Contract with EDF
The objective of this contract is to develop particle algorithms for the pricing of American-style options [33] .
Project
Team
Alea
Overall Objectives
Scientific Foundations
Application Domains
New Results
- Snell enveloppe with small probability criteria
- On the concentration properties of Interacting particle processes
- A Robbins-Monro procedure for estimation in semiparametric regression models
- Discrete Time Markovian Agents Interacting Through a Potential
- An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration
- A sharp analysis on the asymptotic behavior of the Durbin-Watson statistic for the first-order autoregressive process
- Large deviations for Gaussian stationary processes and semi-classical analysis
- Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process
- Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition
- New approach on recursive and non-recursive SIR
- Classification of EEG data by evolutionary algorithm for the study of vigilance states
- Genetic Programming
- Relevance of the Holderian regularity-based interpolation for range-Doppler ISAR image post-processing
- On-line changepoint detection and parameter estimation with application to genomic data
- Bayesian Sparsity-Path-Analysis of Genetic Association Signal using Generalized t Priors
Contracts and Grants with Industry
Partnerships and Cooperations
Dissemination
Bibliography
Project
Team
Alea
Overall Objectives
Scientific Foundations
Application Domains
New Results
- Snell enveloppe with small probability criteria
- On the concentration properties of Interacting particle processes
- A Robbins-Monro procedure for estimation in semiparametric regression models
- Discrete Time Markovian Agents Interacting Through a Potential
- An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration
- A sharp analysis on the asymptotic behavior of the Durbin-Watson statistic for the first-order autoregressive process
- Large deviations for Gaussian stationary processes and semi-classical analysis
- Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process
- Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition
- New approach on recursive and non-recursive SIR
- Classification of EEG data by evolutionary algorithm for the study of vigilance states
- Genetic Programming
- Relevance of the Holderian regularity-based interpolation for range-Doppler ISAR image post-processing
- On-line changepoint detection and parameter estimation with application to genomic data
- Bayesian Sparsity-Path-Analysis of Genetic Association Signal using Generalized t Priors
Contracts and Grants with Industry
Partnerships and Cooperations
Dissemination
Bibliography