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Get Complete Project Material File(s) Now! » From quadratic Hawkes processes to super-Heston rough volatility models with Zumbach effect In this chapter we want to improve the rough Heston model in two directions. First we focus on the tail of...
Get Complete Project Material File(s) Now! » Statistical learning Machine learning (ML) is a scienti c domain at the interface between applied mathematics, opti-mization and computer science. It focuses on the study of algorithms and statistical models that computer systems...
Get Complete Project Material File(s) Now! » Proof of the pointwise convergence of the recurrence rate to the dimension. We suppose that the initial point M0 is in (0, 1)d. Let ǫ > 0 so small that B(M0, ǫ) is...
Get Complete Project Material File(s) Now! » A Galilean invariant entropy dissipative two-phase flow model for gas-liquid reactive flows Résumé du chapitre Dans ce chapitre, nous nous intéressons à la modélisation des écoulements diphasiques à l’aide de lois d’équilibre hyperboliques...
Get Complete Project Material File(s) Now! » Adverse drug reactions detection Improving Adverse Drug Reaction (ADR) detection is one of the promises carried by the increased volume and availability of observational data [Sta+10]. ADRs can be defined as a harmful...
Get Complete Project Material File(s) Now! » Modified trace from pivotal Hopf G-coalgebra Decomposition of tensor products of the regular representations A Hennings type invariant of 3-manifolds from a topological Hopf superalgebra Hopf G-coalgebra from pivotal Hopf algebra U Table...
Get Complete Project Material File(s) Now! » Detecting sound-hard cracks in isotropic inhomogeneities Introduction This work is a contribution to sampling methods in inverse scattering theory when the issue is to determine the shape of an unknown background from xed...
Get Complete Project Material File(s) Now! » Nonparametric density estimation of the RWRE Introduction Random walks in random environment (RWRE) provide simple models to describe various problems such as the propagation of heat, di usion of matter through a physical...
Get Complete Project Material File(s) Now! » Theoretical framework of multiscale finite element methods This chapter deals with the theoretical framework of multiscale finite element methods. Before introducing multiscale finite element methods, we first recall some classical theories of numerical...
Get Complete Project Material File(s) Now! » Incremental Method for Non-smooth Non-convex Optimization Abstract: Many constrained, non-convex optimization problems can be tackled using the Majorization-Minimization (MM) method which al-ternates between constructing a surrogate function which upper bounds the objective function,...