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Learning extreme Expected Shortfall and Conditional Tail Moments with neural networks. Application to cryptocurrency data
Michaël Allouche , Stéphane Girard , Emmanuel Gobet
Neural Networks, 2025, 182, pp.106903
Article dans une revue
hal-04347859
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Topological reconstruction of compact supports of dependent stationary random variables
Sadok Kallel , Sana Louhichi
Advances in Applied Probability, 2024, 56 (4), pp.1339-1369. ⟨10.1017/apr.2024.4⟩
Article dans une revue
hal-04366871
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Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions
Michaël Allouche , Jonathan El Methni , Stéphane Girard
Journal of Statistical Planning and Inference, 2024, 233, pp.106189. ⟨10.1016/j.jspi.2024.106189⟩
Article dans une revue
hal-04243953

Open Review of "On the Moreau-Jean scheme with the Frémond impact law: energy conservation and dissipation properties for elastodynamics with contact, impact and friction
Vincent Acary , Nicholas Anton Collins-Craft
2024
Autre publication scientifique
hal-04819313

Imperfect maintenance modelling and estimation for interval-censored data
Théo Cousino , Florent Brissaud , Laurent Doyen , Olivier Gaudoin , Leïla Marle
Reliability Engineering and System Safety, 2024, 252, pp.110424. ⟨10.1016/j.ress.2024.110424⟩
Article dans une revue
hal-04738226

Bayesian mixture models (in)consistency for the number of clusters
Louise Alamichel , Daria Bystrova , Julyan Arbel , Guillaume Kon Kam King
Scandinavian Journal of Statistics, 2024, 51 (4), pp.1619-1660. ⟨10.1111/sjos.12739⟩
Article dans une revue
hal-04660800

Midlife dynamics of white matter architecture in lexical production
Clément Guichet , Élise Roger , Arnaud Attyé , Sophie Achard , Martial Mermillod , Monica Baciu
Neurobiology of Aging, 2024, 144, pp.138-152. ⟨10.1016/j.neurobiolaging.2024.09.013⟩
Article dans une revue
hal-04802200
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Passivity-based Trajectory Tracking Control in Frictional Oscillators with Set-valued Friction
Aya Younes , Félix Miranda-Villatoro , Bernard Brogliato
INRIA Centre de l'Universite Grenoble - Alpes. 2024
Rapport
hal-04810905
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Community detection for binary graphical models in high dimension
Julien Chevallier , Guilherme Ost
2024
Pré-publication, Document de travail
hal-04803948
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Stochastic monotone inclusion with closed loop distributions
Hamza Ennaji , Jalal M. Fadili , Hedy Attouch
2024
Pré-publication, Document de travail
hal-04652333
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Poseidon: A Source-to-Source Translator for Holistic HPC Optimizations of Ocean Models on Regular Grids
Maurice Brémond , Hugo Brunie , Laurent Debreu , Rupert W Ford , Florian Lemarié , Anna Mittermair , Andrew R Porter , Julien Rémy , Philippe Rosales , Martin Schreiber , Martin Schulz , Sergi Siso , Arthur Vidard
SC 2024 - International Conference for High Performance Computing, Networking, Storage, and Analysis, Nov 2024, Atlanta (Georgia), United States. , pp.1-1, 2024, ⟨10.5281/zenodo.11190458⟩
Poster de conférence
hal-04811677

R Project to use MeteoFrance and other Open databases
Christophe Dutang
2024, ⟨swh:1:dir:55fb67a470a81d28b0ca21aa89aa38a819901c99;origin=https://hal.archives-ouvertes.fr/hal-04786582;visit=swh:1:snp:bf9984287d68ae58e2b8fcd324eeb4f9e821a8fe;anchor=swh:1:rel:33b960a3ee889392072f86f6df4f454be7250d61;path=/⟩
Logiciel
hal-04786582
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Vers un catalogue des logiciels de la recherche
Violaine Louvet , Sabrina Granger , Roberto Di Cosmo , François Pellegrini
2024
Pré-publication, Document de travail
hal-04779846
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Wrongness and Blame Judgments and Their Dynamics: Toward a Three-Input Processing Model of Moral Judgment
Aurore Gaboriaud , Flora Gautheron , Jean-Charles Quinton , Annique Smeding
International Review of Social Psychology, 2024, 37 (1), pp.19 (1-14). ⟨10.5334/irsp.868⟩
Article dans une revue
hal-04823271
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Embodied sequential sampling models and dynamic neural fields for decision-making: Why hesitate between two when a continuum is the answer
Jean-Charles Quinton , Flora Gautheron , Annique Smeding
Neural Networks, 2024, 179, pp.106526. ⟨10.1016/j.neunet.2024.106526⟩
Article dans une revue
hal-04674484
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Pricing and hedging for a sticky diffusion
Alexis Anagnostakis
2024
Pré-publication, Document de travail
hal-04756051
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On the number of crossings and bouncings of a diffusion at a sticky threshold
Sara Mazzonetto , Alexis Anagnostakis
2024
Pré-publication, Document de travail
hal-04755893
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Investigating Abiotic Sources of Spectral Variability From Multitemporal Hyperspectral Airborne Acquisitions Over the French Guyana Canopy
Colin Prieur , Antony Laybros , Giovanni Frati , Daniel Schläpfer , Jocelyn Chanussot , Grégoire Vincent
IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing, 2024, 17, pp.18751 - 18768. ⟨10.1109/jstars.2024.3475050⟩
Article dans une revue
hal-04772939

mbbefd: Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling
Christophe Dutang , Giorgio Alfredo Spedicato , Markus Gesmann
2024, ⟨swh:1:dir:cd5eb342d0e2a276ab5dfcb1830aa3fb3437d559;origin=https://hal.archives-ouvertes.fr/hal-04722771;visit=swh:1:snp:bc0b6279b005fea5da9e72ab100e6d11afacb321;anchor=swh:1:rel:95a9b5f9763b4ec357e5b29199a3ff8347cf049c;path=/⟩
Logiciel
hal-04722771

randtoolbox: Toolbox for Pseudo and Quasi Random Number Generation and Random Generator Tests
Christophe Dutang , Petr Savicky
2024, ⟨swh:1:dir:5bdc7ecf7cc646fad76edf41cd07684bb6f31cc2;origin=https://hal.archives-ouvertes.fr/hal-04726578;visit=swh:1:snp:2b080bf0294b30f92f19da0483f7e82d89648cd7;anchor=swh:1:rel:3b158522fa3d68ec1eec2a1cd9e43d57f088c847;path=/⟩
Logiciel
hal-04726578

OneStep: One-Step Estimation
Alexandre Brouste , Christophe Dutang , Darel Noutsa Mieniedou
2024, ⟨swh:1:dir:72f9217cdeafa1b05b6bc10b054a5cfb31fc3826;origin=https://hal.archives-ouvertes.fr/hal-04722770;visit=swh:1:snp:5d257aebd756a870436dc126eab654c39f582e4a;anchor=swh:1:rel:4c3b1953dc57e71d448788da4310d619ba648c90;path=/⟩
Logiciel
hal-04722770

POT: Generalized Pareto Distribution and Peaks Over Threshold
Christophe Dutang , Mathieu Ribatet
2024, ⟨swh:1:dir:7a60cfacdaa3d837aa4305d3d70f23bdd8fc6616;origin=https://hal.archives-ouvertes.fr/hal-04726599;visit=swh:1:snp:b41723518cd2f74aac5e03b4cbfbf21090c78aab;anchor=swh:1:rel:c02d1560c54e811a4988bcfaef48f9d073d1b511;path=/⟩
Logiciel
hal-04726599

rngWELL: Toolbox for WELL Random Number Generators
Christophe Dutang , Petr Savicky
2024, ⟨swh:1:dir:07a2b3065235e3358e9b33a8aa2dec0ec237d8a0;origin=https://hal.archives-ouvertes.fr/hal-04726570;visit=swh:1:snp:138ae4c9aaac39623f4118f71949da4f5047b90b;anchor=swh:1:rel:109a455ed77e3f9f990ec3f6da413c00ae3df0cf;path=/⟩
Logiciel
hal-04726570

GNE: Computation of Generalized Nash Equilibria
Christophe Dutang
2024, ⟨swh:1:dir:881c942b9a7a4162ccec44bf071b32cce1be6246;origin=https://hal.archives-ouvertes.fr/hal-04723252;visit=swh:1:snp:3e23d18277187ffb9ab2dcc857eb58f43ae0ce3a;anchor=swh:1:rel:bef7ff974220f204c93f1bdb87b3f4d7e1b2af77;path=/⟩
Logiciel
hal-04723252

gumbel: The Gumbel-Hougaard Copula
Christophe Dutang
2024, ⟨swh:1:dir:0ad92fb19f92cd85ba0dd3ac8d1554f06c24f6b3;origin=https://hal.archives-ouvertes.fr/hal-04726584;visit=swh:1:snp:d54b52d565bbf3b31fe648cefa646eab7717efc9;anchor=swh:1:rel:2adc0fa542b8984e56727a4fbe85d839ce2f1695;path=/⟩
Logiciel
hal-04726584

tsallisqexp: Tsallis q-Exp Distribution
Christophe Dutang , Cosma Rohilla Shalizi
2024, ⟨swh:1:dir:04e96e1747dfecfe620f3eda29d64dd9d1fed262;origin=https://hal.archives-ouvertes.fr/hal-04722773;visit=swh:1:snp:4a6857c9f9c2ab936cc22b204ad06f829bec7c39;anchor=swh:1:rel:00fc23608564454e057077ed3df3920b1e3cb24e;path=/⟩
Logiciel
hal-04722773

Modélisation de maintenances imparfaites et estimation paramétrique à partir de données censurées à gauche
Théo Cousino , Florent Brissaud-Delord , Leïla Marle , Laurent Doyen , Olivier Gaudoin
lambda-mu 24 - 24ème Congrès de Maîtrise des Risques et de Sûreté de Fonctionnement, Oct 2024, Bourges, France
Communication dans un congrès
hal-04739023
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HomeOlympics: Turning Everyday Outdoor Physical Activities into Olympic-Style Experience
Petra Isenberg , Lionel Reveret , Romain Vuillemot
IEEE VIS Workshop on First-Person Visualizations for Outdoor Physical Activities: Challenges and Opportunities, Oct 2024, Virtual, Unknown Region
Communication dans un congrès
hal-04782928
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Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context
Jérôme Lelong , Véronique Maume-Deschamps , William Thevenot
2024
Pré-publication, Document de travail
hal-04733015

Comment faire co-construire des plans territoriaux faisables et transformatifs ?
Nils Ferrand , Emeline Hassenforder , Wanda Aquae-Gaudi , Mathilde Boissier , Pierre Leroy
Journées Recherche & Action Publique, Oct 2024, Champs-sur-Marne, France.
Poster de conférence
hal-04738660
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