This article presents a portfolio construction approach that combines the hierarchical clustering of a large asset universe with the stock price momentum. On one hand, investing in high-momentum stocks enhances returns by capturing the momentum premium. On ...
We present a combination technique based on mixed differences of both spatial approximations and quadrature formulae for the stochastic variables to solve efficiently a class of optimal control problems (OCPs) constrained by random partial differential equ ...
Selection bias may arise when data have been chosen in a way that subsequent analysis does not account for. Such bias can arise in climate event attribution studies that are performed rapidly after a devastating "trigger event'', whose occurrence correspon ...
Surprising events trigger measurable brain activity and influence human behavior by affecting learning, memory, and decision-making. Currently there is, however, no consensus on the definition of surprise. Here we identify 18 mathematical definitions of su ...
This thesis addresses theoretical and practical aspects of identification and subsequent control of self-exciting point processes. The main contributions correspond to four separate scientific papers.In the first paper, we address the challenge of robust ...
Isogeometric shape optimization has been now studied for over a decade. This contribution aims at compiling the key ingredients within this promising framework, with a particular attention to sensitivity analysis. Based on all the researches related to iso ...
Automated field sampling of streamwater or precipitation for subsequent analysis of stable water isotopes (H-2 and O-18) is often conducted with off-the-shelf automated samplers. However, when water samples are stored in the field for days and weeks in ope ...
A financial data analysis using the time series method has been performed. At the same time a correct interpretation of daily exchange rates fluctuations, for Eur foreign currencies is presented. The fractal dimension evaluation has been performed using th ...
The face-centered cubic medium-entropy alloy NiCoCr has received considerable attention for its good mechanical properties, uncertain stacking fault energy, etc, some of which have been attributed to chemical short-range order (SRO). Here, we examine the y ...
In this work, we present a motion planning framework for automated vehicles to drive safely through intersections despite occlusions and the uncertain behavior of the surrounding vehicles. A context representation based on probably-free gaps is proposed as ...
