15771 research outputs found
Sort by
How to reduce the risk of VWAP orders execution ?
No full textThis paper proposes a new dynamic approach to modelling intra-day trading volume based on factor models. It assumes that intra-day volume can be decomposed into two parts each predicted using separate time-series models. By enabling more accurate prediction of intra-day volume, this methodology allows for a significant reduction in the cost of executing Volume Weighted Average Price orders.ouinonouirechercheInternationa
Controllability Analysis of Quantum Systems Immersed Within an Engineered Environment
No full textThe problem of controllability of open quantum systems (i.e., quantum systems interacting with an environment), whose dynamics is described by a non-Markowian master equation is addressed. The manipulations of the dynamics is realized with both a laser eld and a tailored nonequilibrium, and generally time-dependent, state of the surrounding environment. Lie algebra theory is used to characterize the structures of the reachable states sets and to prove controllability. The theoretical results are supported by examples.ouinonouirechercheInternationa
A functional framework for the Keller-Segel system: logarithmic Hardy-Littlewood-Sobolev and related spectral gap inequalities
No full textCette Note est consacrée à plusieurs inégalités fonctionnelles déduites dʼune forme particulière de lʼinégalité logarithmique de Hardy–Littlewood–Sobolev, qui est bien adaptée à la caractérisation des solutions stationnaires dʼun système de Keller–Segel écrit en variables auto-similaires, dans le cas dʼune masse sous-critique. Pour le problème dʼévolution correspondant, ces inégalités fonctionnelles jouent un rôle important dans lʼidentification des taux de convergence des solutions vers la solution stationnaire de même masse.This note is devoted to several inequalities deduced from a special form of the logarithmic Hardy-Littlewood-Sobolev, which is well adapted to the characterization of stationary solutions of a Keller-Segel system written in self-similar variables, in case of a subcritical mass. For the corresponding evolution problem, such functional inequalities play an important role for identifying the rate of convergence of the solutions towards the stationary solution with same mass.ouinonouirechercheInternationa
Segmenter le marché des 50-65 ans par les variables générationnelles subjectives
No full textPour segmenter le marché des seniors, certaines études préconisent l’utilisation combinée de variables d’âge, d’événements de vie et de générations. Cet article propose un modèle de segmentation des 50-65 ans à partir de ces trois types de variables et met en évidence la pertinence de nouvelles variables générationnelles subjectives.Combining age, life events and generational variables has been advocated in order to segment the 50-65 years old (“youngest olds”) market. Using these three categories of variables, we present a model highlighting the relevance of complementary subjective generational variables.nonouirechercheNationa
The United States of a Meta-model build with MyDraft An agile model-driven cloud-based platform for data-oriented rich web applications
No full textThis is the true story of the unification of the various states of an executable meta-model living in a nascent cloud-based environment. Tracing his adventures will uncover short iterations where design time and runtime activities are collapsed in a storage space-time continuum. His personal goal: improving himself. His day job: empowering domain experts to build and run data-oriented rich web applications without technical skills. Global warming side effects: a new social model and division of labor and fun.nonouirechercheInternationa
Propagation of chaos for the spatially homogeneous Landau equation for maxwellian molecules
No full textWe prove a quantitative propagation of chaos and entropic chaos, uniformly in time, for the spatially homogeneous Landau equation in the case of Maxwellian molecules. We improve the results of Fontbona, Guérin and Méléard [9] and Fournier [10] where the propagation of chaos is proved for finite time. Moreover, we prove a quantitative estimate on the rate of convergence to equilibrium uniformly in the number of particles.nonnonouirechercheInternationa
Business Remodelling: How Civil Society Organizations Use Mise-en-sens Tactics to Shape Companies Strategy?
No full textThis paper examines the discursive mise-en-sens (Corvellec & Risberg,2007) tactics civil society organizations (CSOs) use to influence strategicdevelopment of companies. Drawing on the case study of Suez-Environment, a major water distribution company in the world, we showthat CSOs can play an important role in the definition of companies’business model (BM). We show 16 mise-en-sens tactics that CSOs use inorder to shape strategy development, the output of which being new strategic segmentation. Our research provides contribution for theStrategy-as-Practice field through a) highlighting the role of CSOs aspractitioners in companies BM evolution b) identification of 16 mise-en-senstactics in strategy development c) understanding which elements ofstrategy are addressed by mise-en-sens tactics.nonnonouirechercheInternationa
Automatic Detection and Segmentation of Kidneys in 3D CT Images Using Random Forests
No full textKidney segmentation in 3D CT images allows extracting useful information for nephrologists. For practical use in clinical routine, such an algorithm should be fast, automatic and robust to contrast-agent enhancement and elds of view. By combining and re ning state-of-the-art techniques (random forests and template deformation), we demonstrate the possibility of building an algorithm that meets these requirements. Kidneys are localized with random forests following a coarse to fi ne strategy. Their initial positions detected with global contextual information are re ned with a cascade of local regression forests. A classi cation forest is then used to obtain a probabilistic segmentation of both kidneys. The nal segmentation is performed with an implicit template deformation algorithm driven by these kidney probability maps. Our method has been validated on a highly heterogeneous database of 233 CT scans from 89 patients. 80 % of the kidneys were accurately detected and segmented (Dice coe cient > 0:90) in a few seconds per volume.nonouirechercheInternationa
Health, Pension Benefits and Longevity How They Affect Household Savings?
No full textThis paper analyses the impact of health, pension systems and longevity on savings. It uses a simple life-cycle model embodying social transfers (health care and pension expenditures) and changes in longevity to determine the level of household savings. From this model, we derived an econometric specification, augmented with the effects of public budget balances. The model is estimated for a panel of 22 OECD countries for the period 1970-2009. Our principal result is that, from the point of view of incentive to save, health transfers have a similar impact as pension replacement rates. Therefore, welfare reforms that reduce replacement rates without reforming health system may not have all the expected impact on household savings. In line with life-cycle theory, we found that longevity increases saving ratios.nonouirechercheInternationa