HAL Paris Dauphine-PSL
Not a member yet
21932 research outputs found
Sort by
Is model selection possible for the -loss? PCO estimation for regression models
No full textThis paper addresses the problem of model selection in the sequence model , when is sub-Gaussian, for non-euclidian loss-functions. In this model, the Penalized Comparison to Overfitting procedure is studied for the weighted -loss, Several oracle inequalities are derived from concentration inequalities for sub-Weibull variables. Using judicious collections of models and penalty terms, minimax rates of convergence are stated for Besov bodies . These results are applied to the functional model of nonparametric regression
Proceedings du colloque PROVIRCAP : Réformer le capitalisme de l'intérieur?
No full textInternational audienceThese Proceedings bring together the presentations' abstracts and discussions of the symposium “Reforming capitalism from within?” held on the Jourdan campus of the École Normale Supérieure (Paris) on May 30 and 31, 2024, at the initiative of the ANR PROVIRCAP team - Professionals of the Virtue of Capitalism: Corporate social responsibility through the lens of its managers (2021-2025). Over two days, 46 papers were presented in 12 parallel thematic sessions, followed by closing remarks and plenary debates.The PROVIRCAP research program rests on the hypothesis that it is heuristic to bring together, confront and compare a variety of collective mobilizations and professional efforts rooted in the business world and geared towards what we have termed the moral reform of capitalism, now often associated with the categories of CSR (corporate social responsibility), “responsible capitalism”, “good capitalism”, “impact” or “ESG” (Environment, Social, Governance).This symposium provided an opportunity for scholars specializing in various projects for the moral reform of capitalism to engage in a dialogue, revealing convergences, articulations, contrasts and boundaries.Ces Proceedings rassemblent les résumés des communications ainsi que les textes des discussions du colloque « Réformer le capitalisme de l’intérieur ? » qui s’est tenu sur le campus Jourdan de l’ENS les 30 et 31 mai 2024, à l’initiative de l’équipe ANR PROVIRCAP – Professionnel·les de la vertu du capitalisme : la RSE saisie par ses managers (2021-2025). En deux jours, 46 communications ont été présentées dans 12 sessions thématiques parallèles, ponctuées de conclusions et de débats en plénière.L’hypothèse au cœur du programme de recherche PROVIRCAP est qu’il est heuristique de rapprocher, confronter et comparer une variété de mobilisations collectives et d’investissements professionnels qui sont inscrits dans le monde marchand et tournés vers ce que nous avons appelé la réforme morale du capitalisme, aujourd’hui souvent rattachées aux catégories de RSE (responsabilité sociale des entreprises), de « capitalisme responsable », de « good capitalism », d’« impact » ou encore d’« ESG » (Environnement, Social, Gouvernance).Ce colloque a permis de faire dialoguer les spécialistes de ces différents projets de réforme morale de l’économie, pour mettre au jour des convergences, des articulations, des contrastes et des frontières
Forecasting extreme trajectories using seminorm representations
No full textFor (X t ) a two-sided α-stable moving average, this paper studies the conditional distribution of future paths given a piece of observed trajectory when the process is far from its central values. Under this framework, vectors of the form X t = (X t-m , . . . , X t , X t+1 , . . . , X t+h ), m ≥ 0, h ≥ 1, are multivariate αstable and the dependence between the past and future components is encoded in their spectral measures.A new representation of stable random vectors on unit cylinders sets {s ∈ R m+h+1 : ∥s∥ = 1} for ∥ • ∥ an adequate seminorm is proposed to describe the tail behaviour of vectors X t when only the first m + 1 components are assumed to be observed and large in norm. Not all stable vectors admit such a representation and (X t ) will have to be "anticipative enough" for X t to admit one. The conditional distribution of future paths can then be explicitly derived using the regularly varying tails property of stable vectors and has a natural interpretation in terms of pattern identification. Through Monte Carlo simulations we develop procedures to forecast crash probabilities and crash dates and demonstrate their finite sample performances. As an empirical illustration, we estimate probabilities and reversal dates of El Niño and La Niña occurrences.</div
Heat flow in a periodically forced, unpinned thermostatted chain
No full textInternational audienceWe prove the hydrodynamic limit for a one-dimensional harmonic chain of interacting atoms with a random flip of the momentum sign. The systemis open: at the left boundary it is attached to a heat bath at temperature T_,while at the right endpoint it is subject to an action of a force which reads as, where F ⩾ 0 and F̃(t) is a periodic function. Here n is the size of the microscopic system. Under a diffusive scaling of space-time, we prove that the empirical profiles of the two locally conserved quantities – the volume stretch and the energy – converge, as n → +∞, to the solution of a non-linear diffusive system of conservative partial differential equations with a Dirichlet type and Neumann boundary conditions on the left and the right endpoints, respectively
A Spectral Dominance Approach to Large Random Matrices
No full textThis paper presents a novel approach to characterize the dynamics of the limit spectrum of large random matrices. This approach is based upon the notion we call "spectral dominance". In particular, we show that the limit spectral measure can be determined as the derivative of the unique viscosity solution of a partial integro-differential equation. This also allows to make general and "short" proofs for the convergence problem. We treat the cases of Dyson Brownian motions, Wishart processes and present a general class of models for which this characterization holds
Inventories dynamics and sectoral propagation mechanisms an empirical study with French and American data
No full textThe aim of this paper is to reveal empirically two kinds of mechanisms which operate on inventories: one is demand related and the other is supply related. Accordingly, we first test the presence of cointegration relationships in the dynamic bivariate inventories-sales model then we perform Granger-causality tests. It allows for a full specification of the dynamic properties of these series. Our results suggest that inventories movements stem from demand factors. Moreover, inventories and sales are linked in the long run, especially in the trade sectors. In France the dataset used prevents us from concluding in this way.Cet article se propose d'étudier empiriquement l'existence de deux types de mécanismes inhérents aux stocks, l'un dépendant de la demande et l'autre de l'offre. Dans cette perspective, nous testons d'abord la présence de relations de cointégration dans le modèle bivarié stocks-ventes, ensuite nous appliquons les tests de causalité au sens de Granger. Cette démarche permet de spécifier complètement les propriétés dynamiques de ces variables
La série de science-fiction au service de l’organisation. Le cas du programme Red Team Défense du ministère des Armées français
No full textChapitre 14Peut-on faire de la recherche scientifique sur les liens entre séries télévisées et management ? C'est le pari de cet ouvrage, adossé à la première édition (« saison », forcément !) du colloque Management en Séries qui s'est déroulé à l'université Gustave Eiffel en mars 2023.Il se déploie dans trois directions complémentaires : en examinant comment les séries télévisées peuvent nous aider à déconstruire les pratiques de management, en développant des méthodes pédagogiques visant à stimuler la réflexivité des étudiants et en proposant des réflexions sur les liens entre réalités du management et fictions télévisuellesVous qui tenez cet ouvrage entre vos mains, peut-être est-ce parce que vous êtes vous-même un gros consommateur de séries TV... voire un "binge-watcher" ? Rassurez-vous : en lisant ce livre, vous n'en serez que plus décomplexé, car son ambition est de montrer en quoi les séries TV sont plus que de simples fictions ou divertissements, qu'elles nous parlent de nos vies professionnelles et en particulier du management contemporain et de pratiques... que la recherche en sciences sociales peut saisir et inviter à dépasser. "Peut-on faire de la recherche scientifique sur les liens entre séries TV et management ? " Tenter de répondre à cette question, c'est le pari de cet ouvrage, adossé à la première édition ("saison", forcément ! ) du colloque Management en séries qui s'est déroulé à l'université Gustave Eiffel en mars 2023. Les contributions des auteurs vous proposeront d'examiner comment les séries TV peuvent nous aider à déconstruire les pratiques managériales, ou encore comment mobiliser ces séries pour mieux enseigner le management et stimuler la réflexivité des étudiants.Enfin, l'ouvrage propose de mettre en miroir la réalité du management avec celle représentée dans les fictions sérielles. En somme, déculpabilisez-vous de votre consommation de séries, tout en lisant un livre : LEGENDARY
What's next? (Un)learning nothingness and non-events in management education
No full textMost management and organization theories focus on the full existence and finitude of things. They deal with fullness and the full happening of things. Both organizing and managing mean fully producing something, doing something, or giving value to something. A good manager should follow what is happening and, even better, make things fully happen. But in everyday life, our managerial capitalism makes the world more and more impatient, problematic and incomplete, full of more and more holes, interruptions and voids that permeate experience. This is true emotionally (as frustration), narratively (as cliffhangers and suspense) and materially (as creative destruction scars our earth). In this essay for ML’s 55th anniversary, I argue for a process-oriented perspective on managerial emptiness and incompleteness based on three core interwoven negative processes–representation, narration and materialization. I explain how each of these processes contributes to a nexus of incompleting events at the heart of managerial processes. Paradoxically, I also suggest that different kinds of emptiness and incompleteness might be part of a more resonant experience of the world. Embracing patience, waiting, deep letting go, and the nuanced exploration of non-events within events could foster what Whitehead called a ‘culture of possibilities’. This perspective on possibilities – considering what might have been and what might yet be – could lead to a more harmonious relationship with nature. Finally, I encourage business schools and the corporate world to (un)learn nothingness and non-events in the context of the negative ontology discussed here
Complicités et résistances de genre au guichet de la gendarmerie
No full textInternational audienceCette communication propose d’analyser la (re)production des inégalités de genre dans les recours les plus ordinaires aux institutions policières, à partir d’une enquête réalisée auprès non pas de ses agent·e·s ou de leurs publics-cibles, mais de ceux et celles qui s’y rendent pour solliciter les gendarmes. L’articulation de l’observation des recours au guichet d’une brigade de gendarmerie et d’entretiens réalisés avec des requérant·es met en évidence non seulement la différenciation genrée des rapports ordinaires aux forces de l’ordre, mais aussi l’inscription de ces recours dans la continuité d’expériences passées avec ces institutions, construites au croisement de plusieurs rapports de pouvoir
Macroscopic limit of a Fokker-Planck model of swarming rigid bodies
No full textInternational audienceWe consider self-propelled rigid-bodies interacting through local body-attitude alignment modelled by stochastic differential equations. We derive a hydrodynamic model of this system at large spatio-temporal scales and particle numbers in any dimension n ≥ 3. This goal was already achieved in dimension n = 3, or in any dimension n ≥ 3 for a different system involving jump processes. However, the present work corresponds to huge conceptual and technical gaps compared with earlier ones. The key difficulty is to determine an auxiliary but essential object, the generalized collision invariant. We achieve this aim by using the geometrical structure of the rotation group, namely, its maximal torus, Cartan subalgebra and Weyl group as well as other concepts of representation theory and Weyl's integration formula. The resulting hydrodynamic model appears as a hyperbolic system whose coefficients depend on the generalized collision invariant