Publications scientifiques

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Mean field estimation for partially observed LQG systems with major and minor agents
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Proceedings of the 19th IFAC World Congress, Cape Town, South Africa, 8705–8709, 2014 référence BibTeX
Optimal hedging when the underlying asset follows a regime-switching Markov process
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European Journal of Operational Research, 237(1), 312–322, 2014 référence BibTeX
A survey of game-theoretic models of cooperative advertising
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European Journal of Operational Research, 237(1), 1–14, 2014 référence BibTeX
How the cascading effects of a single behavioral trait can generate personality
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Ecology and Evolution, 4(15), 3038–3045, 2014 référence BibTeX
Problem formulations for simulation-based design optimization using statistical surrogates and direct search
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Proceedings of The ASME 2014 International Design Engineering Technical Conferences & Computers and Information in Engineering Conference, page V02BT03A023, 2014 référence BibTeX
Comparison of specification tests for GARCH models
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Computational Statistics & Data Analysis, 76, 291–300, 2014 référence BibTeX
Introduction
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Computational Actuarial Science with R, Chapman & Hall/CRC The R Series, 1–72, 2014 référence BibTeX
Bayesian philosophy
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Computational Actuarial Science with R, Chapman & Hall/CRC The R Series, 127–164, 2014 référence BibTeX
Statistical learning
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Computational Actuarial Science with R, Chapman & Hall/CRC The R Series, 165–206, 2014 référence BibTeX
A branch-and-price algorithm for the multidepot vehicle routing problem with interdepot routes
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Transportation Science, 48(3), 425–441, 2014 référence BibTeX