| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparative Analysis of the Socio-Economic and Health Impacts of Three Major Pandemics: The Black Death, Spanish Flu, and Covid-19 |
0 |
1 |
3 |
11 |
7 |
19 |
75 |
103 |
| A Kernel Framework for Actuarial Risk Measurement Under Heavy Tails and Dependence |
0 |
0 |
0 |
0 |
1 |
3 |
19 |
19 |
| A Mixed Modified Fractional Stochastic Volatility models with application to DSX market Data |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
11 |
| A Novel Directional Metrics and Wold Decomposition for Extended Interval Time Series |
0 |
0 |
0 |
0 |
1 |
2 |
16 |
16 |
| A fuzzy multifactor asset pricing model |
0 |
0 |
0 |
2 |
0 |
1 |
11 |
76 |
| A nice estimation of Gini index and power Pen's parade |
0 |
0 |
0 |
1 |
0 |
0 |
9 |
21 |
| A root mean square fuzzy pay-off approach for real options valuation of energy projects |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
25 |
| Accuracies of Model Risks in Finance using Machine Learning |
0 |
0 |
4 |
62 |
2 |
3 |
22 |
175 |
| Accuracies of some Learning or Scoring Models for Credit Risk Measurement |
0 |
0 |
0 |
21 |
0 |
0 |
4 |
58 |
| Agricultural Production Decision using Jumps and Seasonal Volatility in commodities prices dynamics |
0 |
0 |
2 |
17 |
0 |
0 |
7 |
77 |
| An Abelian Group way to study Random Extended Intervals and their ARMA Processes |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
45 |
| An abelian way approach to study random extended intervals and their ARMA processes |
0 |
0 |
0 |
8 |
0 |
0 |
13 |
32 |
| Analyse temps-fréquence de la relation entre les prix du quota et du crédit carbone |
0 |
0 |
1 |
103 |
1 |
1 |
13 |
218 |
| Analyse temps-fréquence du co-mouvement entre le marché européen du CO2 et les autres marchés de l'énergie |
0 |
0 |
0 |
33 |
0 |
0 |
11 |
181 |
| Analysis of replacement investment decisions under maintenance and operating costs uncertainty using MMFBM |
0 |
0 |
0 |
1 |
1 |
2 |
8 |
25 |
| Analysis of the Dynamic Relationship between Liquidityproxies and returns on French CAC 40 index |
0 |
0 |
0 |
6 |
0 |
0 |
9 |
42 |
| Analytical tractability meets empirical realism in MMFBM short-rate models for CEMAC yields curves |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
| Approximation of Multiple Integrals over Hyperboloids with Application to a Quadratic Portfolio with Options |
0 |
0 |
0 |
14 |
2 |
2 |
9 |
84 |
| Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
12 |
| Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
| Bivariate adaptive fuzzy-GARCH model applied to forecasting the dynamic conditional correlation of financial stocks using particle swarm optimization |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
15 |
| Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models |
0 |
0 |
0 |
0 |
0 |
3 |
15 |
15 |
| Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models |
0 |
0 |
1 |
9 |
1 |
1 |
27 |
39 |
| Bull Spread Option pricing using a mixed modified fractional process with stochastic volatility and interest rates |
0 |
0 |
0 |
9 |
0 |
0 |
6 |
43 |
| Businesses Risks Aggregation with Copula |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
16 |
| CAPM with fuzzy returns and hypothesis testing |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
12 |
| Capital asset pricing model with fuzzy returns and hypothesis testing |
0 |
0 |
0 |
92 |
1 |
1 |
9 |
349 |
| Characterization of a coherent fuzzy risk measure |
0 |
0 |
0 |
1 |
1 |
1 |
11 |
15 |
| Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
18 |
| Coefficient of variation and Power Pen's parade computation |
0 |
0 |
0 |
29 |
0 |
0 |
5 |
83 |
| Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty |
0 |
0 |
0 |
0 |
1 |
2 |
8 |
46 |
| Computational Finance |
0 |
0 |
0 |
0 |
1 |
5 |
5 |
5 |
| Criteria for choosing the method of leasing finances in Small and Medium Enterprises (SMEs) in Cameroon |
0 |
0 |
0 |
39 |
0 |
0 |
11 |
175 |
| Cyber-Risk Forecasting using Machine Learning Models and Generalized Extreme Value Distributions |
0 |
0 |
2 |
38 |
0 |
0 |
9 |
77 |
| CyberRisk Prediction using Machine Learning and Extreme Value Theory |
0 |
0 |
0 |
0 |
1 |
1 |
14 |
14 |
| DOWNSIDE RISK AND KAPPA INDEX OF NON-GAUSSIAN PORTFOLIO WITH LPM |
0 |
0 |
0 |
23 |
0 |
1 |
8 |
106 |
| Decomposition method for the Camassa–Holm equation |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
26 |
| Decomposition method for the b-balanced shallow water equation |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
| Decomposition method for the b-balanced shallow water equation |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
12 |
| Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities |
0 |
0 |
0 |
4 |
0 |
2 |
11 |
73 |
| Deep reinforcement learning for an empirical approach to Value-at-Risk |
0 |
0 |
0 |
5 |
0 |
0 |
10 |
36 |
| Dominances on fuzzy variables based on credibility measure |
0 |
0 |
0 |
15 |
1 |
1 |
11 |
81 |
| Dynamic Optimal Hedge Ratio Design when Price and Production are stochastic with Jump |
0 |
0 |
0 |
10 |
0 |
0 |
3 |
31 |
| Dynamic optimal hedging with futures in portfolio context |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
24 |
| ECONOMIC GROWTH, ENERGY CONSUMPTION, AND TRANSITION IN MOROCCO |
0 |
0 |
0 |
1 |
0 |
0 |
7 |
38 |
| Economic Analysis of a Grid-Connected PV Plant: A Case Study in French Guiana |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
19 |
| Empirical Performance of an ESG Assets Portfolio from US Market |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
42 |
| Energy supply, public debt, and economic growth: Causality analysis for a panel of OECD European countries |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
36 |
| Expected value and variance of a fuzzy variable based on a new fuzzy measure |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
12 |
| Expected value and variance of a fuzzy variable based on a new fuzzy measure |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
8 |
| Fishery Management in a Regime Switching Environment: Utility Based Approach |
0 |
0 |
0 |
23 |
0 |
2 |
10 |
58 |
| From long memory to the fundamental semimartingale |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
3 |
| Fuzzy lower partial moment and Mean-risk Dominance: An application for poverty Measurement |
0 |
0 |
0 |
9 |
0 |
0 |
7 |
38 |
| Fuzzy risk adjusted performance measures: Application to hedge funds |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
18 |
| Fuzzy risk adjusted performance measures: application to Hedge funds |
0 |
0 |
0 |
25 |
0 |
1 |
13 |
143 |
| Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
9 |
| Generalized Integral Transforms with the Homotopy Perturbation Method |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
10 |
| Gini Index and Polynomial Pen's Parade |
0 |
0 |
0 |
29 |
0 |
0 |
6 |
94 |
| Hybrid VARIMA–Machine Learning Models for Multivariate Macroeconomic and Energy Forecasting |
0 |
0 |
5 |
5 |
1 |
4 |
28 |
28 |
| Hybridization of ARIMA with Learning Models for Forecasting of Stock Market Time Series |
0 |
0 |
0 |
0 |
1 |
1 |
13 |
31 |
| Hydropower rent in Africa: An evaluation by optimization of the total costs of production |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
34 |
| INTEGRAL TRANSFORMS WITH THE HOMOTOPY PERTURBATION METHOD AND SOME APPLICATIONS |
0 |
0 |
1 |
56 |
1 |
1 |
12 |
167 |
| Interest rate options in one-factor Mixed Modified Fractional Vasicek model |
0 |
0 |
0 |
0 |
1 |
3 |
11 |
13 |
| KURTOSIS AND SEMI-KURTOSIS FOR PORTFOLIO SELECTION WITH FUZZY RETURNS |
0 |
0 |
0 |
3 |
0 |
0 |
6 |
19 |
| La rente hydroélectrique en Afrique |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
5 |
| La rente hydroélectrique en Afrique: Une évaluation avec taxation et optimisation des coûts totaux de production |
0 |
0 |
0 |
13 |
0 |
0 |
9 |
57 |
| La rente hydroélectrique en Afrique: une évaluation avec taxation et optimisation des coûts totaux de production |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
12 |
| Learning models for forecasting COVID-19 spread in Africa |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
45 |
| Local and implied volatilities with the Mixed-Modified-Fractional-Dupire Model |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
22 |
| Mixed Modified Fractional Merton model of the bear spread Basket put option using the multidimensional Mellin transform |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
7 |
| Mixed Modified Fractional Merton model of the bear spread Basket put option using the multidimensional Mellin transform |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
18 |
| Moments and Semi-Moments for fuzzy portfolios selection |
0 |
0 |
0 |
54 |
0 |
0 |
9 |
194 |
| Moments partiels crédibilistes et application à l’évaluation de la performance des fonds spéculatifs |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
9 |
| Moments partiels crédibilistes et application à l’évaluation de la performance des fonds spéculatifs |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
10 |
| Multiscale Agricultural Commodities Forecasting using Wavelet-SARIMA Process |
0 |
1 |
1 |
118 |
1 |
2 |
8 |
32 |
| New models of commodity risk hedging according to the behavior of economic decision-makers or Rollover Strategies |
0 |
0 |
0 |
14 |
0 |
0 |
9 |
38 |
| Nonlinear and Heavy-Tailed Predictability in Transition-Energy Financial Markets |
1 |
5 |
6 |
6 |
1 |
8 |
9 |
9 |
| Nonlinear and Heavy-Tailed Predictability in Transition-Energy Financial Markets |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
2 |
| On Random Extended Intervals and their ARMA Processes |
0 |
0 |
0 |
14 |
0 |
1 |
10 |
51 |
| On Two Dominances of Fuzzy Variables based on a Parametric Fuzzy Measure and Application to Portfolio Selection with Fuzzy Return |
0 |
0 |
0 |
10 |
0 |
0 |
3 |
49 |
| On the first moments and semi-moments of fuzzy variables based on a new measure and application for portfolio selection with fuzzy returns |
0 |
0 |
0 |
10 |
0 |
0 |
10 |
41 |
| On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
17 |
| Optimal Fishery Stopping Time Harvesting with a Regime Switching or Jump In Biomass Variation |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
13 |
| Optimal Fishery Stopping Time Harvesting with a Regime Switching or Jump In Biomass Variation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
| Optimal Harvest under a Gilpin-Ayala Model Driven by the Hawkes Process |
0 |
0 |
1 |
2 |
0 |
0 |
13 |
17 |
| Optimal Renewable Resource Harvesting model using price and biomass stochastic variations: A Utility Based Approach |
0 |
0 |
0 |
3 |
0 |
0 |
7 |
19 |
| Optimal harvesting of a regime-switching stochastic growing renewable resource: A Utility Theory Approach |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
22 |
| Optimal harvesting of a regime-switching stochastic growing renewable resource: a utility theory approach |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| Option pricing with Levy process using Mellin Transform |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
| Performance Analysis of Regional French Hospitals Before and During the COVID-19 Pandemic |
0 |
0 |
1 |
1 |
1 |
4 |
16 |
24 |
| Predictive Accuracy versus Interpretability in Energy Markets: A Copula-Enhanced TVP-SVAR Analysis |
0 |
0 |
1 |
1 |
0 |
1 |
6 |
6 |
| Predictive Accuracy versus Interpretability in Energy Markets: A Copula-Enhanced TVP-SVAR Analysis |
0 |
0 |
7 |
7 |
3 |
5 |
16 |
16 |
| Pricing an Asset-Or-Nothing Call Option using a Mixed Fractional Hull-White-Vasicek with stochastic volatility and interest rate |
0 |
0 |
0 |
0 |
0 |
1 |
14 |
14 |
| Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model |
0 |
0 |
0 |
4 |
0 |
1 |
8 |
26 |
| Quadratic Pen's Parade and the Computation of the Gini index |
0 |
0 |
1 |
66 |
2 |
2 |
15 |
240 |
| REAL OPTION APPROACH FOR OPTIMAL FISHERY HARVESTING WITH JUMPS IN STOCK DYNAMICS |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
14 |
| RISK-ADJUSTED PERFORMANCE AND SEMI-MOMENTS OF NON-GAUSSIAN PORTFOLIO RETURNS DISTRIBUTIONS |
0 |
0 |
0 |
2 |
0 |
0 |
11 |
41 |
| Real option approach for optimal fishery harvesting with jumps in stock dynamics |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
13 |
| Renewable Energy in French Guiana: Prospects towards a Sustainable Development Scenario |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
44 |
| Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets |
0 |
0 |
0 |
7 |
0 |
0 |
4 |
32 |
| S-ARMA model and Wold decomposition for covariance stationary interval-valued time series processes |
0 |
0 |
0 |
91 |
1 |
1 |
7 |
115 |
| Sharp estimates for the CDF of quadratic forms of MPE random vectors |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
| The (α, β)-multi-level α-Gini decomposition with an illustration to income inequality in France in 2005 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
22 |
| The Co-Evolution of Energy Intensity and Carbon Emissions in Morocco |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
72 |
| The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection |
0 |
0 |
0 |
1 |
1 |
1 |
6 |
21 |
| The Implications of oil market volatility on the credit risk of some oil-exporting countries |
0 |
0 |
0 |
45 |
0 |
3 |
4 |
112 |
| Time Series Analysis Intervals and Energy Economics Forecast |
0 |
0 |
0 |
1 |
0 |
0 |
7 |
23 |
| Time-Frequency Analysis of the Relationship Between EUA and CER Carbon Markets |
1 |
1 |
1 |
2 |
2 |
2 |
9 |
31 |
| Time-frequency analysis and machine learning models for carbon market forecasting |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
27 |
| Uncertain outcomes and climate change policy using Expo-Power Utility Function |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
53 |
| VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
12 |
| VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
17 |
| VAR FOR QUADRATIC PORTFOLIO'S WITH GENERALIZED LAPLACE DISTRIBUTED RETURNS |
0 |
0 |
0 |
116 |
0 |
0 |
12 |
302 |
| VaR and ES for Linear Portfolios with mixture of Generalized Laplace Distributed Risk Factors |
0 |
0 |
0 |
134 |
0 |
1 |
9 |
364 |
| VaR and ES for linear Portfolios with mixture of elliptically distributed Risk Factors |
0 |
0 |
0 |
277 |
0 |
0 |
16 |
1,044 |
| VaR and ES for linear Portfolis with mixture of elliptically distributed Risk Factors |
0 |
0 |
0 |
50 |
0 |
0 |
10 |
382 |
| VaR and ES for linear portfolios with mixture of elliptic distributed Risk Factors |
0 |
0 |
0 |
4 |
1 |
1 |
3 |
23 |
| VaR and ES for linear portfolios with mixture of elliptic distributions risk factors |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
13 |
| VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
10 |
| Value-at-Risk and Expected Shortfall for Linear Portfolios with elliptically distributed RisK Factors |
0 |
0 |
0 |
557 |
0 |
1 |
19 |
1,487 |
| Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors |
0 |
0 |
0 |
1 |
0 |
0 |
13 |
764 |
| Value-at-Risk and expected shortfall for linear portfolios with elliptically distributed risk factors |
0 |
0 |
0 |
14 |
0 |
0 |
7 |
97 |
| WILLINGNESS TO PAY OF AN EXPO-POWER UTILITY DECISION MAKER TO LIMIT CLIMATE CHANGE |
0 |
0 |
1 |
32 |
0 |
1 |
12 |
45 |
| Total Working Papers |
2 |
8 |
39 |
2,365 |
48 |
113 |
1,076 |
9,584 |
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