In this thesis we present three closed form approximation methods for portfolio valuation and risk management.The first chapter is titled ``Kernel methods for portfolio valuation and risk management'', and is a joint work with Damir Filipovi'c (SFI and ...
With the overall goal of reducing the numerical burden of uncertainty quantification involved in seismic risk assessments, this paper examines opportunities for assessment of seismic collapse capacity and risk using data-driven surrogates as a complement t ...
Coronary heart disease (CHD) is one of the most pressing health problems of our time and a major cause of preventable death. CHD results from complex interactions between genetic and environmental factors. Using multiplex serological testing for persistent ...
This thesis is the result of four years of investigation carried out as « security coordinator » of the Monteux Jazz Festival. From this operational commitment, I sought to understand : how the festival is integrated into the city ; what affects the safety ...
In this dissertation, I develop theory and evidence to argue that new technologies are central to how firms organize to create and capture value. I use computational methods such as reinforcement learning and probabilistic topic modeling to investigate thr ...
Autonomous mobility devices such as transport, cleaning, and delivery robots, hold a massive economic and social benefit. However, their deployment should not endanger bystanders, particularly vulnerable populations such as children and older adults who ar ...
The purpose of this article is to develop and study a decentralized strategy for Pareto optimization of an aggregate cost consisting of regularized risks. Each risk is modeled as the expectation of some loss function with unknown probability distribution, ...
