Data Science, Digital Transformation, Risks & Complex Systems

@article{saba_1192,

title = {Soigner le mal par le mal : recherche-action sur la technique de l'inoculation pour limiter les résistances à un projet TI},

author = {Peter Saba},

url = {https://www.cairn.info/revue-systemes-d-information-et-management-2020-3-page-87.htm},

year  = {2020},

date = {2020-12-01},

journal = {Systèmes d'Information et Management},

volume = {25},

number = {3},

pages = {87-126},

abstract = {La littérature académique propose un large éventail de méthodes de gestion du changement visant à identifier et réduire les résistances liées aux projets TI. Alors qu'en psychologie et sociologie, l'originalité de la méthode de l'inoculation a su séduire chercheurs comme praticiens, celle-ci n'a été que peu testée dans le domaine des systèmes d'information. Elle postule que de la même manière qu'un individu peut être vacciné contre un virus, il peut également s'autoprémunir d'influences négatives en s'exposant aux arguments avancés par les détracteurs du projet. La réfutation, à cet effet, consiste à fournir des arguments à l'individu pour l'aider à soutenir son attitude et à être capable de rejeter d'autres contre-argumentations à venir. Cette recherche dévoile les résultats d'une recherche-action menée pendant 3 ans auprès d'une société de conseil au sein de laquelle l'implémentation d'un système d'aide à la décision a été associée à de forts comportements de résistance face auxquels la technique de l'inoculation a été expérimentée pour en limiter les effets. Les résultats tendent à confirmer la contribution de ladite méthode sur la préservation des attitudes positives des partisans avec un effet « boomerang » relatif sur les détracteurs.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{vazquez_hernandez_1412,

title = {Influence of consumer product categorization on digital sales: The mediating effect of conversion rate},

author = {Erik Ernesto Vazquez Hernandez and Diana Davila Ruiz and Julio César García Martinez},

url = {https://nidisag.isag.pt/index.php/IJAM/article/view/517},

year  = {2020},

date = {2020-12-01},

journal = {European Journal of Applied Business and Management},

volume = {6},

number = {4},

pages = {1-14},

abstract = {Purpose: The objective is to know what the mediating effect of the category of consumer products on sales performance is.



Methodology: Data from 216 e-commerce platforms were used using the Search-Experience-Trust (SEC) categorization. Two t tests were used to confirm significant differences between product categories and regression analyzes were performed to test the hypotheses.



Results: The results show that the ease of evaluating products before consumption has two main effects in electronic commerce: 1) they increase web traffic and 2) they decrease their conversion rate. However, the results also show that the ease of evaluating a product category directly influences online sales per visitor, since the mediating effect of the conversion rate is only partial.



Implications: This study contributes in practice to be able to determine predictive models related to the supply and demand of retail products in electronic commerce and shows a way to segment consumers who depend on their perceptions of product categories.



Originality/Value: This research, unlike what is in the literature, contributes to the study of electronic commerce from the perspective of the company, and not from the perspective of the consumer, in the performance of sales and conversion rates.



Keywords: Category Management; Information Economics; E-commerce; Perceived product quality, Conversion rate.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{bernard_1413,

title = {Optimal Estimate of the Spectral Gap for the Degenerate Goldstein-Taylor Model},

author = {Etienne Bernard and Francesco Salvarani},

url = {https://link.springer.com/article/10.1007/s10955-020-02631-y},

year  = {2020},

date = {2020-11-01},

journal = {Journal Of Statistical Physics},

volume = {181},

pages = {1470-1471},

abstract = {x},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{garcin_1204,

title = {Non-parametric new impact curve: a variational approach},

author = {Matthieu Garcin and Clément Goulet},

url = {https://link.springer.com/article/10.1007/s00500-019-04607-x},

year  = {2020},

date = {2020-09-01},

journal = {Soft Computing},

volume = {24},

number = {18},

pages = {13797-13812},

abstract = {In this paper, we propose an innovative algorithm for modelling the news impact curve. The news impact curve provides a nonlinear relation between past returns and current volatility and thus enables to forecast volatility. Our news impact curve is the solution of a dynamic optimization problem based on variational calculus. Consequently, it is a non-parametric and smooth curve. The technique we propose is directly inspired from noise removal techniques in signal theory. To our knowledge, this is the first time that such a method is used for volatility modelling. Applications on simulated heteroskedastic processes as well as on financial data show a better accuracy in estimation and forecast for this approach than for standard parametric (symmetric or asymmetric ARCH) or non-parametric (Kernel-ARCH) econometric techniques.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{dupuis_1233,

title = {Real-Time Influence Maximization in a RTB Setting},

author = {David Dupuis and Cédric Du Mouza and Nicolas Travers and Gaël Chareyron},

url = {https://link.springer.com/article/10.1007%2Fs41019-020-00132-2},

year  = {2020},

date = {2020-09-01},

journal = {Data Science and Engineering},

volume = {5},

number = {3},

pages = {224-239},

abstract = {To maximize the impact of an advertisement campaign on social networks, the real-time bidding (RTB) systems aim at targeting the most influential users of this network. Influence maximization (IM) is a solution that addresses this issue by maximizing the coverage of the network with top-k influencers who maximize the diffusion of information. Associated with online advertising strategies at Web scale, RTB is faced with complex ad placement decisions in real time to deal with a high-speed stream of online users. To tackle this issue, IM strategies should be modified in order to integrate RTB constraints. While most traditional IM methods deal with static sets of top influencers, they hardly address the dynamic influence targeting issue by integrating short time decision, no interchange and stream's incompleteness. This paper proposes a real-time influence maximization approach which takes influence maximization decisions within a real-time bidding environment. A deep analysis of influence scores of users over several social networks is presented as well a strategy to guarantee the impact of an IM strategy in order to define the budget of an ad campaign. Finally, we offer a thorough experimental process to compare static versus dynamic IM solutions wrt. influence scores.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{grasselli_1264,

title = {VIX vs VXX: A Joint Analytical Framework},

author = {Martino Grasselli and Lakshithe Wagalath},

url = {https://www.worldscientific.com/doi/abs/10.1142/S0219024920500338},

year  = {2020},

date = {2020-09-01},

journal = {International Journal of Theoretical and Applied Finance},

volume = {23},

number = {5},

pages = {2050033},

abstract = {We propose a framework for modeling in a consistent manner the VIX index and the VXX, an exchange-traded note written on the VIX. Our study enables to link the properties of VXX to those of the VIX in a tractable way. In particular, we quantify the systematic loss observed empirically for VXX when the VIX futures term-structure is in contango and we derive option prices, implied volatilities and skews of VXX from those of VIX in infinitesimal developments. We also perform a calibration on real data which highlights the flexibility of our model in fitting the futures and the vanilla options market of VIX and VXX. Our framework can be used to model other exchange-traded notes on the VIX as well as any market where exchange-traded notes have been introduced on a reference index, hence providing tools to better anticipate and quantify systematic behavior of an exchange-traded note with respect to the underlying index.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{sapina_1197,

title = {The Hurst Exponent of Heart Rate Variability in Neonatal Stress, Based on a Mean-Reverting Fractional Lévy Stable Motion},

author = {Matej ?apina and Matthieu Garcin and Karolina Kramari? and Kre?imir Milas and Dario Brdari? and Marko Piri?},

url = {https://www.worldscientific.com/doi/abs/10.1142/S0219477520500261},

year  = {2020},

date = {2020-08-17},

journal = {Fluctuation And Noise Letters},

volume = {19},

number = {3},

pages = {2050026},

abstract = {We aim at detecting stress in newborns by observing heart rate variability (HRV). The HRV features nonlinearities. Fractal dynamics is a usual way to model them and the Hurst exponent summarizes the fractal information. In our framework, we have observations of short duration, for which usual estimators of the Hurst exponent, like detrended °uctuation analysis (DFA), are not adapted. Moreover, we observe that the Hurst exponent does not vary much between stress and rest phases, but its decomposition in memory and underlying properties of the probability distribution leads to satisfactory diagnostic tools. This decomposition of the Hurst exponent is in addition embedded in a mean-reverting model. The resulting model is a mean-reverting fractional L
evy stable motion (FLSM). We estimate it and use its parameters as diagnostic tools of neonatal stress. Indeed, the value of the speed of reversion parameter is a signi¯cant indicator of stress. The evolution of both parameters in which the Hurst exponent is decomposed provides us with signi¯cant indicators as well. On the contrary, the Hurst exponent itself does not bear useful information.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{craddock_1149,

title = {Lie symmetry methods for local volatility models},

author = {Mark Craddock and Martino Grasselli},

url = {https://www.sciencedirect.com/science/article/abs/pii/S030441491830200X},

year  = {2020},

date = {2020-06-01},

journal = {Stochastic Processes And Their Applications},

volume = {130},

number = {6},

pages = {3802-3841},

abstract = {We investigate PDEs of the form which are associated with the calculation of expectations for a large class of local volatility models. We find nontrivial symmetry groups that can be used to obtain Fourier transforms of fundamental solutions of the PDE. We detail explicit computations in the separable volatility case when , , corresponding to the so called Quadratic Normal Volatility Model. We give financial applications and also show how symmetries can be used to compute first hitting distributions.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{ait_salaht_2680,

title = {An Overview of Service Placement Problem in Fog and Edge Computing},

author = {Farah Ait Salaht and Frédéric Desprez and Adrien Lebre},

url = {https://doi.org/10.1145/3391196},

year  = {2020},

date = {2020-06-01},

journal = {Acm Computing Surveys},

volume = {53},

number = {3},

pages = {1-35},

abstract = {To support the large and various applications generated by the Internet of Things (IoT), Fog Computing was introduced to complement the Cloud Computing and offer Cloud-like services at the edge of the network with low latency and real-time responses. Large-scale, geographical distribution, and heterogeneity of edge computational nodes make service placement in such infrastructure a challenging issue. Diversity of user expectations and IoT devices characteristics also complicate the deployment problem. This article presents a survey of current research conducted on Service Placement Problem (SPP) in the Fog/Edge Computing. Based on a new classification scheme, a categorization of current proposals is given and identified issues and challenges are discussed.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{hamroun_1169,

title = {Existence of large solutions to the Landau-Lifshitz-Bloch equation},

author = {Djamila Hamroun and Kamel Hamdache},

url = {https://www.intlpress.com/site/pub/pages/journals/items/cms/_home/acceptedpapers/index.php},

year  = {2020},

date = {2020-05-14},

journal = {Communications In Mathematical Sciences},

volume = {18},

number = {2},

pages = {487-513},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{alfeus_1213,

title = {A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors},

author = {Mesias Alfeus and Martino Grasselli and Erik Schlögl},

url = {https://www-sciencedirect-com.devinci.idm.oclc.org/science/article/pii/S0165188920300312},

year  = {2020},

date = {2020-05-01},

journal = {Journal Of Economic Dynamics & Control},

volume = {114},

pages = {103861},

abstract = {Starting from the observation that single-currency swap basis spreads contradict classical arbitrage arguments, we construct a framework where this basis arises due to the presence of ?roll-over risk.? This risk consists of two components: (1) facing a higher credit spread (e.g. due to a credit downgrade) when rolling over short-term borrowing (2) heightened borrowing costs due to an absence of market liquidity. The model simultaneously fits OIS, interest rate swap and basis swap market quotes. Including CDS market quotes allows the two components of roll-over risk to be explicitly separated. This is highly relevant to the current LIBOR transition, illustrating why alternative benchmarks are fundamentally different from the rates they may be replacing.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{hamdache_606,

title = {Weak Solutions to Unsteady and Steady Models of Conductive Magnetic Fluids},

author = {Kamel Hamdache and Djamila Hamroun},

url = {https://link.springer.com/article/10.1007%2Fs00245-018-9505-x},

year  = {2020},

date = {2020-04-01},

journal = {Applied Mathematics And Optimization},

volume = {81},

pages = {479-509},

abstract = {We study a nonlinear coupling system of partial differential equations describing the dynamic of a magnetic fluid with internal rotations. The present mathematical model generalizes those discussed previously in the literature since actually the fluid is electrically conducting inducing additional nonlinearities in the problem and the dynamics of the magnetic field is described by the quasi-static Maxwell equations instead of the usual magnetostatic ones. We prove existence of weak solutions with finite energy first for the unsteady problem then for the steady one.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{vannini_2790,

title = {Gyrokinetic investigation of the damping channels Alfven modes in ASDEX Upgrade},

author = {Francesco Vannini and Alessandro Biancalani and Alberto Bottino and Thomas Hayward-Schneider and Philipp Lauber and Alexey Mishchenko and Ivan Novikau and Emanuele Poli},

url = {https://doi.org/10.1063/1.5134979},

year  = {2020},

date = {2020-04-01},

journal = {Physics Of Plasmas},

volume = {27},

number = {4},

pages = {042501},

abstract = {The linear destabilization and nonlinear saturation of energetic-particle driven Alfv enic instabilities in tokamaks strongly depend on the

damping channels. In this work, the collisionless damping mechanisms of Alfv enic modes are investigated within a gyrokinetic framework

by means of global simulations with the particle-in-cell code ORB5 and compared with the eigenvalue code LIGKA and reduced models. In

particular, the continuum damping and the Landau damping (of ions and electrons) are considered. The electron Landau damping is found

to be dominant compared to the ion Landau damping for experimentally relevant cases. As an application, the linear and nonlinear dynamics

of toroidicity induced Alfv en eigenmodes and energetic-particle driven modes in ASDEX Upgrade is investigated theoretically and compared

with experimental measurements.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{grunspan_1214,

title = {Effective asymptotic analysis for finance},

author = {Cyril Grunspan and Joris Van Der Hoeven},

url = {https://www.worldscientific.com/doi/10.1142/S0219024920500132},

year  = {2020},

date = {2020-03-01},

journal = {International Journal of Theoretical and Applied Finance},

volume = {23},

number = {2},

pages = {2050013},

abstract = {It is known that an adaptation of Newton's method allows for the computation of functional inverses of formal power series. We show that it is possible to successfully use a similar algorithm in a fairly general analytical framework. This is well suited for functions that are highly tangent to identity and that can be expanded with respect to asymptotic scales of ?exp-log functions?. We next apply our algorithm to various well-known functions coming from the world of quantitative finance. In particular, we deduce asymptotic expansions for the inverses of the Gaussian and the Black-Scholes pricing functions.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{ma_3119,

title = {Credal Transfer Learning With Multi-Estimation for Missing Data},

author = {Zongfang Ma and Zhe Liu and Yiru Zhang and Lin Song and Jihuan He},

url = {https://ieeexplore.ieee.org/abstract/document/9046814},

year  = {2020},

date = {2020-03-01},

journal = {Ieee Access},

volume = {8},

pages = {70316 - 70328},

abstract = {Transfer learning (TL) has grown popular in recent years. It is effective to improve the classification accuracy in the target domain by using the training knowledge in the related domain (called source domain). However, the classification of missing data (or incomplete data) is a challenging task for TL because different strategies of imputation may have strong impacts on learning models. To address this problem, we propose credal transfer learning (CTL) with multi-estimation for missing data based on belief function theory by introducing uncertainty and imprecision in data imputation procedure. CTL mainly consists of three steps: Firstly, the query patterns are reasonably mapped into multiple versions in source domain to characterize the uncertainty caused by missing values. Afterwards, the multiple mapping patterns are classified in the source domain to obtain the corresponding outputs with different discounting factors. Finally, the discounted outputs, represented by the basic belief assignments (BBAs), are submitted to a new belief-based fusion system to get the final classification result for the query patterns. Three comparative experiments are given to illustrate the interests and potentials of CTL method.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{vazquez_hernandez_1220,

title = {Effects of enduring involvement and perceived content vividness on digital engagement},

author = {Erik Ernesto Vazquez Hernandez},

url = {https://www.emerald.com/insight/content/doi/10.1108/JRIM-05-2018-0071/full/html},

year  = {2020},

date = {2020-01-16},

journal = {Journal Of Research In Interactive Marketing},

volume = {14},

number = {1},

pages = {1-16},

abstract = {Retail marketers use brand communities (BCs) on social media (SM) to create digital engagement and reach new customers. However, this marketing form needs perceived content vividness and enduring involvement with products. The purpose of this study compares digital engagement (measured as an intention to recommend a retail brand online) produced by BCs of retailers at three levels of cognitive load (measured as exposure time to website).},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{garcin_1372,

title = {Fractal analysis of the multifractality of foreign exchange rates},

author = {Matthieu Garcin},

url = {https://www.unive.it/pag/31137/},

year  = {2020},

date = {2020-01-01},

journal = {Mathematical Methods in Economics and Finance},

volume = {13-14},

number = {1},

pages = {49-73},

abstract = {x},

keywords = {},

pubstate = {published},

tppubtype = {article}

}