Science des données, transformation digitale, risques et systèmes complexes

@article{grunspan_560,

title = {Double Spend Races},

author = {Cyril Grunspan and Ricardo Pérez-Marco},

url = {https://www.worldscientific.com/doi/abs/10.1142/S021902491850053X},

year  = {2018},

date = {2018-11-21},

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

volume = {21},

number = {8},

pages = {1850053},

abstract = {We correct the double spend race analysis given in Nakamoto's foundational Bitcoin article and find the exact closed-form formula for the probability of success of a double spend attack using the regularized incomplete beta function. We give the first proof of its exponential decay on the number of confirmations, often cited in the literature, and find an asymptotic formula. Larger number of confirmations are required compared to those given by Nakamoto. We also compute this probability conditional to the knowledge of the time of the confirmations. This provides a finer risk analysis than the classical one.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{jacquot_561,

title = {Le tourisme de mémoire au prisme du « big data ». Cartographier les circulations touristiques pour observer les pratiques mémorielles},

author = {Sébastien Jacquot and Gaël Chareyron and Saskia Cousin},

url = {http://journals.openedition.org/tourisme/1713},

year  = {2018},

date = {2018-09-01},

journal = {Mondes du Tourisme},

volume = {14},

abstract = {Battlefield tourism and memory tourism are the subject of public policies to build memorial destinations. Based on the analysis and the mapping of the practices and flows of visitors, but also their national origins and the meaning that they confer to their experiences, this article questions the tourist consistency of these memorial territorial constructions. The originality of our investigation relies on our sources and methods: the collection and the analysis of the digital footprints from social networks aimed at sharing experiences and pictures (TripAdvisor and Flickr), in order to identify the communities and the networks constituted by the practices, through their differentiations and at various scales.},

keywords = {},

pubstate = {online},

tppubtype = {article}

}

@article{despres_167,

title = {Navier-Stokes Hierarchies of Reduced MHD Models in Tokamak Geometry},

author = {Bruno Després and Rémy Sart},

url = {https://link.springer.com/article/10.1007%2Fs00021-017-0323-8},

year  = {2018},

date = {2018-06-01},

journal = {Journal Of Mathematical Fluid Mechanics},

volume = {20},

number = {2},

pages = {329-357},

abstract = {We study the closure of reduced MHD models, such as the ones which are used in the modeling of Tokamaks and ITER, see Franck et al. (ESAIM: M2AN 49(5), 2015) and Guillard (2015) and references therein. We show how to modify the entropy moment methods to obtain a hierarchy of Navier-Stokes like models in potential formulation with a correct energy balance. Our procedure is well adapted to the complicated geometry of the torus. We obtain mainly two original results. One is a comparison principle between all these models: it explains that the dynamics of a reduced model is a lower bound of the dynamics of the initial model. The other one the existence of a weak solution to some of these complicate models adapted to the Tokamak geometry.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{brunel_523,

title = {A general asymptotic formula for distinct partitions},

author = {Vivien Brunel},

url = {https://www.sciencedirect.com/science/article/abs/pii/S0003491618300861?via%3Dihub},

year  = {2018},

date = {2018-06-01},

journal = {Annals Of Physics},

volume = {394},

pages = {73-83},

abstract = {Many asymptotic formulas exist for unrestricted integer partitions as well as for equal partitions of integers into a finite number of parts. We use an analogy with fermion gases and the tools of statistical physics to derive asymptotic formulas for distinct partitions with a large but finite number of parts. These results are supported by the fact that we recover some other existing asymptotic results and by numerical comparisons with exact results.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{chamoun_2787,

title = {Numerical analysis of a chemotaxisswimming bacteria model on a general triangular mesh.},

author = {Georges Chamoun and Mazen Saad and Raafat Talhouk},

url = {https://doi.org/10.1016/j.apnum.2018.01.017},

year  = {2018},

date = {2018-05-01},

journal = {Applied Numerical Mathematics},

volume = {127},

number = {3},

pages = {324-348},

abstract = {This paper is devoted to the numerical study of a model arising from biology, consisting of chemotaxis equations coupled to Navier-Stokes flow through transport and external forcing. A detailed convergence analysis of this chemotaxis-fluid model by means of a suitable combination of the finite volume method and the nonconforming finite element method is investigated. In the case of nonpositive transmissibilities, a correction of the diffusive fluxes is necessary to maintain the monotonicity of the numerical scheme. Finally, many numerical tests are given to illustrate the behavior of the anisotropic Keller-Segel-Stokes system.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{hamdache_522,

title = {The appearance of memory effects for a conservative system},

author = {Kamel Hamdache and Luc Tartar},

url = {http://www.sciencedirect.com/science/article/pii/S0362546X18301044},

year  = {2018},

date = {2018-04-01},

journal = {Nonlinear Analysis-Theory Methods & Applications},

volume = {177},

pages = {532-542},

abstract = {We adapt and generalize to conservative systems the analysis of a model in Tartar (1989), a sequence of differential equations which in the limit gives an effective equation with a memory effect: our result is obtained under more realistic assumptions concerning the oscillations of the initial data and the coefficients. © 2018 Published by Elsevier Ltd.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{toufaily_2799,

title = {What Do Learners Value in Online Education? An Emerging Market Perspective},

author = {Elissar Toufaily and Tatiana ZALAN and Dennis Lee},

url = {https://www.learntechlib.org/p/191108/.},

year  = {2018},

date = {2018-02-01},

journal = {E-Journal of Business Education and Scholarship of Teaching},

volume = {12},

number = {2},

pages = {24-39},

abstract = {The purpose of this paper is to explore the value of e-learning from a student's perspective and develops a dynamic model for evaluating e-learning perceived value in an emerging market context. A qualitative research design, via semi-structured interviews, was adopted with a group of respondents composed of undergraduate and postgraduate students who were enrolled in online, hybrid and face-to-face programs. Coding, categorization and thematic analysis of the interviews resulted in seven value dimensions, with their "Get" and "Give" components, of the dynamic learning experience. The study highlights the importance of each value dimension in relation to the stage of the learner experience, namely, prior to, during and after the delivery. Our research extends current e-learning perceived value research and frameworks. The paper provides guidelines for higher education institutions and policy makers on institutional change to support e-learning initiatives.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{amirat_166,

title = {Stationary solutions of a heated magnetic fluid model},

author = {Youcef Amirat and Kamel Hamdache},

url = {https://www.tandfonline.com/doi/full/10.1080/00036811.2017.1392013},

year  = {2018},

date = {2018-01-01},

journal = {Applicable Analysis},

volume = {97},

number = {16},

pages = {2762-2777},

abstract = {We consider the differential system which describes the steady flow and heat transfer of an incompressible viscous magnetic fluid in the presence of a heat source and an external magnetic field. The system consists of the stationary incompressible Navier-Stokes equations, the magnetostatic equations and the stationary heat equation. We prove, for the differential system posed in a bounded domain of R3 and equipped with boundary conditions, the existence of weak solutions by using regularization of the Kelvin body force, linearization, and the Schauder fixed point theorem.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{grasselli_40,

title = {The 4/2 stochastic volatility mode},

author = {Martino Grasselli},

url = {https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2523635},

year  = {2017},

date = {2017-10-01},

journal = {Mathematical Finance},

volume = {27},

number = {4},

pages = {1013-1034},

abstract = {We introduce a new stochastic volatility model that includes, as special instances, the Heston (1993) and the 3/2 model of Heston (1997) and Platen (1997). Our model exhibits important features: first, instantaneous volatility can be uniformly bounded away from zero, and second, our model is mathematically and computationally tractable, thereby enabling an efficient pricing procedure. This called for using the Lie symmetries theory for PDEs; doing so allowed us to extend known results on Bessel processes. Finally, we provide an exact simulation scheme for the model; this is useful in view of the numerical applications.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{callegaro_19,

title = {Pricing via Quantization in Stochastic Volatility Models},

author = {Gorgia Callegaro and Lucio Fiorin and Martino Grasselli},

url = {https://www.tandfonline.com/doi/abs/10.1080/14697688.2016.1255348},

year  = {2017},

date = {2017-06-01},

journal = {Quantitative Finance},

volume = {17},

number = {6},

pages = {p855-p872},

abstract = {In this paper we apply a new methodology based on quantization to price options in stochastic volatility models. This method can be applied to any model for which an Euler scheme is available for the underlying process and it allows for pricing vanillas, as well as exotics, thanks to the knowledge of the transition probabilities for the discretized stock process. We apply the methodology to some celebrated stochastic volatility models, including the Stein and Stein (1991) model and the SABR model introduced in Hagan and Woodward (2002). A numerical exercise shows that the pricing of vanillas turns out to be accurate; in addition, when applied to some exotics like equity-volatility options, the quantization-based method overperforms by far the Monte Carlo simulation.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}