References of "Schiltz, Jang 50003012"
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See detailGrande précarité, psycho traumatisme, souffrance narcissique : Résultats d’une recherche-action à méthodologie quantitative et qualitative intégrée.
Schiltz, Lony; Ciccarello, Audrey; Ricci-Boyer, Laetitia et al

in Annales Médico-Psychologiques (2014), 172

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See detailAn R-package for Finite Mixture Models
Schiltz, Jang UL; Guigou, Jean-Daniel UL; Lovat, Bruno

Scientific Conference (2013, December 07)

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See detailA generalised finite mixture model
Schiltz, Jang UL

Scientific Conference (2013, November 27)

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See detailConditioned Higher Moment Portfolio Optimisation Using Optimal Control
Boissaux, Marc; Schiltz, Jang UL

Scientific Conference (2013, July 01)

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See detailConditioned Higher Moment Portfolio Optimisation Using Optimal Control
Boissaux, Marc; Schiltz, Jang UL

in Terraza, Virginie; Razaafitombo, H. (Eds.) Understanding Investment Funds: Insights from Performance and Risk Analysis (2013)

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See detailMécanismes de défense et stratégies d’ajustement au masculin et au féminin: étude structurale comparée basée sur la production artistique de personnes en rupture de projet de vie.
Schiltz, Lony; Ciccarello, Audrey; Ricci-Boyer, Laetitia et al

in Bulletin de la Société des Sciences Médicales du Grand-Duché de Luxembourg (2013), 2013(2), 7-24

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See detailWhen the Foundations of Life have been Upset… An Integrated Clinical and Experimental Study with Refugees and Asylum Seekers
Schiltz, Lony; Schiltz, Jang UL

in Archives of Psychiatry and Psychotherapy (2013), 15(2), 53-62

Aim Recent research results in clinical psychology, health psychology and neurobiology underline the relationship between dissociative states, complex posttraumatic syndromes and borderline functioning ... [more ▼]

Aim Recent research results in clinical psychology, health psychology and neurobiology underline the relationship between dissociative states, complex posttraumatic syndromes and borderline functioning [11]. Our study is meant to investigate the traumatic hypothesis of borderline functioning and to develop appropriate psychotherapeutic measures based on artistic mediations. Material and Methods.To estimate the effect of traumatic events, from the beginning of life up to recent stressors, linked to natural catastrophes, war, political persecution and migration, we undertook an integrated clinical and experimental study with a sample of 73 refugees and asylum seekers. In a second stage, those who suffered from PTSD or complex post-traumatic states were offered to attend arts psychotherapeutic sessions.. To investigate the personality functioning at the structural level, we used a mixed quantitative and qualitative methodology, combining a semi-structured biographical interview, a projective test, i.e. the Sentences Completion Test, for which we developed a new manner of interpretation , and psychometric scales, i.e. the HADS and the Index of Wellbeing . Furthermore, we analysed the artistic production (pictures, stories written under musical induction) with the help of rating scales constructed in the phenomenological and structural tradition. Results. With the help of non parametric multidimensional statistics, we extracted two profiles of personality functioning, linked either to repeated breaks, negligence and maltreatment from the beginning of life, or either to a recent external catastrophe, interrupting a continuous life course. Through the evaluation of the arts therapeutic sessions, we could note the first signs of resumption of the blocked process of subjectivation. Discussion.The results of the study support the traumatogenic hypothesis of borderline functioning, as well as current clinical considerations concerning the defensive role of dissociation in complex posttraumatic states. Conclusion. The study opens tracks for future research concerning an in depth investigation of the arts therapeutic process with traumatized people. [less ▲]

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See detailStatistical shape analysis for the classification of renal tumors affecting children
Schiltz, Jang UL; Giebel, Stefan; Schenk, Jens-Peter

in Pakistan Journal of Statistics (2013), 29(1), 129-138

In this research project, we describe an application of statistical shape analysis. In order to differentiate the various kidney tumours appearing in childhood we use shape analysis on two-dimensional ... [more ▼]

In this research project, we describe an application of statistical shape analysis. In order to differentiate the various kidney tumours appearing in childhood we use shape analysis on two-dimensional magnetic resonance images (MRI). We show that this mathematical procedure can be an interesting tool to assist the radiologist who is required to make a decision based on their intuition and their experience in lack of specific tumour characteristics. This study is the first one using MR images in oncology for statistical shape analysis. Our method is innovative in the way to find suitable landmarks and to test the differences, even if the sample size is small. In order to test the mean shape, the statistical test of Ziezold is used. [less ▲]

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See detailA Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems
Boissaux, Marc; Schiltz, Jang UL

E-print/Working paper (2013)

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See detailRobustness of groups and trajectories in Nagin's finite mixture model
Guigou, Jean-Daniel UL; Lovat, Bruno; Schiltz, Jang UL

Scientific Conference (2012, June 07)

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See detailOptimal mix of funded and unfunded pension systems: The case of Luxembourg
Guigou, Jean-Daniel UL; Lovat, Bruno; Schiltz, Jang UL

in Pensions : An International Journal (2012), 17(4), 208-222

Financing of the Luxembourg pension system is based on a pay-as-you-go (PAYG) system and hence on an intergenerational contract. As is the case for most other European countries, this system will be ... [more ▼]

Financing of the Luxembourg pension system is based on a pay-as-you-go (PAYG) system and hence on an intergenerational contract. As is the case for most other European countries, this system will be exposed to the effects of demographic ageing over the coming decades. The aim of this article is to develop a model that allows evaluating the effi ciency of a diversifi ed pension system fi nanced partly by a PAYG scheme and partly by capitalization. The efficiency is measured by the long-term sustainability of the system. We compare the sustainability of our model with the one of a pure PAYG system. [less ▲]

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See detailConditioned Higher Moment Portfolio Optimisation Using Optimal Control
Boissaux, Marc; Schiltz, Jang UL

E-print/Working paper (2012)

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See detailOptimal mix of funded and unfunded pension systems: the case of Luxembourg
Guigou, Jean-Daniel UL; Lovat, Bruno; Schiltz, Jang UL

E-print/Working paper (2012)

Financing of the Luxembourg pension system is based on a pay-as-you-go (PAYG) system <br />and hence on an inter-generational contract. As is the case for most other European <br />countries, this system ... [more ▼]

Financing of the Luxembourg pension system is based on a pay-as-you-go (PAYG) system <br />and hence on an inter-generational contract. As is the case for most other European <br />countries, this system will be exposed to the effects of demographic ageing over the coming <br />decades. <br />The aim of this paper is to develop a model that allows to evaluate the efficiency of a <br />diversified pension system financed partly by a pay-as-you-go scheme and partly by <br />capitalisation. The efficiency is measured by the long term sustainability of the system. We <br />compare the sustainability of our model to the one of a pure pay-as-you-go system. [less ▲]

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See detailApplication of Shape Analysis on 3D Images - MRI of Renal Tumors
Schiltz, Jang UL; Giebel, Stefan; Graf, Norbert et al

in Journal of the Iranian Statistical Society (2012), 11(2), 131-146

The image recognotion and the classification of objects according to the images are more in focus of interests, especially in medicine. A mathematical procedure allows us, not only to evaluate the amount ... [more ▼]

The image recognotion and the classification of objects according to the images are more in focus of interests, especially in medicine. A mathematical procedure allows us, not only to evaluate the amount of data per se, but also ensures that each image is processed similarly. Here in this study, we propose the power of shape analysis, in conjunction with neural networks for reducing white noise instead of searching an optimal metric, to support the user in his evaluation of MRI of renal tumors. Therapy of renal tumors in childhood bases on therapy optimizing SIOP(Society of Pediatric Oncology and Hematology)-study protocols in Europe. The most frequent tumor is the nephroblastoma. Other tumor entities in the retroperitoneum are clear cell sarcoma, renal cell carcinoma and extrarenal tumors, especially neuroblastoma. Radiological diagnosis is produced with the help of cross sectional imaging methods (computertomography CT or Magnetic Resonance Images MRI). Our research is the first mathematical approach on MRI of retroperitoneal tumors (n=108). We use MRI in 3 planes and evaluate their potential to differentiate other types of tumor by Statistical Shape Analysis. Statistical shape Analysis is a methology for analyzing shapes in the presence of randomness. It allows to study two- or more dimensional objects, summarized according to key points called landmarks, with a possible correction of size and position of the object. To get the shape of an object without information about position and size, centralisation and standardisation procedures are used in some metric space. This approach provides an objective methodology for classification whereas even today in many applications the decision for classifying according to the appearance seems at most intuitive. We determine the key points or three dimensional landmarks of retroperitoneal tumors in childhood by using the edges of the platonic body (C60) and test the difference between the groups (nephroblastoma versus non-nephroblastoma). [less ▲]

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See detailPractical Weight-Constrained Conditioned Portfolio Optimization Using Risk Aversion Indicator Signals
Schiltz, Jang UL; Boissaux, Marc

Scientific Conference (2012)

Within a traditional context of myopic discrete-time mean-variance portfolio optimisation, the problem of conditioned optimisation, in which predictive information about returns contained in a signal is ... [more ▼]

Within a traditional context of myopic discrete-time mean-variance portfolio optimisation, the problem of conditioned optimisation, in which predictive information about returns contained in a signal is used to inform the choice of portfolio weights, was rst expressed and solved in concrete terms by Ferson and Siegel ([1]). An optimal control formulation of conditioned portfolio problems was proposed and justi ed by Boissaux and Schiltz ([2]). This opens up the possibility of solving variants of the basic problem that do not allow for closed-form solutions through the use of standard numerical algorithms used for the discretisation of optimal control problems. The present paper contributes to the empirical literature on this topic. Risk aversion (or, equivalently, risk appetite) indicators, aiming to quantify di erent time-varying de nitions of investor attitudes toward risk, are both provided by nancial service providers and discussed in the academic literature - see e.g. Coudert and Gex ([3]). We compare the performance of strategies resulting from conditioned optimisation and using several possible indicators for signalling purposes, to that obtained using standard approaches to portfolio investment. In particular, we report on both ex ante improvements to the accessible e cient frontier as measured through the typical associated metrics such as the Sharpe ratio, and ex post results a ected, most notably, by speci cation errors regarding the relationship between signal and returns. We then discuss di erent problem parameters, examine their impact on performance and check whether signi cant ex post improvements may be achieved through optimal parameter selection. [less ▲]

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See detailOn the classical solution to the linear-constrained minimum energy problem
Schiltz, Jang UL; Boissaux, Marc UL

in International Journal of Control (2012), 1

Minimum energy problems involving linear systems with quadratic performance criteria are classical in optimal control theory. The case where controls are constrained is discussed in Athans and Falb (1966 ... [more ▼]

Minimum energy problems involving linear systems with quadratic performance criteria are classical in optimal control theory. The case where controls are constrained is discussed in Athans and Falb (1966) [Athans, M. and Falb, P.L. (1966), Optimal Control: An Introduction to the Theory and Its Applications, New York: McGraw-Hill Book Co.] who obtain a componentwise optimal control expression involving a saturation function expression. We show why the given expression is not generally optimal in the case where the dimension of the control is greater than one and provide a numerical counterexample. [less ▲]

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See detailAnalysis of the salary distribution in Luxembourg - a finite mixture approach
Schiltz, Jang UL; Guigou, Jean-Daniel UL; Lovat, Bruno et al

Scientific Conference (2011, December 11)

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See detailBorderline Functioning and Life Trauma
Schiltz, Lony; Schiltz, Jang UL

Scientific Conference (2011, July 03)

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See detailPractical Weight-Constrained Conditioned Portfolio Optimisation Using Risk Aversion Indicator Signals
Boissaux, Marc; Schiltz, Jang UL

Scientific Conference (2011, May 25)

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