Upside down with the strong partial clones

E-print/Working paper (2013)

Macroeconomic Foundations of Financial Predictability

E-print/Working paper (2013)

Fiber bundles and connections

E-print/Working paper (2012)

Excludability and Contribution: A Laboratory Study in Team Production

E-print/Working paper (2012)

Noise Trading and the Cross-Section of Index Option Prices

E-print/Working paper (2012)

Lectures on Supergeometry

E-print/Working paper (2012)

The Governance of Perpetual Financial Intermediaries

E-print/Working paper (2012)

Modeling default correlation in a US retail loan portfolio

E-print/Working paper (2012)

Does the GARCH Structural Credit Risk Model Make a Difference?

E-print/Working paper (2011)

In this study, we empirically investigate and evaluate various approaches to structurally assess credit risk using a panel of European banking groups. We consider not only the standard approaches in the ... [more ▼]

In this study, we empirically investigate and evaluate various approaches to structurally assess credit risk using a panel of European banking groups. We consider not only the standard approaches in the literature, but also include models that allow the asset volatility to be stochastic and models that allow for short- and long-term components of default risk. Models are evaluated by comparing their ability to correctly and timely identify changes in risk indicators. Surprisingly, we find that the GARCH structural credit risk model, despite its more sophisticated modeling approach, typically underperforms more basic models. Importantly for macro-prudential policy, the combined Merton/GARCH-MIDAS model performs best and reflects important market events earlier than the other approaches. [less ▲]

Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas

E-print/Working paper (2011)

Using Monte Carlo to Price Continuously Monitored Barrier Options on Discontinuously Traded Underlyings

E-print/Working paper (2011)

Transparency and Ending Times of Call Auctions: A Comparison of Euronext and Xetra

E-print/Working paper (2011)

Public Good and Private Good Valuation for Waiting, Time Reduction: A Laboratory Study

E-print/Working paper (2011)

The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps

E-print/Working paper (2011)

Luxemburger Auswanderer und ihre Nachfahren in den USA Eine Sekundärauswertung der American Community Survey

E-print/Working paper (2010)

Contingent Capital: The Case for COERCs

E-print/Working paper (2010)

Modeling structural changes in the volatility process

E-print/Working paper (2010)

Georges-Louis Leclerc de Buffon’s ‘Essays on Moral Arithmetic

E-print/Working paper (2010)

Théorie des représentations du groupe symétrique

E-print/Working paper (2009)

Time-Variation in Term Permia: International Survey-Based Evidence

E-print/Working paper (2009)

A Cumulative Prospect Theory Approach to Option Pricing

E-print/Working paper (2009)

Law, corporate governance and financial system: Econometric analysis of French case

E-print/Working paper (2008)

An Experimental Analysis of Optimal Renewable Resource Management:The Fishery

E-print/Working paper (2008)

Relative Performance Evaluation, Risk Aversion and Entry

E-print/Working paper (2007)

Financial versus Social Efficiency of Corporate Bankruptcy Law: the French Dilemma ?

E-print/Working paper (2007)

Impact de l’attrait des places bancaires sur les taux d’intérêt créditeurs : Un modèle de formation des taux créditeurs estimé sur données en panel de banques européennes

E-print/Working paper (2001)

This article evaluates the impact of banking centers' attractiveness on deposit interest rates. Using balance-sheet data from a set of 135 banks, the authors test an intermediation model of deposit rate ... [more ▼]

This article evaluates the impact of banking centers' attractiveness on deposit interest rates. Using balance-sheet data from a set of 135 banks, the authors test an intermediation model of deposit rate determination. In particular, the investigation shows a significant impact of « confidentiality » on deposit rates, thus confirming the importance of qualitative variables favouring local differentiation and clustering of banking activities. [less ▲]

Hinweis auf das Projekt : Effizienz des Frühunterrichts: begleitende Forschung im Rahmen der Fremdsprachenreformen“, esquisse de l’orientation de la recherche conduite au sein du projet d’étude sur l’introduction de l’enseignement précoce du français dans les écoles primaires de la Sarre

E-print/Working paper (2001)

On linear decompositions of L-valued simple graphs

E-print/Working paper (-)

In this report we will present a linear decomposition of a given L- valued binary relation into a set of sub-relations of kernel-dimension one. We will apply this theoretical result to the design of a ... [more ▼]

In this report we will present a linear decomposition of a given L- valued binary relation into a set of sub-relations of kernel-dimension one. We will apply this theoretical result to the design of a faster algorithm for computing L-valued kernels on general L-valued simple graphs. [less ▲]

Le français langue seconde dans les écoles maternelles et primaires de la République de Vanuatu (Pacifique Sud), Bilan d’une année d’étude dans le cadre de la « bourse d‘excellence postdoctorale Aupelf-Uref »

E-print/Working paper (1995)

TikZ is more than meets the eyes

E-print/Working paper (n.d.)

On basis vectors of lattices

E-print/Working paper (n.d.)

Integer lattices enjoy increasing interest among mathematicians and cryptographers. However, there are still many elementary open questions, like finding specific vectors or particular bases of a given ... [more ▼]

Integer lattices enjoy increasing interest among mathematicians and cryptographers. However, there are still many elementary open questions, like finding specific vectors or particular bases of a given lattice. Our study consists in exhibiting which integer vectors may be chosen as basis vectors of a chosen lattice. The compelling part of our development is that this condition is obtained through an unusual application of Dirichlet's Theorem on primes in arithmetic progressions and that it has a surprising consequence for vectors achieving the successive minima. [less ▲]

Pascal triangle for kids

E-print/Working paper (n.d.)

Mathematical hourglasses, just in time

E-print/Working paper (n.d.)

Beware proportions

E-print/Working paper (n.d.)

New Constructions of Verifiable Delay Functions

E-print/Working paper (n.d.)

Four Riddles with Four Brothers

E-print/Working paper (n.d.)

Linear smoothed extended finite element method

E-print/Working paper (n.d.)

The extended finite element method (XFEM) was introduced in 1999 to treat problems involving discontinuities with no or minimal remeshing through appropriate enrichment functions. This enables elements to ... [more ▼]

The extended finite element method (XFEM) was introduced in 1999 to treat problems involving discontinuities with no or minimal remeshing through appropriate enrichment functions. This enables elements to be split by a discontinuity, strong or weak and hence requires the integration of discontinuous functions or functions with discontinuous derivatives over elementary volumes. Moreover, in the case of open surfaces and singularities, special, usually non-polynomial functions must also be integrated.A variety of approaches have been proposed to facilitate these special types of numerical integration, which have been shown to have a large impact on the accuracy and convergence of the numerical solution. The smoothed extended finite element method (SmXFEM) [1], for example, makes numerical integration elegant and simple by transforming volume integrals into surface integrals. However, it was reported in [1, 2] that the strain smoothing is inaccurate when non-polynomial functions are in the basis. This is due to the constant smoothing function used over the smoothing domains which destroys the effect of the singularity. In this paper, we investigate the benefits of a recently developed Linear smoothing procedure [3] which provides better approximation to higher order polynomial fields in the basis. Some benchmark problems in the context of linear elastic fracture mechanics (LEFM) are solved to compare the standard XFEM, the constant-smoothed XFEM (Sm-XFEM) and the linear-smoothed XFEM (LSm-XFEM). We observe that the convergence rates of all three methods are the same. The stress intensity factors (SIFs) computed through the proposed LSm-XFEM are however more accurate than that obtained through Sm-XFEM. To conclude, compared to the conventional XFEM, the same order of accuracy is achieved at a relatively low computational effort. [less ▲]

Divisibility conditions on the order of the reductions of algebraic numbers

E-print/Working paper (n.d.)

Let K be a number field, and let G be a finitely generated subgroup of K*. Without relying on (GRH) we prove an asymptotic formula for the number of primes \p of K such that the order of (G mod \p) is ... [more ▼]

Let K be a number field, and let G be a finitely generated subgroup of K*. Without relying on (GRH) we prove an asymptotic formula for the number of primes \p of K such that the order of (G mod \p) is divisible by a fixed integer. We also provide a rational expression for the natural density of this set. Furthermore, we study the primes \p for which the order is k-free, and those for which the order has a prescribed \ell-adic valuation for finitely many primes \ell. An additional condition on the Frobenius conjugacy class of \p may be considered. In order to establish these results, we prove an unconditional version of the Chebotarev density theorem for Kummer extensions of number fields. [less ▲]

Calabi-Yau structures on (quasi)-bisymplectic algebras

E-print/Working paper (n.d.)

Not participating in education, employment or training (NEET): Hope to mitigate new social risks in the UK?

E-print/Working paper (n.d.)

Young people not participating in education, employment or training (NEET) are a key policy concern in Europe. We examine whether hope, as a form of life course agency, plays a protective role against the ... [more ▼]

Young people not participating in education, employment or training (NEET) are a key policy concern in Europe. We examine whether hope, as a form of life course agency, plays a protective role against the risk of being NEET in the context of the British welfare state. Hope is conceptualised as multidimensional: being a temporally embedded, agentic mentality comprised of one’s sense of adaptive decision-making in the present and pathways thinking towards the future. Longitudinal estimations based on the latest Understanding Society microdata (2009-2018) indicate a direct association between higher-hope modes, on average, and a lower likelihood of being NEET. Further, our study assesses whether hopeful agency is moderated by the experience of parental worklessness. Findings indicate that while hope is not more important for those who experienced disadvantages in upbringing, hopeful agency is shown to be equally important in the face of past and present NEET risks. For the UK, building young peoples’ adaptive, agentic mentality towards their future in education or employment over the long-term, may prove one cost-effective policy approach. [less ▲]

Prime divisors of the l-Genocchi numbers and the ubiquity of Ramanujan-style congruences of level l

E-print/Working paper (n.d.)

Let \ell be any fixed prime number. We define the \ell-Genocchi numbers by G_n:=\ell(1-\ell^n)B_n, with B_n the n-th Bernoulli number. They are integers. We introduce and study a variant of Kummer's ... [more ▼]

Let \ell be any fixed prime number. We define the \ell-Genocchi numbers by G_n:=\ell(1-\ell^n)B_n, with B_n the n-th Bernoulli number. They are integers. We introduce and study a variant of Kummer's notion of regularity of primes. We say that an odd prime p is \ell-Genocchi irregular if it divides at least one of the \ell-Genocchi numbers G_2,G_4,..., G_{p-3}, and \ell-regular otherwise. With the help of techniques used in the study of Artin's primitive root conjecture, we give asymptotic estimates for the number of \ell-Genocchi irregular primes in a prescribed arithmetic progression in case \ell is odd. The case \ell=2 was already dealt with by Hu, Kim, Moree and Sha (2019). Using similar methods we study the prime factors of (1-\ell^n)B_{2n}/2n and (1+\ell^n)B_{2n}/2n. This allows us to estimate the number of primes p\leq x for which there exist modulo p Ramanujan-style congruences between the Fourier coefficients of an Eisenstein series and some cusp form of prime level \ell. [less ▲]

Kummer theory for finite fields and p-adic fields

E-print/Working paper (n.d.)

Let K be a finite field or a finite extension of Qp for some prime number p. If G is a finitely generated subgroup of K*, then we can consider the degree of the cyclotomic-Kummer extension K(\zeta_N ... [more ▼]

Let K be a finite field or a finite extension of Qp for some prime number p. If G is a finitely generated subgroup of K*, then we can consider the degree of the cyclotomic-Kummer extension K(\zeta_N, \sqrt[n]{G})/K, where n divides N. If K is a finite field, then we give a closed formula for the degree, while if K is a p-adic field, then we describe a strategy to compute the degree. [less ▲]

Weakening the tight coupling between geometry and simulation in isogeometric analysis: from sub- and super- geometric analysis to Geometry Independent Field approximaTion (GIFT)

E-print/Working paper (n.d.)

This paper presents an approach to generalize the concept of isogeometric analysis (IGA) by allowing different spaces for parameterization of the computational domain and for approximation of the solution ... [more ▼]

This paper presents an approach to generalize the concept of isogeometric analysis (IGA) by allowing different spaces for parameterization of the computational domain and for approximation of the solution field. The method inherits the main advantage of isogeometric analysis, i.e. preserves the original, exact CAD geometry (for example, given by NURBS), but allows pairing it with an approximation space which is more suitable/flexible for analysis, for example, T-splines, LR-splines, (truncated) hierarchical B-splines, and PHT-splines. This generalization offers the advantage of adaptive local refinement without the need to re-parameterize the domain, and therefore without weakening the link with the CAD model. We demonstrate the use of the method with different choices of the geometry and field splines, and show that, despite the failure of the standard patch test, the optimum convergence rate is achieved for non-nested spaces. [less ▲]

A new one point quadrature rule over arbitrary star convex polygon/polyhedron

E-print/Working paper (n.d.)

The Linear Smoothing (LS) scheme \cite{francisa.ortiz-bernardin2017} ameliorates linear and quadratic approximations over convex polytopes by employing a three-point integration scheme. In this work, we ... [more ▼]

The Linear Smoothing (LS) scheme \cite{francisa.ortiz-bernardin2017} ameliorates linear and quadratic approximations over convex polytopes by employing a three-point integration scheme. In this work, we propose a linearly consistent one point integration scheme which possesses the properties of the LS scheme with three integration points but requires one third of the integration computational time. The essence of the proposed technique is to approximate the strain by the smoothed nodal derivatives that are determined by the discrete form of the divergence theorem. This is done by the Taylor's expansion of the weak form which facilitates the evaluation of the smoothed nodal derivatives acting as stabilization terms. The smoothed nodal derivatives are evaluated only at the centroid of each integration cell. These integration cells are the simplex subcells (triangle/tetrahedron in two and three dimensions) obtained by subdividing the polytope. The salient feature of the proposed technique is that it requires only $n$ integrations for an $n-$ sided polytope as opposed to $3n$ in~\cite{francisa.ortiz-bernardin2017} and $13n$ integration points in the conventional approach. The convergence properties, the accuracy, and the efficacy of the LS with one point integration scheme are discussed by solving few benchmark problems in elastostatics. [less ▲]

The Hardest Logic Puzzle Ever

E-print/Working paper (n.d.)

Boy or Girl?

E-print/Working paper (n.d.)