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  • Search: person:"Guégan, Dominique"
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Year of publication
Subject
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Theorie 65 Theory 65 Time series analysis 34 Zeitreihenanalyse 34 Estimation theory 27 Schätztheorie 24 Chaos theory 23 Risk measure 23 Risk 16 Chaostheorie 15 Forecasting model 15 Operational risk 15 Prognoseverfahren 15 Risikomaß 15 VaR 15 Monte Carlo simulations 13 Risiko 13 Risk management 13 Statistical distribution 13 Statistische Verteilung 13 copula 13 Euro area 12 Risikomanagement 12 Value at Risk 12 Carbon 11 EU countries 11 EU-Staaten 11 Portfolio selection 11 Portfolio-Management 11 forecast 11 CAC 40 10 EUA 10 GDP 9 Business cycle 8 Credit risk 8 EVT 8 Operational risks 8 Virtual currency 8 Virtuelle Währung 8 risk measures 8
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Online availability
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Free 415 Undetermined 39
Type of publication
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Book / Working Paper 442 Article 106
Type of publication (narrower categories)
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Article in journal 41 Aufsatz in Zeitschrift 41 Arbeitspapier 38 Working Paper 38 Graue Literatur 36 Non-commercial literature 36 Amtsdruckschrift 18 Government document 18 Aufsatz im Buch 8 Book section 8 Article 1 Bibliografie enthalten 1 Bibliography included 1 Conference paper 1 Konferenzbeitrag 1 Lehrbuch 1 Mehrbändiges Werk 1 Multi-volume publication 1 Textbook 1 research-article 1
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Language
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English 285 Undetermined 253 French 9 German 1
Author
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Guegan, Dominique 377 Guégan, Dominique 165 Ielpo, Florian 58 Billio, Monica 51 Ferrara, Laurent 46 Hassani, Bertrand 43 Addo, Peter Martey 27 Chorro, Christophe 27 Rakotomarolahy, Patrick 25 Diongue, Abdou Kâ 22 Calès, Ludovic 21 Frunza, Marius-Cristian 20 Leroux, Justin 18 Lu, Zhiping 17 Hassani, Bertrand K. 16 Zhang, Jing 15 Tarrant, Wayne 14 Lalaharison, Hanjarivo 13 Charfeddine, Lanouar 11 Maugis, Pierre-André 10 Dufrénot, Gilles 9 Peguin-Feissolle, Anne 9 Zhao, Xin 8 Frunza, Marius 7 Gatumel, Mathieu 7 Naud, Cédric 7 Vignal, Bertrand 7 Caillault, Cyril 6 Dufrenot, Gilles 6 Garcin, Matthieu 6 Lassoudière, Antonin 6 Peretti, Philippe De 6 Péguin-Feissolle, Anne 6 Bosq, Denis 5 Léorat, Guillaume 5 Mazzi, Gian Luigi 5 Wolff, Rodney C. 5 Avouyi-Dovi, Sanvi 4 Bouchard, Francis 4 Elkaim, Alain 4
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Institution
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HAL 246 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 83 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 7 Maison des Sciences Économiques, Université Paris 1 (Panthéon-Sorbonne) 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Econometric Society 2 Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales) 2 Dipartimento di Economia, Università Ca' Foscari Venezia 1 EconWPA 1 European Commission / Statistical Office of the European Communities 1 School of Economics and Management, University of Aarhus 1 Springer International Publishing 1
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Published in...
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Post-Print / HAL 126 Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) 114 Documents de travail du Centre d'Economie de la Sorbonne 84 Série des documents de travail / Centre de Recherche en Économie et Statistique 19 Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques 14 Working papers 9 University Ca' Foscari of Venice, Dept. of Economics Research Paper Series 8 Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 7 Working Papers / HAL 6 The journal of operational risk 5 Brussels economic review 4 Economics Bulletin 4 Journal of forecasting 4 The European journal of finance 4 Applied financial economics 3 Banque de France Working Paper 3 Cahiers de la Maison des Sciences Economiques 3 Finance research letters 3 Frontiers in Finance and Economics 3 Journal of Forecasting 3 Journal of international financial markets, institutions & money 3 Les notes d'études et de recherche : NER 3 MPRA Paper 3 Quantitative Finance 3 Statistics & Probability Letters 3 Brussels Economic Review 2 CES Working Paper 2 Cahiers de recherche 2 Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée 2 Computational Statistics & Data Analysis 2 Econometric Society 2004 Australasian Meetings 2 Econometric reviews 2 Economics letters 2 European journal of operational research : EJOR 2 Finance : revue de l'Association Française de Finance 2 Finance India : the quarterly journal of Indian Institute of Finance 2 IDHE-MORA Note of Research 2 Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET 2 Journal of risk management in financial institutions 2 Nonlinear modeling of economic and financial time-series 2
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Source
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RePEc 386 ECONIS (ZBW) 138 OLC EcoSci 17 BASE 4 EconStor 1 USB Cologne (EcoSocSci) 1 Other ZBW resources 1
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Showing 1 - 10 of 548
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Fair learning with bagging
Fermanian, Jean-David; Guégan, Dominique - 2022
The central question of this paper is how to enhance supervised learning algorithms with fairness requirement ensuring that any sensitive input does not "`unfairly"' influence the outcome of the learning algorithm. To attain this objective we proceed by three steps. First after introducing...
Persistent link: https://www.econbiz.de/10013313512
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A Note on the Interpretability of Machine Learning Algorithms
Guégan, Dominique - 2021
We are interested in the analysis of the concept of interpretability associated with a ML algorithm. We distinguish between the “How”, i.e., how a black box or a very complex algorithm works, and the “Why”, i.e. why an algorithm produces such a result. These questions appeal to many...
Persistent link: https://www.econbiz.de/10013241972
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Fair learning with bagging
Fermanian, Jean-David; Guégan, Dominique - 2021
Persistent link: https://www.econbiz.de/10012793716
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Estimating lower tail dependence between pairs of poverty dimensions in Europe
D'Agostino, Antonella; De Luca, Giovanni; Guégan, Dominique - In: Review of income and wealth 69 (2023) 2, pp. 419-442
Persistent link: https://www.econbiz.de/10014311003
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The Other Side of the Coin : Risks of the Libra Blockchain
Abraham, Louis - 2020
Libra was presented as a cryptocurrency on June 18, 2019 by Facebook. On the same day, Facebook announced plans for Calibra, a subsidiary in charge of the development of an electronic wallet and financial services. In view of the primary risk of sovereignty posed by the creation of Libra, the...
Persistent link: https://www.econbiz.de/10012847125
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A note on the interpretability of machine learning algorithms
Guégan, Dominique - 2020
Persistent link: https://www.econbiz.de/10012498600
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Artificial Intelligence, Data, Ethics An Holistic Approach for Risks and Regulation
Bogroff, Alexis - 2019
An extensive list of risks relative to big data frameworks and their use through models of artificial intelligence is provided along with measurements and implementable solutions. Bias, interpretability and ethics are studied in depth, with several interpretations from the point of view of...
Persistent link: https://www.econbiz.de/10012866760
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The other side of the coin : risks of the Libra Blockchain
Abraham, Louis; Guégan, Dominique - 2019
Persistent link: https://www.econbiz.de/10012197109
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Artificial intelligence, data, ethics : an holistic approach for risks and regulation
Bogroff, Alexis; Guégan, Dominique - 2019
Persistent link: https://www.econbiz.de/10012107748
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Nonparametric Forecasting of Multivariate Probability Density Functions
Guégan, Dominique - 2018
The study of dependence between random variables is the core of theoretical and applied statistics. Static and dynamic copula models are useful for describing the dependence structure, which is fully encrypted in the copula probability density function. However, these models are not always able...
Persistent link: https://www.econbiz.de/10012917229
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