The aim of this thesis is to model the dynamics of international term structure of interest rates taking into consideration several dependence channels.Thanks to a new international Treasury yield curve database, we observe that the explained variability decision criterion, suggested by the...

The algorithmic trading comes from digitalisation of the processing of trading assets on financial markets. Since 1980 the computerization of the stock market offers real time processing of financial information. This technological revolution has offered processes and mathematic methods to...

Incorporating prior knowledge of a particular task into the architecture of a learning algorithm can greatly improve generalization performance. We study here a case where we know that the function to be learned is non-decreasing in its two arguments and convex in one of them. For this purpose...