Zobrazeno 1 - 10
of 1 769
pro vyhledávání: '"P. Lelong"'
We consider optimal allocation problems with Conditional Value-At-Risk (CVaR) constraint. We prove, under very mild assumptions, the convergence of the Sample Average Approximation method (SAA) applied to this problem, and we also exhibit a convergen
Externí odkaz:
http://arxiv.org/abs/2410.10239
Autor:
Mouazer, Abdelmalek, Dubois, Sophie, Léguillon, Romain, Boudegzdame, Nada, Levrard, Thibaud, Bars, Yoann Le, Simon, Christian, Séroussi, Brigitte, Grosjean, Julien, Lelong, Romain, Letord, Catherine, Darmoni, Stéfan, Sedki, Karima, Meneton, Pierre, Tsopra, Rosy, Falcoff, Hector, Lamy, Jean-Baptiste
Background: Medication review is a structured interview of the patient, performed by the pharmacist and aimed at optimizing drug treatments. In practice, medication review is a long and cognitively-demanding task that requires specific knowledge. Cli
Externí odkaz:
http://arxiv.org/abs/2409.01903
This paper develops a new dual approach to compute the hedging portfolio of a Bermudan option and its initial value. It gives a "purely dual" algorithm following the spirit of Rogers (2010) in the sense that it only relies on the dual pricing formula
Externí odkaz:
http://arxiv.org/abs/2404.18761
We consider a rotating non-hydrostatic flow with arbitrary stratification and argue that 1) the appropriate form of potential vorticity (PV) for this system is in terms of isopycnal deviation and 2) the decomposition into energetically orthogonal sol
Externí odkaz:
http://arxiv.org/abs/2403.20269
Autor:
Mouazer, Abdelmalek, Léguillon, Romain, Boudegzdame, Nada, Levrard, Thibaud, Bars, Yoann Le, Simon, Christian, Séroussi, Brigitte, Grosjean, Julien, Lelong, Romain, Letord, Catherine, Darmoni, Stéfan, Schuers, Matthieu, Sedki, Karima, Dubois, Sophie, Falcoff, Hector, Tsopra, Rosy, Lamy, Jean-Baptiste
Background: Polypharmacy, i.e. taking five drugs or more, is both a public health and an economic issue. Medication reviews are structured interviews of the patient by the community pharmacist, aiming at optimizing the drug treatment and deprescribin
Externí odkaz:
http://arxiv.org/abs/2312.11526
The fine-tuning of Large Language Models (LLMs) has enabled them to recently achieve milestones in natural language processing applications. The emergence of ever larger LLMs has paved the way for more efficient fine-tuning methods. Among these, the
Externí odkaz:
http://arxiv.org/abs/2312.00949
Autor:
Lamy Jean-Baptiste, Mouazer Abdelmalek, Léguillon Romain, Lelong Romain, Darmoni Stéfan, Sedki Karima, Dubois Sophie, Falcoff Hector
Publikováno v:
BMC Medical Informatics and Decision Making, Vol 24, Iss 1, Pp 1-14 (2024)
Abstract Clinical decision support systems are software tools that help clinicians to make medical decisions. However, their acceptance by clinicians is usually rather low. A known problem is that they often require clinicians to manually enter a lot
Externí odkaz:
https://doaj.org/article/8b44844a360a47cbaaf41271451d8705
Autor:
Victoria Weets, Hélène Meillat, Jacques Emmanuel Saadoun, Marie Dazza, Cécile de Chaisemartin, Bernard Lelong
Publikováno v:
Annals of Coloproctology, Vol 40, Iss 5, Pp 440-450 (2024)
Purpose Enhanced Recovery After Surgery (ERAS) reduces postoperative complications (POCs) after colorectal surgery; however, its impact on the management of POCs remains unclear. This study compared the diagnosis and management of POCs before and aft
Externí odkaz:
https://doaj.org/article/6783215df4f74c809ad6205c6a96fe50
Autor:
Pierre-Marie Morice, Sabine Khalife-Hachem, Marion Sassier, Véronique Lelong-Boulouard, Alina Danu, Florence Pasquier, Aline Renneville, Charles Dolladille, Jean-Baptiste Micol
Publikováno v:
Blood Cancer Journal, Vol 14, Iss 1, Pp 1-4 (2024)
Externí odkaz:
https://doaj.org/article/83ffbb15c652496e88588cdc267ef6e9
Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach
This paper studies the multi-period mean-variance portfolio allocation problem with transaction costs. Many methods have been proposed these last years to challenge the famous uni-period Markowitz strategy.But these methods cannot integrate transacti
Externí odkaz:
http://arxiv.org/abs/2305.16152