A5063553859- Financial Risk and Volatility Modeling
- Risk and Portfolio Optimization
- Statistical Methods and Inference
- Hydrology and Drought Analysis
- Statistical Distribution Estimation and Applications
- Probability and Risk Models
- Monetary Policy and Economic Impact
- Stochastic processes and financial applications
- Insurance, Mortality, Demography, Risk Management
- Advanced MRI Techniques and Applications
- Disaster Management and Resilience
- Flood Risk Assessment and Management
- Multiple Sclerosis Research Studies
- Behavioral Health and Interventions
- Ultrasound Imaging and Elastography
- Advanced Queuing Theory Analysis
- Insurance and Financial Risk Management
- Technology Adoption and User Behaviour
- Data Visualization and Analytics
- Circadian rhythm and melatonin
- Obstructive Sleep Apnea Research
- Child Nutrition and Feeding Issues
- Statistical Methods and Bayesian Inference
- Energy, Environment, Economic Growth
- Digital Platforms and Economics
Centre Inria de l'Université Grenoble Alpes
2012-2024
Institut polytechnique de Grenoble
2024
Université Grenoble Alpes
2024
Centre National de la Recherche Scientifique
2015-2024
Laboratoire Jean Kuntzmann
2013-2024
Université Paris Cité
2014-2023
Département Mathématiques et Informatique Appliquées
2015-2022
Fédération française de cardiologie
2022
Sorbonne Paris Cité
2015-2020
Délégation Paris 5
2014-2020
ABSTRACT In this paper, we introduce a new risk measure, the so‐called conditional tail moment. It is defined as moment of order ≥ 0 loss distribution above upper α ‐quantile where ∈ (0,1). Estimating permits us to estimate all measures based on moments such expectation, value at or variance. Here, focus estimation these in case extreme losses (where ↓ no longer fixed). moreover assumed that heavy tailed and depends covariate. The method thus combines non‐parametric kernel methods with...
Given the impact of individuals' habits on health, it is important to study how behaviors can become habitual. Cortisol has been well documented have a role in habit formation. This aimed elucidate influence circadian rhythm cortisol formation real-life setting.Forty-eight students were followed for 90 days during which they attempted adopt health behavior (psoas iliac stretch). They randomly assigned perform stretch either upon waking morning, when concentrations are high, or before evening...
Among the many possible ways to study right tail of a real-valued random variable, particularly general one is given by considering family its Wang distortion risk measures.This class measures encompasses various interesting indicators, such as widely used Value-at-Risk and Tail Value-at-Risk, which are especially popular in actuarial science, for instance.In this paper, we first build simple extreme analogues show how makes it consider standard risk, including usual or Tail-Value-at-Risk,...
Background Although several studies have evaluated dynamic contrast‐enhanced (DCE) MRI in the orbit, showing its utility when detecting and diagnosing orbital lesions, none pharmacokinetic models. Purpose To provide a quality‐based model selection for characterizing lesions using DCE‐MRI at 3.0T. Study Type Prospective. Population From December 2015 to April 2017, 151 patients with an lesion underwent prior surgery, including high temporal resolution DCE sequence, divided into one training...
<h3>BACKGROUND AND PURPOSE:</h3> Magnetic Resonance Imaging is the modality of choice to detect spinal cord lesions in patients with Multiple Sclerosis (MS). However, this imaging challenging. New sequences such as phase-sensitive inversion recovery have been developed improve detection. Our aim was compare a 3D and conventional dataset including postcontrast T2WI T1WI MS lesions. <h3>MATERIALS METHODS:</h3> This retrospective single-center study included 100 consecutive (mean age, 41 years)...
<h3>BACKGROUND AND PURPOSE:</h3> There is no consensus regarding the best MR imaging sequence for detecting MS lesions. The aim of our study was to assess diagnostic value optimized 3D-FLAIR in detection infratentorial lesions compared with an axial T2-weighted imaging, a factory settings, and 3D double inversion recovery sequence. <h3>MATERIALS METHODS:</h3> In this prospective study, 27 patients confirmed were included. Two radiologists blinded clinical data independently read following...
A better understanding of Continuous Positive Airway Pressure (CPAP) adherence is a priority in improving patient care. To Identify typology with longitudinal approach, and explore the early determinants lower to CPAP. Obstructive sleep apnea patients ( N = 204). Prospective study.A classification into four profiles was observed: “ Regular Adherents,” Non-Regular Persistent Non-Adherents,” Non-Persistent Non-Adherents.” Specific biopsychosocial factors make it possible evaluate risk...
The Regression Conditional Tail Moment (RCTM) is the risk measure defined as moment of order $b\geq0$ a loss distribution above upper $\alpha$-quantile where $\alpha\in (0,1)$ and when covariate information available. purpose this work first to establish asymptotic properties RCTM in case extreme losses, i.e $\alpha\to 0$ no longer fixed, under general extreme-value conditions on their tail. In particular, assumption made sign associated index. Second, normality kernel estimator established,...
On dénombre de nombreuses mesures risque dans la littérature dont Value-at-Risk et Conditional Tail Expectation. En termes statistiques, est un quantile distribution variable aléatoire d'intérêt. hydrologiques, des pluies le niveau retour. La Expectation moyenne précipitations plus élevées que Value-at-Risk. s'intéresse à l'estimation ces cas extrêmes modélisées par lois queues lourdes. Afin prendre en compte les facteurs géographiques notre estimation on considèrera aussi présence d'une...