Parallel Iterative Linear Solvers on GPU: A Financial Engineering Case

Three research topics on limit order books, IPAM Financial Maths 2015, Core Participants Short Talks, Institute for Pure and Applied Mathematics

On completion times in a two-class priority queue with impatience

Stationary distributions in Poisson limit order book models, Workshop on the Mathematics of High-Frequency Trading, Institute for Pure and Applied Mathematics.

Modelling Trades-Through in a Limit Order Book Using Hawkes Processes

Market making" behaviour in an order book model and its impact on the bid-ask spread

Analyzing order flows in limit order books with ratios of Cox-type intensities

LOB modeling using Hawkes processes with a state-dependent factor

Econophysics review: II. Agent-based models

STATIONARY DISTRIBUTION OF THE VOLUME AT THE BEST QUOTE IN A POISSON ORDER BOOK MODEL

A Few Simulation Results of Basic Models of Limit Order Books

Reconstruction of Order Flows using Aggregated Data

Marked point processes and intensity ratios for limit order book modeling

Exact and asymptotic solutions of the call auction problem

Monte Carlo valuation of multidimensional American options through Grid computing

The order book as a queueing system: average depth and influence of the size of limit orders

Equity auction dynamics: latent liquidity models with activity acceleration

Modelling intensities of order flows in a limit order book

Econophysics review: I. Empirical facts

Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets

Parameterization of plant growth models to characterize genotype by environment interactions: a methodology adapted to breeding programs

Optimal control of non-smooth greenhouse models

A Symbolic Method to Analyse Patterns in Plant Structure

Insights of Global Sensitivity Analysis in Biological Models with Dependent Parameters

Crop recognition from sequential sentinel-1 images with lstm recurrent networks

GreenLab: A Dynamical Model of Plant Growth for Environmental Applications

A data augmentation scheme embedding a sequential Monte Carlo method for Bayesian parameter inference in state space models

Reconstructing minimal length tree branch systems from leaf positions

Assimilation de données par filtrage particulaire régularisé dans un modèle d'épidémiologie

Testing variance components in nonlinear mixed effects models. Application to plant growth modelling

Full Bayesian inference in hidden Markov models of plant growth

Modeling spatial competition for light in plant populations with the porous medium equation

Using a mathematical model to evaluate the trophic and non-trophic determinants of axis development in grapevine (Vitis vinifera L.)

Assessment of Interactions in Complex Mechanistic Models using Global Sensitivity Analysis

Une histoire de la modélisation des plantes

Iterative convolution particle filtering for nonlinear parameter estimation and data assimilation with application to crop yield prediction

Bayesian Estimation for the GreenLab Plant Growth Model with Deterministic Organogenesis

Application of Weighted Regression for the Prediction of Soft Wheat Production in France

Validation of a functional-structural tree model using terrestrial Lidar data

Parallel Graph Grammars with Instantiation Rules Allow Efficient Structural Factorization of Virtual Vegetation

Modelling Competition in Crop Populations via Reaction-­Diffusion Foliage Dynamics. With an Outlook on Tree Modelling

Modélisation et simulation de l'architecture et de la production végétales

WIP - Promoting good modeling practice with a domain-specific language and statistical algorithms designed for parallel computing

Towards an EDSL to enhance good modelling practice for non-linear stochastic discrete dynamical models Application to plant growth models

Optimized Decimation Structure for Complex Bandpass ΣΔ Modulator in Wideband Receiver

A MAP Detector for a Novel SSB FSK Continuous Phase Modulation

Performance Comparison of Digital Modulations in the Presence of Gaussian Phase Noise in the Sub-THz Context

On the Performance of QPSK Modulation Over Downlink NOMA: From Error Probability Derivation to SDR-Based Validation

Waveform comparison in the presence of Gaussian Phase Noise in the sub-THz context

Optimal Power and Resource Allocation for Transmit Power Minimization in OFDMA-based NOMA Networks