The emergence of complex XVA frameworks and time-consuming pricing models has encouraged researchers and finance practitioners to look at statistical learning methods to accelerate their calculations. The present thesis aims to contribute new approaches based on neural networks. First, wepropose a consistent XVA framework along with a practical imp...
In this thesis at the boundary between statistical learning, optimization and modelling, we study different non-parametric models for functions based on reproducing kernel Hilbert spaces. We first study the expected risk minimization problem through the solving of the regularized empirical risk minimization problem on a reproducing kernel Hilbert s...
This dissertation presents a class of representations of spatial point processes. Inspired from the success of wavelet methods in signal processing, these descriptors rely on the convolution of a point process with a family of wavelet filters. From these convolutions are built sets of statistical descriptors of stationary point process, by applying...
Le traitement séquentiel est un mécanisme cognitif fondamental qui permet d'extraire des régularités en vue de faciliter l'apprentissage. La littérature en psychologie cognitive montre que l'extraction de ces régularités peut opérer en particulier via un apprentissage statistique. La majeure partie des travaux antérieurs s'est portée sur la notion ...
Mathematical modeling of biological processes aims at providing formal repre-sentations of complex systems to enable their study, both in a qualitative and quan-titative fashion. The need for explainability suggests the recourse to mechanisticmodels, which explicitly describe molecular interactions. Nevertheless, such mod-els currently rely on the ...
The wide adoption of Electronic Health Records in hospitals’ information systems has led to the definition of large databases grouping various types of data such as textual notes, longitudinal medical events, and tabular patient information. However, the records are only filled during consultations or hospital stays that depend on the patient’s sta...
Published in Journal of Space Weather and Space Climate
The Ca index is a time-integrated geomagnetic index that correlates well with the dynamics of high-energy electron fluxes in the outer radiation belts. Therefore, Ca can be used as an indicator for the state of filling of the radiation belts for those electrons. Ca also has the advantage of being a ground-based measurement with extensive historical...
Neurodegenerative diseases are among the top causes of worldwide mortality. Unfortunately, early diagnosis is challenging as it requires a frequently too late indication of biomedical exam and dedicated laboratory equipments. It also often relies on research-based predictive measures suffering from selection bias. This thesis investigates a promisi...
Dans cette thèse, nous nous intéressons aux déterminants génomiques qui peuvent expliquer les différences de fixation d'un facteur de transcription (TF) particulier entre deux types cellulaires. Les facteurs de transcriptions reconnaissent des sous-séquences particulieres sur lesquelles ils se fixent, l'ensemble de ces sous-séquences est modélisé d...
Le traitement de données sismiques permet de convertir des enregistrements bruts effectués sur le terrain prospecté en images des structures géologiques et retrouver certaines propriétés physiques du sous-sol. Les études sismiques actuelles peuvent s’étendre sur plusieurs mois et générer plusieurs téraoctets d’information par jour. La taille consid...
