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Yukai Tang, Jean-Bernard Lasserre et Heng Yang
vol. 242, 2024, p. 286–-298
Set-membership estimation (SME) outputs a set estimator that guarantees to cover the groundtruth. Such sets are, however, defined by (many) abstract (and potentially nonconvex) constraints and therefore difficult to manipulate. We present tractable algorithms to compute simple and tight...
Farid Gasmi et Jose Aurazo
vol. 69, n° 101113, décembre 2024
Digitalization of retail payments has facilitated financial inclusion. This is recognized to stimulate growth, alleviate poverty, and address gender disparities in the financial sector. This paper closely examines four prominent payment solutions in the developing world, namely M-Pesa in Kenya, UPI...
Marelys Crespo, Sébastien Gadat et Xavier Gendre
vol. 29, 2024, p. 1–40
In this paper, we investigate a continuous time version of the Stochastic Langevin Monte Carlo method, introduced in [39], that incorporates a stochastic sampling step inside the traditional overdamped Langevin diffusion. This method is popular in machine learning for sampling posterior...
Farid Gasmi, Paul Noumba Um, Laura Recuero Virto et Peter Saba
vol. 26, décembre 2024, p. 2027–2057
This paper explores the convergence of development economics, regulatory policies, and public health considerations within the field of Information Systems (IS) research, focusing specifically on 5G and 6G mobile technologies. Despite the widespread deployment of these technologies and their...
Christian Gollier
sous la direction de Lint Barrage et Solomon Hsiang, chapitre 3, 2024, p. 113–142
This document is a newcomer guide to the economic theory of discounting, with applications to climate change and sustainability. It borrows ingredients from public economics, decision theory, and asset pricing theory, without any prerequisites beyond microeconomics 101. Aiming at sustainability...
Marine Spiteri, Ghislaine Narayanane, Vincent Réquillart et Louis-Georges Soler
décembre 2024
Afin de répondre aux enjeux de santé liés à l’alimentation, les pouvoirs publics français encouragent les industriels et les distributeurs à améliorer la qualité nutritionnelle de l’offre alimentaire par la reformulation des produits. Il s’agit ainsi principalement de réduire les teneurs en sel,...
New-York, vol. 40, n° 3, 2024, p. 596–613, New-York
Encouraging the food industry to reformulate their products is a possible public intervention to improve diet quality. In this paper, we assess the impact of food reformulation on per capita salt and saturated fatty acids (SFAs) intake, in France, for four product categories, namely, potato chips,...
René Garcia et Alissa Marinenko
sous la direction de Marco Corazza, René Garcia, Faisal Shah Khan, Davide La Torre et Hatem Masri, World Scientific Publishing, chapitre 3, 2024, p. 103–148
In this chapter, we briefly review the methodology of reinforcement learning and describe its application to the financial problem of portfolio allocation. In this context, we define the environment as a set of states, captured by such financial variables as stock returns or technical indicators,...
René Garcia, Marco Corazza, Faisal Shah Khan, Davide La Torre et Hatem Masri
sous la direction de Marco Corazza, René Garcia, Faisal Shah Khan, Davide La Torre et Hatem Masri, World Scientific Publishing, 2024
Caio Almeida, Kim Ardison, Gustavo Freire, René Garcia et Piotr Orlowski
vol. 59, n° 8, décembre 2024, p. 3633–3670
We propose a novel measure of the market return tail risk premium based on minimum- distance state price densities recovered from high-frequency data. The tail risk premium extracted from intra-day S&P 500 returns predicts the market equity and variance risk premiums and expected excess returns...
