Mathematics of decision making and statistics

Maria Giuseppina Bruna, Rey Dang, L'hocine Houanti, Jean-Michel Sahut, and Michel Simioni, “By what way women on corporate boards influence corporate social performance? Evidence from a semiparametric panel model”, Finance Research Letters, vol. 49, n. 103048, October 2022.

Christine Thomas-Agnan, Paula Margaretic, and Thibault Laurent, “Impact computations in the general spatial interaction model”, TSE Working Paper, n. 22-1357, September 2022.

Stéphane Villeneuve, and Eduardo Abi Jaber, “Gaussian Agency problems with memory and Linear Contracts”, TSE Working Paper, n. 22-1363, September 2022.

Sébastien Gadat, and Ioana Gavra, “Asymptotic study of stochastic adaptive algorithm in non-convex landscape”, Journal of Machine Learning Research, n. 228, August 2022, pp. 1–54.

Sébastien Gadat, Lola Corre, Antoine Doury, Aurélien Ribes, and Samuel Somot, “Regional Climate Model Emulator Based on Deep Learning: Concept and First Evaluation of a Novel Hybrid Downscaling Approach”, Climate Dynamics, July 2022.

Estelle Medous, Camelia Goga, Anne Ruiz-Gazen, Jean-François Beaumont, Alain Dessertaine, and Pauline Puech, “QR Prediction for Statistical Data Integration”, TSE Working Paper, n. 22-1344, June 2022.

Frédéric Koessler, Marie Laclau, Jérôme Renault, and Tristan Tomala, “Long information design”, TSE Working Paper, n. 22-1341, June 2022.

Sébastien Gadat, Manon Costa, and Lorick Huang, “Portfolio optimization under CV@R constraint with stochastic mirror descent”, TSE Working Paper, n. 22-1342, June 2022.

Henrik Paul Lopuhaä, Valérie Gares, and Anne Ruiz-Gazen, “S-estimation in Linear Models with Structured Covariance Matrices”, TSE Working Paper, n. 22-1343, June 2022.

Bernard Bercu, Jérémie Bigot, Sébastien Gadat, and Emilia Siviero, “A Stochastic Gauss-Newton Algorithm for Regularized Semi-discrete Optimal Transport”, Information and Inference: A Journal of the IMA, May 2022.