[PDF][PDF] Multivariate Risk Analysis in Cryptocurrency Market: An Optimal Transport Approach
JPM Franco, M Laurini - … .sa-saopaulo-1.oci.customer-oci.com
This study explores the cryptocurrency market by applying novel multivariate risk measures
grounded in optimal transport theory to estimate Vectors-at-Risk (VaR) and Conditional …
grounded in optimal transport theory to estimate Vectors-at-Risk (VaR) and Conditional …
[PDF][PDF] MULTIVARIATE QUANTILES, OPTIMAL TRANSPORT
G THURIN - gauthierthurin.github.io
Monge-Kantorovich quantiles are defined in an intuitive fashion through the optimal
transportation from a reference distribution. My thesis is dedicated to their study, as they …
transportation from a reference distribution. My thesis is dedicated to their study, as they …
[PDF][PDF] Internship & PhD proposal: Uncertainty quantification for the closure modeling of the turbulent Reynolds stress tensor
C Gauchy, PE Angeli, S Da Veiga - sfds.asso.fr
Objectives The main objective of the PhD is to develop an uncertainty quantification
framework for the RST modeling. Here are some potential and non-exhaustive research …
framework for the RST modeling. Here are some potential and non-exhaustive research …