Archives for UCLOUVAIN

Nestor Parolya, Delft University will give a presentation on Two is better than one: Regularized shrinkage of large minimum variance portfolios Abstract: In this paper we construct a shrinkage estimator of the global minimum variance (GMV) portfolio by a combination of two...

Thin film materials can be found in many application areas as they are essential for the development of microelectronic systems, solar cells, power devices, passivation coatings, etc. In order for these systems to perform their function while limiting their failure, two main types of properties...

SEMINAR by Nicolas Verzelen (INRAE, Université de Montpellier) on "Optimal Permutation Estimation in Crowd-Sourcing problems" Abstract: Motivated by crowd-sourcing applications where we want to rank experts according to their abilities, we consider a model where we have partial observations...

Natural vanillin extracted from cultivated vanilla pods is the most common flavour in the world, and the vanilla crop is crucial to Madagascar's socio-economy, providing a direct livelihood for over 80,000 families and representing the majority of the country's exports. However, local production...