Refereed Publications

On this page, you will find below the latest publications (journal articles, book chapters, books) authored by members. If you are more interested in the latest publications of one of the disciplines covered by LIDAM, please visit the sub-pages.

 


Journal Articles


1. Gayot, Sarah; Klavzer, Nathan; Guillet, Alain; Bailly, Christian; Gérard, Pierre; Pardoen, Thomas; Nysten, Bernard. Influence of physical ageing and fibre proximity on the local mechanical response of the Elium® thermoplastic composite matrix. In: Composites Part A: Applied Science and Manufacturing, Vol. 181, no.6, p. 108141 (2024). doi:10.1016/j.compositesa.2024.108141. http://hdl.handle.net/2078.1/286458

2. Jacquemain, Alexandre; Heuchenne, Cédric; Pircalabelu, Eugen. A penalised bootstrap estimation procedure for the explained Gini coefficient. In: Electronic Journal of Statistics, Vol. 18, no.1, p. 247-300 (2024). doi:10.1214/23-EJS2200. http://hdl.handle.net/2078.1/284898

3. Ketelbuters, John John; Hainaut, Donatien. A Recursive Method for Fractional Hawkes Intensities and the Potential Approach of Credit Risk. In: Journal of Computational and Applied Mathematics, (2024). (Accepté/Sous presse). http://hdl.handle.net/2078.1/286211

4. Annoye, Hugues; Beretta, Alessandro; Heuchenne, Cédric. Statistical matching using kernel canonical correlation analysis and super-organizing map. In: Expert Systems with Applications, , p. 123134 (2024). doi:10.1016/j.eswa.2023.123134. http://hdl.handle.net/2078.1/283099

5. Rademacher, Daniel; Krebs, Johannes; von Sachs, Rainer. Statistical inference for wavelet curve estimators of symmetric positive definite matrices. In: Journal of Statistical Planning and Inference, Vol. 231, p. 106140 (2024). doi:10.1016/j.jspi.2023.106140. http://hdl.handle.net/2078.1/283644

6. Leunga Njike, Charles Guy; Hainaut, Donatien. Affine Heston model style with self-exciting jumps and long memory. In: Annals of Finance, (2024). doi:10.1007/s10436-023-00436-z (Accepté/Sous presse). http://hdl.handle.net/2078.1/283637

7. Nezakati Rezazadeh, Ensiyeh; Pircalabelu, Eugen. Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting. In: Electronic Journal of Statistics, Vol. 18, no.1, p. 599-652 (2024). doi:10.1214/23-EJS2193. http://hdl.handle.net/2078.1/285769

8. Fall, Fanta; Mamede, Lucia; Vast, Madeline; De Tullio, Pascal; Hayette, Marie‑Pierre; Michels, Paul A. M.; Frédérich, Michel; Govaerts, Bernadette; Quetin-Leclercq, Joëlle. First comprehensive untargeted metabolomics study of suramin-treated Trypanosoma brucei: an integrated data analysis workflow from multifactor data modelling to functional analysis. In: Metabolomics, Vol. 20, p. 25 (2024). doi:10.1007/s11306-024-02094-2. http://hdl.handle.net/2078.1/285656

9. Hohage, Thorsten; Maréchal, Pierre; Simar, Léopold; Vanhems, Anne. A mollifier approach to the deconvolution of probability densities. In: Econometric Theory, (2024). doi:10.1017/S0266466622000457 (Accepté/Sous presse). http://hdl.handle.net/2078.1/267997

10. Zeddouk, Fadoua; Devolder, Pierre. Pricing and hedging of longevity basis risk through securitisation. In: Astin Bulletin : the journal of the International Actuarial Association, Vol. 54, no. 1, p. 159-184 (2024). doi:10.1017/asb.2023.37. http://hdl.handle.net/2078.1/282936

11. Servais, Thomas; Laurent, France; Roland, Thomas; Rossi, Camelia; De Groote, Elodie; Godart, Valérie; Repetto, Ernestina; Ponchon, Michel; Chasseur, Pascale; Crenier, Laurent; Van Eeckhoudt, Sandrine; Yango, John; Oriot, Philippe; Morisca Gavriliu, Mirela; Rouhard, Stéphanie; Deketelaere, Benjamin; Maiter, Dominique; Hermans, Michel; Yombi, Jean Cyr; Orioli, Laura. Mortality-related risk factors of inpatients with diabetes and COVID-19: A multicenter retrospective study in Belgium. In: Annales d'endocrinologie, Vol. 85, no. 1, p. 36-43 (2024). doi:10.1016/j.ando.2023.08.002. http://hdl.handle.net/2078.1/278333

12. Hafner, Christian; Linton, Oliver B.; Wang, Linqi. Dynamic Autoregressive Liquidity (DArLiQ). In: Journal of Business and Economic Statistics, (2024). doi:10.1080/07350015.2023.2238790 (Accepté/Sous presse). http://hdl.handle.net/2078.1/281194

13. Pham, Manh; Simar, Léopold; Zelenyuk, Valentin. Statistical Inference for Aggregation of Malmquist Productivity Indices. In: Operations Research, (2024). doi:10.1287/opre.2022.2424 (Accepté/Sous presse). http://hdl.handle.net/2078.1/274651

14. Hanna, Vanessa; Devolder, Pierre. Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates. In: European Actuarial Journal, (2024). doi:10.1007/s13385-023-00354-4 (Accepté/Sous presse). http://hdl.handle.net/2078.1/276058

15. Asenova, Stefka; Segers, Johan. Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments. In: Advances in Applied Probability, (2024). doi:10.1017/apr.2023.46 (Accepté/Sous presse). http://hdl.handle.net/2078.1/282929

16. Janssen, Anja; Segers, Johan. Invariance properties of limiting point processes and applications to clusters of extremes. In: Dependence Modeling, Vol. 12, no.1, p. 20230109 (2024). doi:10.1515/demo-2023-0109. http://hdl.handle.net/2078.1/284859

17. Hainaut, Donatien. A mutually exciting rough jump-diffusion for financial modelling. In: Fractional Calculus and Applied Analysis, Vol. 27, no. 1, p. 319-352 (2024). doi:10.1007/s13540-023-00234-4. http://hdl.handle.net/2078.1/283639

18. Hafner, Christian. Explanatory factors of French retail wine prices. In: Applied Economics Letters, (2024). doi:10.1080/13504851.2023.2266565 (Accepté/Sous presse). http://hdl.handle.net/2078.1/281197

19. Hafner, Christian; Wang, Linqi. Dynamic portfolio selection with sector-specific regularization. In: Econometrics and Statistics, (2024). doi:10.1016/j.ecosta.2022.01.001 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258976

20. Devolder, Pierre; Russo, Emilio; Staino, Alessandro. Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach. In: Astin Bulletin : the journal of the International Actuarial Association, (2024). doi:10.1017/asb.2024.5 (Accepté/Sous presse). http://hdl.handle.net/2078.1/286031

21. Huyghe, Julie; Trufin, Julien; Denuit, Michel. Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking. In: Scandinavian Actuarial Journal, Vol. 2024, no.5, p. 417-439 (2024). doi:10.1080/03461238.2023.2258135. http://hdl.handle.net/2078.1/287094

22. Parmeter, Christopher F.; Simar, Léopold; Van Keilegom, Ingrid; Zelenyuk, Valentin. Inference in the nonparametric stochastic frontier model. In: Econometric Reviews, (2024). doi:10.1080/07474938.2024.2339193 (Accepté/Sous presse). http://hdl.handle.net/2078.1/286921

23. Simar, Léopold; Zelenyuk, Valentin; Zhao, Shirong. Inference for aggregate efficiency: Theory and guidelines for practitioners. In: European Journal of Operational Research, Vol. 316, no.1, p. 240-254 (2024). doi:10.1016/j.ejor.2024.01.028. http://hdl.handle.net/2078.1/286920

24. Mamede, Lúcia; Fall, Fanta; Schoumacher, Matthieu; Ledoux, Allison; Bugli, Céline; De Tullio, Pascal; Quetin-Leclercq, Joëlle; Govaerts, Bernadette; Frédérich, Michel. Comparison of extraction methods in vitro Plasmodium falciparum: A1H NMR and LC-MS joined approach. In: Biochemical and biophysical research communications, Vol. 703, p. 149684 [1-9] (2024). doi:10.1016/j.bbrc.2024.149684. http://hdl.handle.net/2078.1/285655

25. Van Oirbeek, Robin; Vandervorst, Félix; Bury, Thomas; Willame, Gireg; Grumiau, Christopher; Verdonck, Tim. Non-Differentiable Loss Function Optimization and Interaction Effect Discovery in Insurance Pricing Using the Genetic Algorithm. In: Risks, Vol. 12, no.5, p. 79 (2024). doi:10.3390/risks12050079. http://hdl.handle.net/2078.1/287528

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<type 'exceptions.IOError'>
Python 2.7.13: /usr/bin/python
Sat Jun 29 20:26:52 2024

A problem occurred in a Python script. Here is the sequence of function calls leading up to the error, in the order they occurred.

 /var/www/sites/tools/export/export.py in ()
    106         t.encode("utf-8"))
    107 
=>  108     resp = eval( urllib.urlopen(q).read() )
    109     if ( resp['response']['numFound'] > 0 ):
    110         #print '<h/>%s (%d)</h2>' % (pubType[t].encode("utf-8"), \
resp = {'response': {'docs': [], 'numFound': 0, 'start': 0}, 'responseHeader': {'QTime': 16, 'params': {'q': u'ss_state:A AND sm_contentmodel:"boreal-system:Re...sm_date:[2021 TO *] AND sm_type:"Brevet (Patent)"', 'qt': 'standard', 'rows': '999999', 'sort': '', 'start': '0', 'wt': 'python'}, 'status': 0}}, builtin eval = <built-in function eval>, urllib = <module 'urllib' from '/usr/lib/python2.7/urllib.pyc'>, urllib.urlopen = <function urlopen>, q = 'https://dial.uclouvain.be/solr/repository/select...%A0%20un%20colloque%20%28Conference%20Paper%29%22', ).read undefined
 /usr/lib/python2.7/urllib.py in urlopen(url='https://dial.uclouvain.be/solr/repository/select...%A0%20un%20colloque%20%28Conference%20Paper%29%22', data=None, proxies=None, context=None)
     85         opener = _urlopener
     86     if data is None:
=>   87         return opener.open(url)
     88     else:
     89         return opener.open(url, data)
opener = <urllib.FancyURLopener instance>, opener.open = <bound method FancyURLopener.open of <urllib.FancyURLopener instance>>, url = 'https://dial.uclouvain.be/solr/repository/select...%A0%20un%20colloque%20%28Conference%20Paper%29%22'
 /usr/lib/python2.7/urllib.py in open(self=<urllib.FancyURLopener instance>, fullurl='https://dial.uclouvain.be/solr/repository/select...%A0%20un%20colloque%20%28Conference%20Paper%29%22', data=None)
    211         try:
    212             if data is None:
=>  213                 return getattr(self, name)(url)
    214             else:
    215                 return getattr(self, name)(url, data)
builtin getattr = <built-in function getattr>, self = <urllib.FancyURLopener instance>, name = 'open_https', url = '//dial.uclouvain.be/solr/repository/select?&star...%A0%20un%20colloque%20%28Conference%20Paper%29%22'
 /usr/lib/python2.7/urllib.py in open_https(self=<urllib.FancyURLopener instance>, url='//dial.uclouvain.be/solr/repository/select?&star...%A0%20un%20colloque%20%28Conference%20Paper%29%22', data=None)
    441             if realhost: h.putheader('Host', realhost)
    442             for args in self.addheaders: h.putheader(*args)
=>  443             h.endheaders(data)
    444             errcode, errmsg, headers = h.getreply()
    445             fp = h.getfile()
h = <httplib.HTTPS instance>, h.endheaders = <bound method HTTPSConnection.endheaders of <httplib.HTTPSConnection instance>>, data = None
 /usr/lib/python2.7/httplib.py in endheaders(self=<httplib.HTTPSConnection instance>, message_body=None)
   1036         else:
   1037             raise CannotSendHeader()
=> 1038         self._send_output(message_body)
   1039 
   1040     def request(self, method, url, body=None, headers={}):
self = <httplib.HTTPSConnection instance>, self._send_output = <bound method HTTPSConnection._send_output of <httplib.HTTPSConnection instance>>, message_body = None
 /usr/lib/python2.7/httplib.py in _send_output(self=<httplib.HTTPSConnection instance>, message_body=None)
    880             msg += message_body
    881             message_body = None
=>  882         self.send(msg)
    883         if message_body is not None:
    884             #message_body was not a string (i.e. it is a file) and
self = <httplib.HTTPSConnection instance>, self.send = <bound method HTTPSConnection.send of <httplib.HTTPSConnection instance>>, msg = 'GET /solr/repository/select?&start=0&rows=999999...\r\nUser-Agent: Python-urllib/1.17\r\nAccept: */*\r\n\r\n'
 /usr/lib/python2.7/httplib.py in send(self=<httplib.HTTPSConnection instance>, data='GET /solr/repository/select?&start=0&rows=999999...\r\nUser-Agent: Python-urllib/1.17\r\nAccept: */*\r\n\r\n')
    842         if self.sock is None:
    843             if self.auto_open:
=>  844                 self.connect()
    845             else:
    846                 raise NotConnected()
self = <httplib.HTTPSConnection instance>, self.connect = <bound method HTTPSConnection.connect of <httplib.HTTPSConnection instance>>
 /usr/lib/python2.7/httplib.py in connect(self=<httplib.HTTPSConnection instance>)
   1261 
   1262             self.sock = self._context.wrap_socket(self.sock,
=> 1263                                                   server_hostname=server_hostname)
   1264 
   1265     __all__.append("HTTPSConnection")
server_hostname = 'dial.uclouvain.be'
 /usr/lib/python2.7/ssl.py in wrap_socket(self=<ssl.SSLContext object>, sock=<socket._socketobject object>, server_side=False, do_handshake_on_connect=True, suppress_ragged_eofs=True, server_hostname='dial.uclouvain.be')
    361                          suppress_ragged_eofs=suppress_ragged_eofs,
    362                          server_hostname=server_hostname,
=>  363                          _context=self)
    364 
    365     def set_npn_protocols(self, npn_protocols):
_context undefined, self = <ssl.SSLContext object>
 /usr/lib/python2.7/ssl.py in __init__(self=<ssl.SSLSocket object>, sock=<socket._socketobject object>, keyfile=None, certfile=None, server_side=False, cert_reqs=0, ssl_version=2, ca_certs=None, do_handshake_on_connect=True, family=2, type=1, proto=0, fileno=None, suppress_ragged_eofs=True, npn_protocols=None, ciphers=None, server_hostname='dial.uclouvain.be', _context=<ssl.SSLContext object>)
    609                         # non-blocking
    610                         raise ValueError("do_handshake_on_connect should not be specified for non-blocking sockets")
=>  611                     self.do_handshake()
    612 
    613             except (OSError, ValueError):
self = <ssl.SSLSocket object>, self.do_handshake = <bound method SSLSocket.do_handshake of <ssl.SSLSocket object>>
 /usr/lib/python2.7/ssl.py in do_handshake(self=<ssl.SSLSocket object>, block=False)
    838             if timeout == 0.0 and block:
    839                 self.settimeout(None)
=>  840             self._sslobj.do_handshake()
    841         finally:
    842             self.settimeout(timeout)
self = <ssl.SSLSocket object>, self._sslobj = <_ssl._SSLSocket object>, self._sslobj.do_handshake = <built-in method do_handshake of _ssl._SSLSocket object>

<type 'exceptions.IOError'>: [Errno socket error] [Errno 104] Connection reset by peer
      args = ('socket error', error(104, 'Connection reset by peer'))
      errno = 'socket error'
      filename = None
      message = ''
      strerror = error(104, 'Connection reset by peer')