Laboratoire de Mathématiques et Modélisation d'Evry

Présentation du laboratoire

Le laboratoire de Mathématiques et Modélisation d'Évry (LaMME) est un laboratoire organisé en 3 équipes de recherche se focalisant sur les domaines de l'Analyse et des Equations aux Dérivées Partielles, les Probabilités et les Mathématiques Financières, et la Statistiques et le Génome. Les axes de recherche abordés sont donc très larges et s'étendent de l'application des méthodes d'analyse harmonique réelle à l'étude des équations de la mécanique des fluides jusqu'au développement de méthodes statistiques originales pour l'analyse de données issues des sciences du vivant (données médicales, ou issues de biologie moléculaire notamment), en passant par l'analyse de risques financiers tel que le risque de contrepartie, le risque de liquidité, ou l'analyse XVA. Le laboratoire est membre du Labex Finance et Croissance Durable Institut Louis Bachelier.

Les 20 dernières publications

Titre Auteurs Date de publication Source
Systematic analysis of TruSeq, SMARTer and SMARTer Ultra-Low RNA-seq kits for standard, low and ultra-low quantity samples Christophe Ambroise, Cyril Dalmasso 01/12/2019 Scientific Reports
Credit valuation adjustment compression by genetic optimization Stéphane Crépey, Marc Chataigner 01/12/2019 Risks
On cubic thue equations and the indices of algebraic integers in cubic Fields Abdelmejid Bayad, Mohammed Seddik 01/12/2019 Applicable Analysis and Discrete Mathematics
Adjacency-constrained hierarchical clustering of a band similarity matrix with application to genomics Guillem Rigaill, Christophe Ambroise 15/11/2019 Algorithms for Molecular Biology
A generalized statistical framework to assess mixing ability from incomplete mixing designs using binary or higher order variety mixtures and application to wheat Tristan Mary-Huard, Stéphane Robin, Christophe Ambroise, ... 01/10/2019 Field Crops Research
Optimal exploitation of a resource with stochastic population dynamics and delayed renewal Vathana Ly Vath, Thomas Lim 01/09/2019 Journal of Mathematical Analysis and Applications
Screening populations for copy number variation using genotyping-by-sequencing: A proof of concept using soybean fast neutron mutants Guillem Rigaill 06/08/2019 BMC Genomics
DEFAULTABLE CLAIMS in SWITCHING MODELS with PARTIAL INFORMATION Monique Jeanblanc 01/06/2019 International Journal of Theoretical and Applied Finance
Path-dependent american options Etienne Chevalier, Vathana Ly Vath 01/06/2019 Journal of Computational Finance
Protein arginine methyltransferase 5: A novel therapeutic target for triple-negative breast cancers Guillem Rigaill 01/05/2019 Cancer Medicine
Comparison of methods for early-readmission prediction in a high-dimensional heterogeneous covariates and time-to-event outcome framework Agathe Guilloux 06/03/2019 BMC Medical Research Methodology
Does the presence of transposable elements impact the epigenetic environment of human duplicated genes? Carène Rizzon 01/03/2019 Genes
Detecting the marathon asymmetry with a statistical signature Jean Renaud Pycke 01/02/2019 Physica A: Statistical Mechanics and its Applications
Financial models with defaultable numéraires Sergio Pulido 01/01/2019 Mathematical Finance
A Multiattribute Gaussian Graphical Model for Inferring Multiscale Regulatory Networks: An Application in Breast Cancer Julien Chiquet, Martina Sundqvist, Guillem Rigaill 01/01/2019 Methods in Molecular Biology
Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs Wissal Sabbagh 01/01/2019 Applied Mathematics and Optimization
Adaptive robust control under model uncertainty Monique Jeanblanc 01/01/2019 SIAM Journal on Control and Optimization
Cramér’s estimate for stable processes with power drift Christophe Profeta 01/01/2019 Electronic Journal of Probability
Markov cubature rules for polynomial processes Sergio Pulido 01/04/2020 Stochastic Processes and their Applications
Optimal risk management problem of natural resources: application to oil drilling Thomas Lim 01/01/2019 Annals of Operations Research