Mathematics of decision making and statistics

Pascal Bégout, and Jean-Pierre Neveu, “Measuring Motivational patterns: a formal approach of conservation of resources theory”, Nonlinear Dynamics, Psychology, and Life Sciences, July 2025, forthcoming.

Abdelaati Daouia, and Gilles Stupfler, “Risk measures beyond quantiles”, TSE Working Paper, n. 25-1632, April 2025.

Viktor Stojkoski, and César Hidalgo, “Optimizing Economic Complexity”, TSE Working Paper, n. 24-1623, March 2025.

Pascal Bégout, and Jésus Ildefonso Diaz, “On the compactness of the support of solitary waves of the complex saturated nonlinear Schrödinger equation and related problems”, Physica D. Nonlinear Phenomena, vol. 472, February 2025.

Felix Dammann, Néofytos Rodosthenous, and Stéphane Villeneuve, “A Stochastic Non-Zero-Sum Game of Controlling the Debt-to-GDP Ratio”, Applied Mathematics & Optimization, 2025, forthcoming.

Eduardo Abi Jaber, and Stéphane Villeneuve, “Gaussian Agency problems with memory and Linear Contracts”, Finance and Stochastics, vol. 29, January 2025, p. 143–176.

Jean-Paul Décamps, Fabien Gensbittel, and Thomas Mariotti, “Investment timing and technological breakthroughs”, Mathematics of Operations Research, 2025, forthcoming.

Laurent Miclo, “On the Helmholtz decomposition for finite Markov processes”, Séminaire de Probabilités, 2025, forthcoming.

Andreas Alfons, Aurore Archimbaud, Klaus Nordhausen, and Anne Ruiz-Gazen, “Tandem clustering with invariant coordinate selection”, Econometrics and Statistics, 2025, 27 pages, forthcoming.

Yasser Abbas, Abdelaati Daouia, Boutheina Nemouchi, and Gilles Stupfler, “Tail expectile-VaR estimation in the semiparametric Generalized Pareto model”, TSE Working Paper, n. 25-1607, January 2025.