Paris Dauphine University

About: Paris Dauphine University is a education organization based out in Paris, France. It is known for research contribution in the topics: Context (language use) & Population. The organization has 1766 authors who have published 6909 publications receiving 162747 citations. The organization is also known as: Paris Dauphine & Dauphine.

Ergodic problem for the Hamilton-Jacobi-Bellman equation. II

Abstract: We study the ergodic problem for the first-order Hamilton-Jacobi-Equations (HJBs), from the view point of controllabilities of underlying controlled deterministic systems We shall give sufficient conditions for the ergodicity by the estimates of controllabilities Next, we shall give some results on the Abelian-Tauberian problem for the solutions of HJBs Our solutions of HJBs satisfy the equations in the sense of viscosity solutions

Storage and Viability of a Fishery with Resource and Market Dephased Seasonalities

Abstract: In this study we analyse the role of the storageregulation in a fishery's production process when theresource exploited and the market to which theproduction is exported are characterized by seasonaldephased oscillations. For this purpose we built up adynamic model drawn from the French Guyana shrimpfishery example. The underlying objective of the modelis not the maximisation of a given criterion (as wouldbe in the optimal control approach), but merely themaintenance of the fishery's economical viability. Thefundamental principle is here to try to preserve asmany as possible viable control options. Theconditions to achieve and maintain this viability arecaptured in a certain number of constraints. Theanalysis points out periods and situations within theseason where the fishermen must anticipate theevolution of their storage to avoid violating thoseviability constraints. The study also indicates howthe fishery's viability can be ensured even if theexploitation costs exceed the commercial value of thelandings for a finite part of the year. However, whenthe resource's and/or market's oscillations are toolarge, the fishery may be not viable any longer and itappears that the crisis can not be removed byinvesting in larger storage capacities.

From local volatility to local Lévy models

Abstract: We define the class of local Levy processes. These are Levy processes time changed by an inhomogeneous local speed function. The local speed function is a deterministic function of time and the level of the process itself. We show how to reverse engineer the local speed function from traded option prices of all strikes and maturities. The local Levy processes generalize the class of local volatility models. Closed forms for local speed functions for a variety of cases are also presented. Numerical methods for recovery are also described.

Recognizing Art Style Automatically in Painting with Deep Learning

Abstract: The artistic style (or artistic movement) of a painting is a rich descriptor that captures both visual and historical information about the painting. Correctly identifying the artistic style of a paintings is crucial for indexing large artistic databases. In this paper, we investigate the use of deep residual neural to solve the problem of detecting the artistic style of a painting and outperform existing approaches to reach an accuracy of 62 on the Wikipaintings dataset (for 25 different style). To achieve this result, the network is first pre-trained on ImageNet, and deeply retrained for artistic style. We empirically evaluate that to achieve the best performance, one need to retrain about 20 layers. This suggests that the two tasks are as similar as expected, and explain the previous success of hand crafted features. We also demonstrate that the style detected on the Wikipaintings dataset are consistent with styles detected on an independent dataset and describe a number of experiments we conducted to validate this approach both qualitatively and quantitatively.