Yves Rakotondratsimba

Publication Activity (10 Years)

Years Active: 2008-2020
Publications (10 Years): 2

Top Topics

Markov Chain Monte Carlo

Dempster Shafer Theory Of Evidence

Polynomial Regression

Top Venues

IEEE Trans. Fuzzy Syst.

Publications

Jae-Yun Jun, Yves Rakotondratsimba
Hedging option contracts with locally weighted regression, functional data analysis, and Markov chain Monte Carlo techniques. ICAIIC (2020)
Jean-Marc Le Caillec, Alya Itani, Didier Guériot, Yves Rakotondratsimba
Stock Picking by Probability-Possibility Approaches. IEEE Trans. Fuzzy Syst. 25 (2) (2017)
Mohamed Lemrabott, Serigne Gueye, Adnan Yassine, Yves Rakotondratsimba
Portfolio Selection under Piecewise Affine Transaction Costs: An Integer Quadratic Formulation. MCO (2008)