Scientific Events
Conférences
European Conference on Operational Research (EURO 2024) (2024)
2024
Impact of Sentiment analysis on Energy Sector Stock Prices : A FinBERT Approach (EURO 33nd),
2022
-Black-Litterman optimization with returns prediction using Neural Network and deep learning methods , (EURO 2022), 32nd European Conference on Operational Research Finland, July 3-6, 2022
2020
-The Impact of Low-Carbon Policy on Stock Returns, EURO, 30th European Conference on Operational Research Conference, Dublin, Ireland.
2019
-The Impact of Low-Carbon Policy on Stock Returns, IAEE, (International Association of Energy Economics), Ljubljana.
2017
-Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks, IFC, International Finance Conference. IFC
Australasian Finance & Banking Conference (Sydney, Australia) (2016)
Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks
Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis.
European Conference on Operational Research (EURO, Poznan) (2016)
Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks.
Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis.
International Symposium in Computational Economics and Finance (ISCEF)
ISCEF (2016): Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis.
ISCEF (2014): Optimal Positioning in Financial Derivatives under Mixture Distributions
ISCEF (2012): Portfolio Performance Maximization with Generalized Kappa Ratio
ISCEF (2010): Optimization and performance measure of funds with Gaussian mixing returns
International Finance Conférence (IFC)
2017 Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks
2015 Optimal Positioning in Financial Derivatives under Mixture Distributions
2009 Optimization and performance measure of funds with Gaussian mixing return
2007Optimisation des mesures de performance : le cas des hedge funds
The French Finance Association (AFFI)
2012 Portfolio optimization within mixture of distributions.
2010 Structured portfolio analysis under SharpeOmega ratio.
2009 Optimization and performance measure of funds with Gaussian mixing returns.
2008 VaR and Omega measures for portfolios involving hedge funds: a copula approach.
2007 Optimisation des mesures de performance : le cas des hedge funds.
International Conference on Economic Modeling (EcoMod)
2010 Structured portfolio analysis under SharpeOmega ratio.
International Conference on Applied Financial Economics
2011 Portfolio optimization within mixture of distributions.
European Financial Management Association (EFMA)
2008 Dynamic versus static optimization of hedge fund portfolios: the relevance of performance measure.
ISTM (la 9ème journée de l’Académie de l’Entrepreneuriat)
2007 Evaluation de la performance des FCPI français.