Since the Brundtland report in 1987, at the start of the series of United Nations Conferences on the Environment and Development, the world population has grown by more than it was in the time of Adam Smith. Oil consumption has increased by 40% and the trend is similar for other exhaustible...

Causation between time series is a most important topic in econometrics, financial engineering, biological and psychological sciences, and many other fields. A new setting is introduced for examining this rather abstract concept. The corresponding calculations, which are much easier than those...

See http://hal.inria.fr/inria-00479824/en/ for a slightly more elaborate version.

The Cartier-Perrin theorem, which was published in 1995 and is expressed in the language of nonstandard analysis, permits, for the first time perhaps, a clear-cut mathematical definition of the volatility of a financial asset. It yields as a byproduct a new understanding of the means of returns,...

New fast estimation methods stemming from control theory lead to a fresh look at time series, which bears some resemblance to "technical analysis". The results are applied to a typical object of financial engineering, namely the forecast of foreign exchange rates, via a "model-free" setting,...