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RFID associated to Ambient Intelligence and Multi-Agent Systems for Warehouses Decentralized Management and Control

Reaidy, Paul J.; Zouaghi, I.; Spalanzani, A. - HAL - 2012

RFID associated to ambient intelligence provide the basic interconnected network infrastructure for decentralized …. This architecture associates RFID technology with ambient intelligence platform and multi-agent system. …

Persistent link: https://www.econbiz.de/10010820649

Mitigating Supply Chain System Entropy by the Implementation of RFID

Saikouk, T.; Zouaghi, I.; Spalanzani, A. - HAL - 2011

-time information sharing concerning product and inventory levels through RFID reduces entropy and limits its effects on the supply … chain. RFID can reduce information loss and increase accuracy. From the literature we show that RFID can improve visibility …

Persistent link: https://www.econbiz.de/10011025782

PERFORMANCE ASSESSMENT OF DISTRIBUTED INVENTORY IN PHYSICAL INTERNET

Pan, Shenle; Nigrelli, Michele; Ballot, Eric; Sarraj, Rochdi - HAL - 2013

inventory kept in others locations. Within the Physical Internet approach, inventories are distributed in hubs towards the … and inventory costs with service level set as a constraint. The analysis focuses on the resources levels (transportation … and inventory) needed by the current supply model and by the Physical Internet in order to serve a market with a (Q …

Persistent link: https://www.econbiz.de/10010820915

The impact of non-technological on technological innovations: do services differ from manufacturing? An empirical analysis of Luxembourg firms

Mothe, Caroline; Uyen, Nguyen-Thi Thuc - HAL - 2012

effects of the two types of non-technological innovation in manufacturing and service firms. …

Persistent link: https://www.econbiz.de/10010899168

LIMITS TO GROWTH AND STOCHASTICS

Bouleau, Nicolas - HAL - 2012

The aim of this article is to use probabilistic ideas to study predictive reasoning based on hypotheses and models, but without using Ito calculus, without writing any stochastic differential equations, in fact without writing any formulas at all. The aim is to extract from the study of...

Persistent link: https://www.econbiz.de/10010899270

Preliminary remarks on option pricing and dynamic hedging

Fliess, Michel; Join, Cédric - HAL - 2012

An elementary arbitrage principle and the existence of trends in financial time series, which is based on a theorem published in 1995 by P. Cartier and Y. Perrin, lead to a new understanding of option pricing and dynamic hedging. Intricate problems related to violent behaviors of the underlying,...

Persistent link: https://www.econbiz.de/10010551681

Is a probabilistic modeling really useful in financial engineering? --- A-t-on vraiment besoin d'un modèle probabiliste en ingénierie financière ?

Fliess, Michel; Join, Cédric; Hatt, Frédéric - HAL - 2011

A new standpoint on financial time series, without the use of any mathematical model and of probabilistic tools, yields not only a rigorous approach of trends and volatility, but also efficient calculations which were already successfully applied in automatic control and in signal processing. It...

Persistent link: https://www.econbiz.de/10008924910

Time Series Technical Analysis via New Fast Estimation Methods: A Preliminary Study in Mathematical Finance

Fliess, Michel; Join, Cédric - HAL - 2008

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,...

Persistent link: https://www.econbiz.de/10008791958

Towards New Technical Indicators for Trading Systems and Risk Management

Fliess, Michel; Join, Cédric - HAL - 2009

We derive two new technical indicators for trading systems and risk management. They stem from trends in time series, the existence of which has been recently mathematically demonstrated by the same authors (A mathematical proof of the existence of trends in financial time series, Proc. Int....

Persistent link: https://www.econbiz.de/10008792384

Volatility made observable at last

Fliess, Michel; Join, Cédric; Hatt, Frédéric - HAL - 2011

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,...

Persistent link: https://www.econbiz.de/10008836782