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ACTIVITIES AND PROSPECTS OF RESEARCH ACTIVITIES CONCERNING TOOLS OF TERRITORIAL INTELLIGENCE FOR SUSTAINABLE DEVELOPMENT ACTORS. Work Package 6 "Tools for Actors" of CAENTI.

Girardot, Jean-Jacques - HAL - 2007

This communication makes a state of the coordination activities carried out by the 6th work package "Tools for actors … and dissemination of methods and tools of territorial intelligence accessible for the territorial actors and respectful of … "CATALYSE" toolkit, starting from the experiment of the CAENTI participants, which contributed to the development of these tools …

Persistent link: https://www.econbiz.de/10010820442

Metamimetic Games : Modeling Metadynamics in Social Cognition

Chavalarias, David - HAL - 2006

Imitation is fundamental in the understanding of social system dynamics. But the diversity of imitation rules employed by modelers proves that the modeling of mimetic processes cannot avoid the traditional problem of endogenization of all the choices, including the one of the mimetic rules....

Persistent link: https://www.econbiz.de/10008790536

Accounterability and the problematics of accountability

Joannides, Vassili - HAL - 2012

This paper seeks to contribute to the emerging stream of literature on the problematics of accountability (Messner, 2009; Roberts, 2009; McKernan, 2011) and the possibilities of accounterability (Kamuf, 2007) by questioning whether and how accounterability can appear as a response to the problematics of...

Persistent link: https://www.econbiz.de/10010635263

CAPTURING REFLEXIVITY MODES IN IS: A CRITICAL REALIST APPROACH

Vaujany, François-Xavier De - HAL - 2008

a general vision of social practice and a typology of reflexivity modes. Her multilayered framework could be extremely … useful in overcoming a current limitation in IS: the weakness of reflexivity modelling. Indeed, though much research sheds … reflexivity mode and possible re-organizations of the Archer framework are also proposed. …

Persistent link: https://www.econbiz.de/10010820981

A critical regard to the history of econometrics

Fuchs, Erich Pinzón - HAL - 2013

econometrics itself, generating a problem of reflexivity. This means that historians of econometrics would evaluate econometrics … that would overcome the reflexivity problem yielding a certainly messier and convoluted but also richer vision of …

Persistent link: https://www.econbiz.de/10010821043

Optimal risk financing in large corporations through insurance captives

Picard, Pierre; Pinquet, Jean - HAL - 2011

A captive is an insurance or reinsurance company established by a parent group to finance its own risks. Captives mix internal risk pooling between the business units of the parent group and risk transfer toward the reinsurance market. We analyze captives from an optimal insurance contract...

Persistent link: https://www.econbiz.de/10008855581

Enterprise risk management: A process for enhanced management and improved performance

Gates, Stephen; Nicolas, Jean-Louis; Walker, Paul L. - HAL - 2012

Some company boards of directors and management teams are still reluctant to embrace enterprise risk management (ERM) because of the uncertainty regarding its value to the bottom line. A survey of audit and risk management executives suggests that the use of ERM leads to increased management...

Persistent link: https://www.econbiz.de/10010691385

Forecasting VaR and Expected Shortfall using Dynamical Systems: A Risk Management Strategy

Caillault, Cyril; Guegan, Dominique - HAL - 2009

Using non-parametric and parametric models, we show that the bivariate distribution of an Asian portfolio is not stable along all the period under study. We suggest several dynamic models to compute two market risk measures, the Value at Risk and the Expected Shortfall: the RiskMetrics...

Persistent link: https://www.econbiz.de/10010738564

Non-stationarity and meta-distribution

Guegan, Dominique - HAL - 2008

In this paper we deal with the problem of non-stationarity encountered in a lot of data sets, mainly in financial and economics domains, coming from the presence of multiple seasonnalities, jumps, volatility, distorsion, aggregation, etc. Existence of non-stationarity involves spurious behaviors...

Persistent link: https://www.econbiz.de/10010750362

The extreme downside risk of the S&P 500 stock index

Aboura, Sofiane - HAL - 2009

Extreme value theory has been widely applied in insurance and finance to model rare events. Plenty of such events have occurred in financial markets during the last two decades, including stock market crashes, currency crises, or large bankruptcies. This article applies extreme value theory...

Persistent link: https://www.econbiz.de/10010709582