This paper introduces the minimum entropy regularizer for learning from partial labels. This learning problem encompasses the semi-supervised setting, where a decision rule is to be learned from labeled and unlabeled examples. The minimum entropy regularizer applies to diagnosis models, i.e....

We aim at modelling fat-tailed densities whose distributions are unknown but are potentially asymmetric. In this context, the standard normality assumption is not appropriate.In order to make as few distributional assumptions as possible, we use a non-parametric algorithm to model the center of...

Prior work on option pricing falls mostly in two categories: it either relies on strong distributional or economical assumptions, or it tries to mimic the Black-Scholes formula through statistical models, trained to fit today's market price based on information available today. The work...

The price of an option should reflect the average value that a buyer receives for it, and also a risk premium. This report describes an empirical study for analysing these factors as a graphical and quantitative manner. The analysis focuses on the average difference between the price option and...

This report presents and proposes several methods to improve the capacity of generalization of the learning algorithms in a context of financial decision-making. These methods, overall, aim at controlling the capacity of the learning algorithms in order to limit the problem of the over-training,...

The non-parametric modelization of the stock options and other derivatives generated an increased interest over the past years. The goal of this paper is to predict the market price of an option from the same information as needed by the Black-Scholes formula. This is a continuation of more...

Le constat n'est pas nouveau : le Québec est très endetté. Toutes proportions gardées, le Québec est la troisième province canadienne dont le gouvernement est le plus endetté. Les Québécois doivent également supporter le fardeau de la dette publique fédérale, qui est encore plus...

Les émotions sont omniprésentes au travail. Au cours des dernières années, on s'est lentement éloigné de l'idée que le milieu de travail idéal n'admet pas l'existence des émotions pour s'apercevoir qu'elles font non seulement partie intégrante du travail, mais qu'elles y jouent aussi...

The real options approach considers strategic management and decision-making as a process aimed at actively reducing exposition to downside risk and promoting exposition to upside opportunities. It stands at the hinge between pure finance and other areas of decision making under risk such as...