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X-WR-CALNAME:Namur Institute For Complex Systems
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X-WR-CALDESC:Events for Namur Institute For Complex Systems
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DTSTART:20160327T010000
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BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20170601T130000
DTEND;TZID=Europe/Paris:20170601T140000
DTSTAMP:20260409T042355
CREATED:20170602T114520Z
LAST-MODIFIED:20170602T114520Z
UID:191-1496322000-1496325600@www.naxys.be
SUMMARY:Arnaud Dufays (University of Laval)
DESCRIPTION:Title : A new approach to volatility modeling: the High-Dimensional Markov model\nAbstract : A new model — the high-dimensional Markov (HDM) model — is proposed for financial returns and their latent variances. It is also applicable to model directly realized variances. Volatility is modeled as a product of three components: a Markov chain driving volatility persistence\, an independent discrete process capable of generating jumps in the volatility\, and a predictable (data-driven) process capturing the leverage effect. The Markov chain and jump components allow volatility to switch abruptly between thousands of states. The transition probability matrix of the Markov chain is structured in such a way that the multiplicity of the second largest eigenvalue can be greater than one. This distinctive feature generates a high degree of volatility persistence. The statistical properties of the HDM model are derived and an economic interpretation is attached to each component. In-sample results on six financial time series highlight that the HDM model compares favorably to the main existing volatility processes. A forecasting experiment shows that the HDM model significantly outperforms its competitors when predicting volatility over time horizons longer than five days.
URL:https://www.naxys.be/event/arnaud-dufays-university-of-laval/
LOCATION:Seminar room\, Rempart de la Vierge 8\, Namur\, 1170
CATEGORIES:NAXYS Seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20170606T130000
DTEND;TZID=Europe/Paris:20170606T140000
DTSTAMP:20260409T042355
CREATED:20170314T141725Z
LAST-MODIFIED:20170323T163200Z
UID:158-1496754000-1496757600@www.naxys.be
SUMMARY:Matteo Polettini (University of Luxembourg)
DESCRIPTION:Title: Effective thermodynamics according to a marginal observer \nAbstract: \nThe celebrated Fluctuation Theorem\, quantifying the extent of breakage of time reversibility in nonequilibrium systems\, pivots on the fact that all currents contributing to the dissipation rate of a system are known. What instead if only some currents are measurable? In general\, the marginal probabilities of fewer currents do not satisfy the full fluctuation symmetry. However\, still many claims can be sustained. We provide a general theory of fluctuation relations for the marginal p.d.f. of the currents of a Markov jump process\, based on the mathematics of the “marginally time-reversed” generator. At the physical level\, the theory has implications regarding the fluctuation-dissipation relations for systems that are only locally at equilibrium\, i.e.\, such that certain currents vanish while all others are arbitrarily far from equilibrium. In particular\, we are able to prove nonequilibrium Green-Kubo relations\, the violation of the Onsager symmetry\, and to provide higher-order signatures of nonequilibrium behavior. \n 
URL:https://www.naxys.be/event/matteo-polettini-university-of-luxembourg/
LOCATION:Seminar room\, Rempart de la Vierge 8\, Namur\, 1170
CATEGORIES:NAXYS Seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20170613T130000
DTEND;TZID=Europe/Paris:20170613T140000
DTSTAMP:20260409T042355
CREATED:20170412T074349Z
LAST-MODIFIED:20170609T144717Z
UID:174-1497358800-1497362400@www.naxys.be
SUMMARY:Pierre-Antoine Absil (UCL)
DESCRIPTION:Title: Averaging diffusion tensors \n  \nAbstract: \nThis talk concerns the problem of averaging a collection of symmetric positive-definite (SPD) matrices. Generally speaking\, averaging methods are required notably to aggregate several noisy measurements of the same object\, or to compute the mean of clusters in k-means clustering algorithms\, or as a subtask in higher-level tasks such as curve fitting. The problem of averaging SPD matrices arises for example in medical imaging (denoising and segmentation tasks in Diffusion Tensor Imaging)\, mechanics (elasticity tensor computation)\, and in video tracking and radar detection tasks. Among several possible definitions for the mean of SPD matrices (including the straightforward arithmetic mean)\, the “Karcher mean” (specifically the least-squares mean in the sense of the so-called affine-invariant metric) is of widespread interest in the research literature\, since it possesses several pleasant properties while being challenging to compute. In this talk\, we will review recent advances in iterative methods that converge to the Karcher mean\, and in methods that approach it using limited resources.\nThis work is in collaboration with Xinru Yuan and Kyle Gallivan (Florida State University)\, Wen Huang (Rice University)\, and Estelle Massart and Julien Hendrickx (UCLouvain).
URL:https://www.naxys.be/event/pierre-antoine-absil-ucl/
LOCATION:Seminar room\, Rempart de la Vierge 8\, Namur\, 1170
CATEGORIES:NAXYS Seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20170627T130000
DTEND;TZID=Europe/Paris:20170627T140000
DTSTAMP:20260409T042355
CREATED:20170508T102318Z
LAST-MODIFIED:20170508T102453Z
UID:182-1498568400-1498572000@www.naxys.be
SUMMARY:Jérôme Kunegis (NaXys)
DESCRIPTION:Title: The New KONECT Project at the University of Namur \nAbstract: In this talk I give an overview of the KONECT project\, and highlight some of its applications. The KONECT Project is a project to collect\, analyse and disseminate network datasets as used in various fields of research such as network science\, web science\, etc. The name “KONECT” stands for “Koblenz Network Collection” as the project was  initiated at the University of Koblenz-Landau (Germany)\, but is now maintained at the University of Namur in parallel with my move to this university. This talk will give a motivation for the need of such a project\, highlighting the benefits of performing research on large sets of network datasets\, and why the motto of KONECT is “Everything is a Network”. I will also briefly present recent papers by myself and colleagues that have made use of the KONECT corpus. Finally\, I will give a brief introduction to the Stu build automation tool that I wrote in order to manage the highly parallel and structurally complex computations in KONECT.
URL:https://www.naxys.be/event/jerome-kunegis-naxys/
LOCATION:Seminar room\, Rempart de la Vierge 8\, Namur\, 1170
CATEGORIES:NAXYS Seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20170630T130000
DTEND;TZID=Europe/Paris:20170630T140000
DTSTAMP:20260409T042355
CREATED:20170629T205452Z
LAST-MODIFIED:20170629T205452Z
UID:199-1498827600-1498831200@www.naxys.be
SUMMARY:Marco Sansottera (University of Milan)
DESCRIPTION:Title: Quasi-convexity of the Hamiltonian for non Harmonic or non Keplerian\ncentral potentials. \nAbstract: \nWe consider the planar central motion with a real analytic potential. We\nprove that the corresponding Hamiltonian\, when written in action angle\nvariables\, is almost everywhere quasiconvex\, the only exceptions being\nthe Keplerian and the Harmonic potentials. We deduce persistence of most\nKAM tori for the perturbed planar system. We also deduce a Nekhoroshev\ntype stability result for the perturbed spatial central motion. Such a\nlatter result covers also the case where the central system is put in\ninteraction with a slow system. \n 
URL:https://www.naxys.be/event/marco-sansottera-university-of-milan/
LOCATION:Seminar room\, Rempart de la Vierge 8\, Namur\, 1170
CATEGORIES:NAXYS Seminar
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