André du Bouchet, Carnet 2

de Travail du Centre d ’ Economie de la Sorbonne Market Efficiencies and Market Risks Pierre - André MAUGIS 2010

In recent years numerous papers constructed or simulated financial markets at an agent level, aiming to explain the non-stationarity of price processes. All such papers agree that the heterogeneity of agents and of pricing models creates a dynamics in terms of pricing models used that explains not only the non-stationarity of price processes, but also stylised facts such as bubbles and fat tail...

A conjecture of Yves André . ∗

The introduction to [2] (and references contained therein) contains a comprehensive exposition of terminology and notations relative to this conjecture. Since we use the same terminology and notations, we do not reproduce them here. The introduction to [2] also contains an exposition of results on this conjecture obtained before the article [3] came out. In this article we prove the following t...

François Bach and André Herbelin

Reals which Compute Little André

We investigate combinatorial lowness properties of sets of natural numbers (reals). The real A is super-low if A′ ≤tt ∅′, and A is jump-traceable if the values of {e}A(e) can be effectively approximated in a sense to be specified. We investigate those properties, in particular showing that super-lowness and jump-traceability coincide within the r.e. sets but none of the properties implies the o...

André Skupin and Sara Irina Fabrikant

s (Kohonen et al. 1999). Spring models are another popular category of dimensionality reduction techniques (Kamada and Kawai 1989, Skupin and Fabrikant 2003). Pathfinder network scaling (PFN) is a technique used for network visualization, with a preservation of the most salient links between input features. It is frequently applied to citation networks (Chen and Paul 2001). To illustrate this, ...