Financial markets are a paradigmatic case of complex adaptive systems. However, their complexity cannot be captured by traditional modelisation paradigms and we thus need to turn to new modelling tools. We present agentbased simulation as the suitable paradigm to analyse financial markets: this method allows to study the market macro behaviour on the basis of its microstructure, and some advanc...

We have developed a modelisation of the Yb:Er glass laser system for pulsed regime. The model is first validated in CW regime with a good agreement with experimental values. The agreement in Q-switch mode is only qualitative. Nevertheless, tendences are outlined due to the particular dynamical behaviour of a codoped system. Especially, we pointed out the possibility of achieving Q-switch operat...

Denis D. Sheka,1,* Juan P. Zagorodny,2 Jean-Guy Caputo,3 Yuri Gaididei,4 and Franz G. Mertens2 1National Taras Shevchenko University of Kiev, 03127 Kiev, Ukraine 2Physics Institute, University of Bayreuth, 95440 Bayreuth, Germany 3Laboratoire de Mathématiques, INSA de Rouen, Boîte Postal 8, 76131 Mont-Saint-Aignan Cedex France and Laboratoire de Physique theorique et Modelisation, Université de...

the experience of the French central Bank in terms of developing knowledge-based systems have led us to elaborate an environment of knowledge modelisation called CERISE. In this approach, we introduce a notion of module, issued from software engineering. This notion is fully formalised using algebraic abstract types. The main difference between this formalisation and the earlier ones (see (ML)2...

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Cluster Weighted Modeling (CWM) is a mixture approach regarding the modelisation of the joint probability of data coming from a heterogeneous population. Under Gaussian assumptions, we investigate statistical properties of CWM from both the theoretical and numerical point of view; in particular, we show that CWM includes as special cases mixtures of distributions and mixtures of regressions. Fu...

In this contribution towards creating interactive environments for garment design and simulation, we present a powerful mechanically based cloth simulation system. It is based on an optimized way to compute elastic forces between vertices of an irregular triangle mesh, which combines the precision of elasticity modelisation with the speed of a simple spring-mass particle system. Efficient numer...

This paper is concerned with the blind equalisation of a communication system. We propose to realize the identi cation of the channel impulse response as well as the noise variance estimation and detection of the emitted sequence of symbols. The signal modelisation as a Hidden Markov Model (HMM) has the intrinsic potential for solving such a problem. However, the high performances of such metho...

This paper introduces an approach for formal verification of BPMN models. The incompatible constructs of the BPMN patterns can lead to wrong or incomplete semantics which resulting the behavioral errors such as deadlock and multiple termination. This research is motivated by the need to create a correct business process and in order to generate a more complete formalization of BPMN semantics th...

In this paper, we want to describe the growth of the cell during its cycle; we construct some structured ODE models in low dimension. The structuration in ODE models takes account of the different stages in the cell evolution. This kind of modelisation allows richer mathematical behavior than classical unstructured models. As oscillatory behaviors can be observed in biological experiences [3], ...