In this paper we analyse financial implications of exchangeability and similar properties of finite dimensional random vectors. We show how these properties are reflected in prices of some basket options in view of the well-known put-call symmetry property and the duality principle in option pricing. A particular attention is devoted to the case of asset prices driven by Lévy processes. Based o...

In many web applications, a recommendation is not a single item suggested to a user but a list of possibly interesting contents that may be ranked in some contexts. The combinatorial bandit problem has been studied quite extensively these last two years and many theoretical results now exist : lower bounds on the regret or asymptotically optimal algorithms. However, because of the variety of si...

In this paper, we propose a novel semi-supervised speaker identification method that can alleviate the influence of non-stationarity such as session dependent variation, the recording environment change, and physical conditions/emotions. We assume that the voice quality variants follow the covariate shift model, where only the voice feature distribution changes in the training and test phases. ...

We study the following model for a system the state of which is continuously observed. The set of possible states is a finite set {0, . . . , L}, where larger values represent increased states of deterioration from the “new condition” represented by state 0, to the “totally inoperative condition” of state L. Whenever the system changes state a decision has to be made as to whether it is renovat...

The closure of a regular language under a [partial, semi-] commutation I has been extensively studied. We present new advances on two problems of this area: (1) When is the closure of a regular language under [partial, semi-] commutation still regular? (2) Are there any robust classes of languages closed under [partial, semi-] commutation? We show that the class Pol(G) of polynomials of group l...