Pascal Damel

According to our database, Pascal Damel authored at least 5 papers between 2013 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

DCA-Based Weighted Bagging: A New Ensemble Learning Approach.

Van Tuan Pham, Hoai An Le Thi, Hoang Phuc Hau Luu, Pascal Damel

Proceedings of the Intelligent Information and Database Systems - 15th Asian Conference, 2023

2016

The challenge in managing new financial risks: adopting an heuristic or theoretical approach.

Pascal Damel, Hoai An Le Thi, Nadège Peltre

Ann. Oper. Res., 2016

2015

Scientific Methodology to Model Liquidity Risk in UCITS Funds with an Asset Liability Approach: A Global Response to Financial and Prudential Requirements.

Pascal Damel, Nadège Ribau-Peltre

Proceedings of the Modelling, Computation and Optimization in Information Systems and Management Sciences - Proceedings of the 3rd International Conference on Modelling, Computation and Optimization in Information Systems and Management Sciences, 2015

2014

The Confrontation of Two Clustering Methods in Portfolio Management: Ward's Method Versus DCA Method.

Hoai An Le Thi, Pascal Damel, Nadège Peltre, Nguyen Trong Phuc

Proceedings of the Advanced Computational Methods for Knowledge Engineering, 2014

2013

How to Model Repricable-Rate, Non-maturity Products in a Bank: Theoretical and Practical Replicating Portfolio.

Pascal Damel, Nadège Ribau-Peltre

Proceedings of the Advanced Methods for Computational Collective Intelligence, 2013