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Search results for: Timothée Bligny

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text-center" style="font-size:1.6rem;">Search results for: Timothée Bligny</h1> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4</span> Cash Flow Optimization on Synthetic CDOs</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Timoth%C3%A9e%20Bligny">Timothée Bligny</a>, <a href="https://publications.waset.org/abstracts/search?q=Cl%C3%A9ment%20Codron"> Clément Codron</a>, <a href="https://publications.waset.org/abstracts/search?q=Antoine%20Estruch"> Antoine Estruch</a>, <a href="https://publications.waset.org/abstracts/search?q=Nicolas%20Girodet"> Nicolas Girodet</a>, <a href="https://publications.waset.org/abstracts/search?q=Cl%C3%A9ment%20Ginet"> Clément Ginet</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Collateralized Debt Obligations are not as widely used nowadays as they were before 2007 Subprime crisis. Nonetheless there remains an enthralling challenge to optimize cash flows associated with synthetic CDOs. A Gaussian-based model is used here in which default correlation and unconditional probabilities of default are highlighted. Then numerous simulations are performed based on this model for different scenarios in order to evaluate the associated cash flows given a specific number of defaults at different periods of time. Cash flows are not solely calculated on a single bought or sold tranche but rather on a combination of bought and sold tranches. With some assumptions, the simplex algorithm gives a way to find the maximum cash flow according to correlation of defaults and maturities. The used Gaussian model is not realistic in crisis situations. Besides present system does not handle buying or selling a portion of a tranche but only the whole tranche. However the work provides the investor with relevant elements on how to know what and when to buy and sell. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=synthetic%20collateralized%20debt%20obligation%20%28CDO%29" title="synthetic collateralized debt obligation (CDO)">synthetic collateralized debt obligation (CDO)</a>, <a href="https://publications.waset.org/abstracts/search?q=credit%20default%20swap%20%28CDS%29" title=" credit default swap (CDS)"> credit default swap (CDS)</a>, <a href="https://publications.waset.org/abstracts/search?q=cash%20flow%20optimization" title=" cash flow optimization"> cash flow optimization</a>, <a href="https://publications.waset.org/abstracts/search?q=probability%20of%20default" title=" probability of default"> probability of default</a>, <a href="https://publications.waset.org/abstracts/search?q=default%20correlation" title=" default correlation"> default correlation</a>, <a href="https://publications.waset.org/abstracts/search?q=strategies" title=" strategies"> strategies</a>, <a href="https://publications.waset.org/abstracts/search?q=simulation" title=" simulation"> simulation</a>, <a href="https://publications.waset.org/abstracts/search?q=simplex" title=" simplex "> simplex </a> </p> <a href="https://publications.waset.org/abstracts/10900/cash-flow-optimization-on-synthetic-cdos" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/10900.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">274</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3</span> Flutter Control Analysis of an Aircraft Wing Using Carbon Nanotubes Reinforced Polymer</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Timothee%20Gidenne">Timothee Gidenne</a>, <a href="https://publications.waset.org/abstracts/search?q=Xia%20Pinqi"> Xia Pinqi</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, an investigation of the use of carbon nanotubes (CNTs) reinforced polymer as an actuator for an active flutter suppression to counter the flutter phenomena is conducted. The goal of this analysis is to establish a link between the behavior of the control surface and the actuators to demonstrate the veracity of using such a suppression system for the aeronautical field. A preliminary binary flutter model using simplified unsteady aerodynamics is developed to study the behavior of the wing while reaching the flutter speed and when the control system suppresses the flutter phenomena. The Timoshenko beam theory for bilayer materials is used to match the response of the control surface with the CNTs reinforced polymer (CNRP) actuators. According to Timoshenko theory, results show a good and realistic response for such a purpose. Even if the results are still preliminary, they show evidence of the potential use of CNRP for control surface actuation for the small-scale and lightweight system. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=actuators" title="actuators">actuators</a>, <a href="https://publications.waset.org/abstracts/search?q=aeroelastic" title=" aeroelastic"> aeroelastic</a>, <a href="https://publications.waset.org/abstracts/search?q=aeroservoelasticity" title=" aeroservoelasticity"> aeroservoelasticity</a>, <a href="https://publications.waset.org/abstracts/search?q=carbon%20nanotubes" title=" carbon nanotubes"> carbon nanotubes</a>, <a href="https://publications.waset.org/abstracts/search?q=flutter" title=" flutter"> flutter</a>, <a href="https://publications.waset.org/abstracts/search?q=flutter%20suppression" title=" flutter suppression"> flutter suppression</a> </p> <a href="https://publications.waset.org/abstracts/114981/flutter-control-analysis-of-an-aircraft-wing-using-carbon-nanotubes-reinforced-polymer" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/114981.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">128</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">2</span> Winter – Not Spring - Climate Drives Annual Adult Survival in Common Passerines: A Country-Wide, Multi-Species Modeling Exercise</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Manon%20Ghislain">Manon Ghislain</a>, <a href="https://publications.waset.org/abstracts/search?q=Timoth%C3%A9e%20Bonnet"> Timothée Bonnet</a>, <a href="https://publications.waset.org/abstracts/search?q=Olivier%20Gimenez"> Olivier Gimenez</a>, <a href="https://publications.waset.org/abstracts/search?q=Olivier%20Dehorter"> Olivier Dehorter</a>, <a href="https://publications.waset.org/abstracts/search?q=Pierre-Yves%20Henry"> Pierre-Yves Henry</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Climatic fluctuations affect the demography of animal populations, generating changes in population size, phenology, distribution and community assemblages. However, very few studies have identified the underlying demographic processes. For short-lived species, like common passerine birds, are these changes generated by changes in adult survival or in fecundity and recruitment? This study tests for an effect of annual climatic conditions (spring and winter) on annual, local adult survival at very large spatial (a country, 252 sites), temporal (25 years) and biological (25 species) scales. The Constant Effort Site ringing has allowed the collection of capture - mark - recapture data for 100 000 adult individuals since 1989, over metropolitan France, thus documenting annual, local survival rates of the most common passerine birds. We specifically developed a set of multi-year, multi-species, multi-site Bayesian models describing variations in local survival and recapture probabilities. This method allows for a statistically powerful hierarchical assessment (global versus species-specific) of the effects of climate variables on survival. A major part of between-year variations in survival rate was common to all species (74% of between-year variance), whereas only 26% of temporal variation was species-specific. Although changing spring climate is commonly invoked as a cause of population size fluctuations, spring climatic anomalies (mean precipitation or temperature for March-August) do not impact adult survival: only 1% of between-year variation of species survival is explained by spring climatic anomalies. However, for sedentary birds, winter climatic anomalies (North Atlantic Oscillation) had a significant, quadratic effect on adult survival, birds surviving less during intermediate years than during more extreme years. For migratory birds, we do not detect an effect of winter climatic anomalies (Sahel Rainfall). We will analyze the life history traits (migration, habitat, thermal range) that could explain a different sensitivity of species to winter climate anomalies. Overall, we conclude that changes in population sizes for passerine birds are unlikely to be the consequences of climate-driven mortality (or emigration) in spring but could be induced by other demographic parameters, like fecundity. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Bayesian%20approach" title="Bayesian approach">Bayesian approach</a>, <a href="https://publications.waset.org/abstracts/search?q=capture-recapture" title=" capture-recapture"> capture-recapture</a>, <a href="https://publications.waset.org/abstracts/search?q=climate%20anomaly" title=" climate anomaly"> climate anomaly</a>, <a href="https://publications.waset.org/abstracts/search?q=constant%20effort%20sites%20scheme" title=" constant effort sites scheme"> constant effort sites scheme</a>, <a href="https://publications.waset.org/abstracts/search?q=passerine" title=" passerine"> passerine</a>, <a href="https://publications.waset.org/abstracts/search?q=seasons" title=" seasons"> seasons</a>, <a href="https://publications.waset.org/abstracts/search?q=survival" title=" survival"> survival</a> </p> <a href="https://publications.waset.org/abstracts/42791/winter-not-spring-climate-drives-annual-adult-survival-in-common-passerines-a-country-wide-multi-species-modeling-exercise" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/42791.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">303</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1</span> Valorization of Surveillance Data and Assessment of the Sensitivity of a Surveillance System for an Infectious Disease Using a Capture-Recapture Model</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Jean-Philippe%20Amat">Jean-Philippe Amat</a>, <a href="https://publications.waset.org/abstracts/search?q=Timoth%C3%A9e%20Vergne"> Timothée Vergne</a>, <a href="https://publications.waset.org/abstracts/search?q=Aymeric%20Hans"> Aymeric Hans</a>, <a href="https://publications.waset.org/abstracts/search?q=B%C3%A9n%C3%A9dicte%20Ferry"> Bénédicte Ferry</a>, <a href="https://publications.waset.org/abstracts/search?q=Pascal%20Hendrikx"> Pascal Hendrikx</a>, <a href="https://publications.waset.org/abstracts/search?q=Jackie%20Tapprest"> Jackie Tapprest</a>, <a href="https://publications.waset.org/abstracts/search?q=Barbara%20Dufour"> Barbara Dufour</a>, <a href="https://publications.waset.org/abstracts/search?q=Agn%C3%A8s%20Leblond"> Agnès Leblond</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The surveillance of infectious diseases is necessary to describe their occurrence and help the planning, implementation and evaluation of risk mitigation activities. However, the exact number of detected cases may remain unknown whether surveillance is based on serological tests because identifying seroconversion may be difficult. Moreover, incomplete detection of cases or outbreaks is a recurrent issue in the field of disease surveillance. This study addresses these two issues. Using a viral animal disease as an example (equine viral arteritis), the goals were to establish suitable rules for identifying seroconversion in order to estimate the number of cases and outbreaks detected by a surveillance system in France between 2006 and 2013, and to assess the sensitivity of this system by estimating the total number of outbreaks that occurred during this period (including unreported outbreaks) using a capture-recapture model. Data from horses which exhibited at least one positive result in serology using viral neutralization test between 2006 and 2013 were used for analysis (n=1,645). Data consisted of the annual antibody titers and the location of the subjects (towns). A consensus among multidisciplinary experts (specialists in the disease and its laboratory diagnosis, epidemiologists) was reached to consider seroconversion as a change in antibody titer from negative to at least 32 or as a three-fold or greater increase. The number of seroconversions was counted for each town and modeled using a unilist zero-truncated binomial (ZTB) capture-recapture model with R software. The binomial denominator was the number of horses tested in each infected town. Using the defined rules, 239 cases located in 177 towns (outbreaks) were identified from 2006 to 2013. Subsequently, the sensitivity of the surveillance system was estimated as the ratio of the number of detected outbreaks to the total number of outbreaks that occurred (including unreported outbreaks) estimated using the ZTB model. The total number of outbreaks was estimated at 215 (95% credible interval CrI95%: 195-249) and the surveillance sensitivity at 82% (CrI95%: 71-91). The rules proposed for identifying seroconversion may serve future research. Such rules, adjusted to the local environment, could conceivably be applied in other countries with surveillance programs dedicated to this disease. More generally, defining ad hoc algorithms for interpreting the antibody titer could be useful regarding other human and animal diseases and zoonosis when there is a lack of accurate information in the literature about the serological response in naturally infected subjects. This study shows how capture-recapture methods may help to estimate the sensitivity of an imperfect surveillance system and to valorize surveillance data. The sensitivity of the surveillance system of equine viral arteritis is relatively high and supports its relevance to prevent the disease spreading. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Bayesian%20inference" title="Bayesian inference">Bayesian inference</a>, <a href="https://publications.waset.org/abstracts/search?q=capture-recapture" title=" capture-recapture"> capture-recapture</a>, <a href="https://publications.waset.org/abstracts/search?q=epidemiology" title=" epidemiology"> epidemiology</a>, <a href="https://publications.waset.org/abstracts/search?q=equine%20viral%20arteritis" title=" equine viral arteritis"> equine viral arteritis</a>, <a href="https://publications.waset.org/abstracts/search?q=infectious%20disease" title=" infectious disease"> infectious disease</a>, <a href="https://publications.waset.org/abstracts/search?q=seroconversion" title=" seroconversion"> seroconversion</a>, <a href="https://publications.waset.org/abstracts/search?q=surveillance" title=" surveillance"> surveillance</a> </p> <a href="https://publications.waset.org/abstracts/48616/valorization-of-surveillance-data-and-assessment-of-the-sensitivity-of-a-surveillance-system-for-an-infectious-disease-using-a-capture-recapture-model" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/48616.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">297</span> </span> </div> </div> </div> </main> <footer> <div id="infolinks" class="pt-3 pb-2"> <div class="container"> <div style="background-color:#f5f5f5;" class="p-3"> <div class="row"> <div class="col-md-2"> <ul class="list-unstyled"> About <li><a href="https://waset.org/page/support">About Us</a></li> <li><a href="https://waset.org/page/support#legal-information">Legal</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/WASET-16th-foundational-anniversary.pdf">WASET celebrates its 16th foundational anniversary</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Account <li><a href="https://waset.org/profile">My Account</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Explore <li><a href="https://waset.org/disciplines">Disciplines</a></li> <li><a href="https://waset.org/conferences">Conferences</a></li> <li><a href="https://waset.org/conference-programs">Conference Program</a></li> <li><a href="https://waset.org/committees">Committees</a></li> <li><a href="https://publications.waset.org">Publications</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Research <li><a href="https://publications.waset.org/abstracts">Abstracts</a></li> <li><a href="https://publications.waset.org">Periodicals</a></li> <li><a href="https://publications.waset.org/archive">Archive</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Open Science <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Open-Science-Philosophy.pdf">Open Science Philosophy</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Open-Science-Award.pdf">Open Science Award</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Open-Society-Open-Science-and-Open-Innovation.pdf">Open Innovation</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Postdoctoral-Fellowship-Award.pdf">Postdoctoral Fellowship Award</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Scholarly-Research-Review.pdf">Scholarly Research Review</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Support <li><a href="https://waset.org/page/support">Support</a></li> <li><a href="https://waset.org/profile/messages/create">Contact Us</a></li> <li><a href="https://waset.org/profile/messages/create">Report Abuse</a></li> </ul> </div> </div> </div> </div> </div> <div class="container text-center"> <hr style="margin-top:0;margin-bottom:.3rem;"> <a href="https://creativecommons.org/licenses/by/4.0/" target="_blank" class="text-muted small">Creative Commons Attribution 4.0 International License</a> <div id="copy" class="mt-2">&copy; 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