Hassan MAATOUK

Areski Cousin, Hassan Maatouk, Didier Rullière. Kriging of financial term-structures. European Journal of Operational Research, Elsevier, 2016, 255 (2), pp.631-648. <http://www.sciencedirect.com/science/article/pii/S0377221716303940>. <hal-01206388v2>

Hassan Maatouk, Olivier Roustant, Yann Richet. Cross-validation estimations of hyper-parameters of Gaussian processes with inequality constraints. Spatial Statistics 2015: Emerging Patterns committee, Jun 2015, Avignon, France. Procedia Environmental Sciences, 27, pp.38-44, <10.1016/j.proenv.2015.07.105>. <hal-01539509>

Hassan Maatouk, Xavier Bay. A new rejection sampling method for truncated multivariate Gaussian random variables restricted to convex sets. Ronald Cools and Dirk Nuyens. Monte Carlo and Quasi-Monte Carlo Methods , 163, pp.521-530, 2016, <https://link.springer.com/chapter/10.1007/978-3-319-33507-0_27>. <hal-01063978>

Hassan Maatouk. Finite-dimensional approximation of Gaussian processes with inequality constraints. 2017. <hal-01533356>

Areski Cousin, Hassan Maatouk, Didier Rullière. Estimation de la courbe d'actualisation par krigeage sous contraintes. 2016. <hal-01422365>