2007-2008

Master projects 2007-2008

ANKEN Nicolas                       Gestion optimale de l’espace dans un système                                           d’entreposage et distribution
                                          Prof. M. Bierlaire / Prof. A. Ruiz / Prof. J. Renaud

BAUMANN Mélanie                  Les sous-groupes génétiques
                                          Prof. J. Thévenaz

BERNARD Simon                     Produits structurés : Reverse Convertible Worst Of
                                          Prof. S. Morgenthaler / Prof. M. Rockinger

BOPPE Louis                          Bernstein copula-based CDO pricing model
                                          Prof. A. Davison / Dr A. Dias / Prof. M. Salmon

BORTER Niklaus                     De la loi de réciprocité quadratique au comptage de points                                           sur des courbes sur des corps finis
                                          Prof. E. Bayer Fluckiger

BOTRUGNO Fabiana                Prévision du temps de survie en fonction du génotype
                                          Prof. S. Morgenthaler

BRUTSCHE Stéphane               La Gamma-convergence
                                          Dr. B. Buffoni (printemps 2008)

CEDRATI Omar                      Pricing and VaR calculation of some structured products in                                           the context of the Heston model
                                          Prof. S. Morgenthaler (printemps 2008)

COPIN Patrice                       On Tukey’s H distribution and its application to risk                                           measures
                                          Prof.S. Morgenthaler (printemps 2008)

DEMOURES François               Action d’un groupe de Lie sur une variété et étude de                                           l’espace des orbites
                                          Prof. T. Ratiu

DE TORRENTÉ Laurence          Analyse de données longitudinales multivariées
                                          Dr Jean-Marie Helbling

DEVIC Anna                          The support problem and its elliptic analogue
                                          Prof. Eva Bayer Fluckiger / Dr D. McKinnon

EPINEY Lucien                       Corporate portfolio management
                                          Prof. T. M. Liebling / Dr G. Stauffer

GILLIÉRON Fanny                   Optimization of road traffic count locations within a                                           network
                                          Prof. M. Bierlaire / Dr J. Barcelo

GUEX Sebastien                     Dixmier’s approximation theorem
                                          Prof. A. Derighetti / Dr A. T.-M. Lau

HONGLER Clément                  Critical percolation on the triangular lattice: two                                           conformally invariant observables
                                          Prof. T. Mountford / Prof. S. Smirnov

JACQUIER Simon                    Réseau Bayesian continu appliqué à la reconnaissance                                           faciale
                                          Prof. Stephan Morgenthaler (printemps 2008)

KELLERHALS Julian                  About rational homotopy and the Hirsch lemma
                                          Prof. K. Hess Bellwald / Prof. L. Scull

LI Xiangchun                         Estimating the variances of parameter estimates in a                                           hidden Markov model
                                          Prof. S. Morgenthaler

MOULIN Christelle                  Géodésiques fermées simples sur les surfaces                                           hyperboliques
                                          Prof. M. Troyanov / Prof. F. Bonahon

MOUQUIN Victor                    SU(p,q)-orbits on the complex flag variety
                                          Prof. T. Ratiu / Prof. J.-H. Lu

ROSSEL Jean-Benoît               Optimisation stochastique appliquée au problème de la                                           trajectoire d’un voilier
                                          Prof. R. Dalang

SADOZAI Sara                       Perception de la santé et du vieillissement par les modèles                                           linéaires généralisés
                                          Prof. S. Morgenthaler

SCHIESS Mathieu                   Réduction sur le produit semi-direct et applications en                                           mécanique
                                          Prof. T. S. Ratiu

SHEVLYAKOVA Maya               Estimating graphical models by partial correlations
                                          Prof. S. Morgenthaler

SCHLEISS Marc                      R-estimateurs en régression et extension aux modèles                                           généralisés linéaires
                                          Prof. S. Morgenthaler

VAN GARREL Michel                 Isomorphism classes of elliptic curves with complex                                           multiplication defined over 
                                          a number field with the same Hecke character
                                          Prof. E. Bayer Fluckiger / Prof. K. A. Ribet

WENGER Ariane                      Analyse en composantes principales dans le cas robuste
                                          Prof. S. Morgenthaler

WALICKI Guillaume                 Quelques problèmes du calcul de variations
                                          Prof. B. Dacorogna (printemps 2008)