Jules Sadefo Kamdem

13 papers Journal 13
YearRankTypeTitle / Venue / Authors
2025 J jnl
Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models.
CoRR
Frédy Pokou, Jules Sadefo Kamdem, François Benhmad
2025 J jnl
Time-frequency analysis and machine learning models for carbon market forecasting.
Ann. Oper. Res.
Jules Sadefo Kamdem, Passy Miano Mukami, James B. Njong
2024 J jnl
Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model.
Ann. Oper. Res.
Eric Djeutcha, Jules Sadefo Kamdem
2022 J jnl
A fuzzy multifactor asset pricing model.
Ann. Oper. Res.
Alfred Mbairadjim Moussa, Jules Sadefo Kamdem
2022 J jnl
Optimal renewable resource harvesting model using price and biomass stochastic variations: a utility based approach.
Math. Methods Oper. Res.
Gaston Clément Nyassoke Titi, Jules Sadefo Kamdem, Louis Aimé Fono
2021 J jnl
On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return.
Ann. Oper. Res.
Justin Dzuche, Christian Deffo Tassak, Jules Sadefo Kamdem, Louis Aimé Fono
2021 J jnl
S-ARMA Model and Wold Decomposition for Covariance Stationary Interval-Valued Time Series Processes.
New Math. Nat. Comput.
Jules Sadefo Kamdem, Babel Raïssa Guemdjo Kamdem, Carlos Ougouyandjou
2020 J jnl
The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection.
New Math. Nat. Comput.
Justin Dzuche, Christian Deffo Tassak, Jules Sadefo Kamdem, Louis Aimé Fono
2017 J jnl
Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns.
J. Oper. Res. Soc.
Christian Deffo Tassak, Jules Sadefo Kamdem, Louis Aimé Fono, Nicolas Gabriel Andjiga
2014 J jnl
Generalized Integral Transforms with the Homotopy Perturbation Method.
J. Math. Model. Algorithms Oper. Res.
Jules Sadefo Kamdem
2010 J jnl
Sharp estimates for the CDF of quadratic forms of MPE random vectors.
J. Multivar. Anal.
Jules Sadefo Kamdem
2008 J jnl
Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options.
Comput. Stat. Data Anal.
Jules Sadefo Kamdem, Alan Genz
2003 J jnl
Value-at-Risk and Expected Shortfall for Quadratic portfolio of securities with mixture of elliptic Distributed Risk Factors
CoRR
Jules Sadefo Kamdem