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Peer Reviewed
See detailModeling the dependence between extreme operational losses and economic factors: a conditional semi-parametric Generalized Pareto approach
Hambuckers, julien ULg; Heuchenne, Cédric ULg; Lopez, Olivier

Conference (2015, December)

In this paper, we model the severity distribution of operational losses data, condi- tional on some covariates. Indeed, previous studies [Chernobai et al., 2011, Cope et al., 2012, Chavez-Demoulin et al ... [more ▼]

In this paper, we model the severity distribution of operational losses data, condi- tional on some covariates. Indeed, previous studies [Chernobai et al., 2011, Cope et al., 2012, Chavez-Demoulin et al., 2014a] suggest that this distribution might be in uenced by macroeconomic and rm-speci c factors. We introduce a conditional Generalized Pareto model, where the shape parameter is an unknown function of a linear combina- tion of the covariates. More precisely, we rely on a single-index assumption to perform a dimension reduction that enables to use univariate nonparametric techniques. Hence, we su er neither from too strong parametric assumption nor from the curse of dimen- sionality. Then, we develop an iterative approach to estimate this model, based on the maximisation of a semiparametric likelihood function. Finally, we apply this method- ology on a novel database provided by the bank UniCredit. We use rm-speci c factors to estimate the conditional shape parameter of the severity distribution. Our analysis suggests that the leverage ratio of the company, the proportion of the revenue coming from fees as well as the risk category have an important impact on the tail thickness of this distribution and thus on the probability of su ering from large operational losses. [less ▲]

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See detailModeling the dependence of respiration and photosynthesis upon light, acetate, carbon dioxide, nitrate and ammonium in Chlamydomonas reinhardtii using design of experiments and multiple regression
Gerin, Stéphanie ULg; Mathy, Gregory; Franck, Fabrice ULg

in BMC Systems Biology (2014), 8(96),

Background: In photosynthetic organisms, the influence of light, carbon and inorganic nitrogen sources on the cellular bioenergetics has extensively been studied independently, but little information is ... [more ▼]

Background: In photosynthetic organisms, the influence of light, carbon and inorganic nitrogen sources on the cellular bioenergetics has extensively been studied independently, but little information is available on the cumulative effects of these factors. Here, sequential statistical analyses based on design of experiments (DOE) coupled to standard least squares multiple regression have been undertaken to model the dependence of respiratory and photosynthetic responses (assessed by oxymetric and chlorophyll fluorescence measurements) upon the concomitant modulation of light intensity as well as acetate, CO2, nitrate and ammonium concentrations in the culture medium of Chlamydomonas reinhardtii. The main goals of these analyses were to explain response variability (i.e. bioenergetic plasticity) and to characterize quantitatively the influence of the major explanatory factor(s). Results: For each response, 2 successive rounds of multiple regression coupled to one-way ANOVA F-tests have been undertaken to select the major explanatory factor(s) (1st-round) and mathematically simulate their influence (2nd-round). These analyses reveal that a maximal number of 3 environmental factors over 5 is sufficient to explain most of the response variability, and interestingly highlight quadratic effects and second-order interactions in some cases. In parallel, the predictive ability of the 2nd-round models has also been investigated by k-fold cross-validation and experimental validation tests on new random combinations of factors. These validation procedures tend to indicate that the 2nd-round models can also be used to predict the responses with an inherent deviation quantified by the analytical error of the models. Conclusions: Altogether, the results of the 2 rounds of modeling provide an overview of the bioenergetic adaptations of C. reinhardtii to changing environmental conditions and point out promising tracks for future in-depth investigations of the molecular mechanisms underlying the present observations. [less ▲]

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See detailModeling the dissociation and ionization of a sputtered organic molecule
Solomko, V.; Verstraete, Matthieu ULg; Delcorte, A. et al

in Applied Surface Science (2006), 252

Detailed reference viewed: 32 (5 ULg)
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See detailModeling the Distribution of Marketable Timber Products of Private Teak (Tectona grandis L.f.) Plantations
Fonton, Noël Houédougbé; Atindogbé, Gilbert; Akossou, Arcadius Y. et al

in Open Journal of Forestry (2013), 3(4), 115-121

Management of marketable products of private plantations will not be sustainable without class girth be-ing identifiable readily. Modeling marketable products is a key to obtain good fitness between ... [more ▼]

Management of marketable products of private plantations will not be sustainable without class girth be-ing identifiable readily. Modeling marketable products is a key to obtain good fitness between observed and theoretical girth distribution. We determine the best parameter recovery method with the Weibull function for two sylvicultural regimes (coppice and high forest). Data on stand variables were collected from 1101 sample plots. The three Weibull function parameters were estimated with three parameters re-covery methods: the maximum likelihood method, the method of moments and the method of percentiles. Stepwise regression and the simultaneously re-estimated parameter using the Seemingly Unrelated Re-gression Estimation were applied to model each parameter. The results indicated that the three methods successfully predicted girth size distributions within the sample stands. The method of moments was the best one with lowest values of Reynolds error index and Kolmogorov-Smirnov statistic however the syl-vicultural regimes. The Weibull parameter distribution model developed for each of the two sylvicultural regimes was quite reliable. [less ▲]

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See detailModeling the effect of abrupt acid and osmotic shifts within the growth region and across growth boundaries on adaptation and growth of Listeria monocytogenes.
Le Marc, Y.; Skandamis, P. N.; Belessi, C. I. A. et al

in Applied and environmental microbiology (2010), 76(19), 6555-63

This study aims to model the effects of acid and osmotic shifts on the intermediate lag time of Listeria monocytogenes at 10 degrees C in a growth medium. The model was developed from data from a previous ... [more ▼]

This study aims to model the effects of acid and osmotic shifts on the intermediate lag time of Listeria monocytogenes at 10 degrees C in a growth medium. The model was developed from data from a previous study (C. I. A. Belessi, Y. Le Marc, S. I. Merkouri, A. S. Gounadaki, S. Schvartzman, K. Jordan, E. H. Drosinos, and P. N. Skandamis, submitted for publication) on the effects of osmotic and pH shifts on the kinetics of L. monocytogenes. The predictive ability of the model was assessed on new data in milk. The effects of shifts were modeled through the dependence of the parameter h(0) ("work to be done" prior to growth) induced on the magnitude of the shift and/or the stringency of the new environmental conditions. For shifts across the boundary, the lag time was found to be affected by the length of time for which the microorganisms were kept at growth-inhibiting conditions. The predicted concentrations of L. monocytogenes in milk were overestimated when the effects of this shift were not taken into account. The model proved to be suitable to describe the effects of osmotic and acid shifts observed both within the growth domain and across the growth boundaries of L. monocytogenes. [less ▲]

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See detailModeling the effect of clay drapes on pumping test response in a cross-bedded aquifer using multiple-point geostatistics
Huysmans, Marijke; Dassargues, Alain ULg

in Journal of Hydrology (2012), 450-451

This study investigates whether fine-scale clay drapes can cause an anisotropic pumping test response at a much larger scale. A pumping test was performed in a sandbar deposit consisting of cross-bedded ... [more ▼]

This study investigates whether fine-scale clay drapes can cause an anisotropic pumping test response at a much larger scale. A pumping test was performed in a sandbar deposit consisting of cross-bedded units composed of materials with different grain sizes and hydraulic conductivities. The measured drawdown values in the different observation wells reveal an anisotropic or elliptically-shaped pumping cone. The major axis of the pumping ellipse is parallel with the strike of cm to m-scale clay drapes that are observed in several outcrops. To determine (1) whether this large-scale anisotropy can be the result of fine-scale clay drapes and (2) whether application of multiple-point geostatistics can improve interpretation of pumping tests, this pumping test is analyzed with a local 3D groundwater model in which fine-scale sedimentary heterogeneity is modelled using multiple-point geostatistics. To reduce CPU and RAM demand of the multiple-point geostatistical simulation step, edge properties indicating the presence of irregularly-shaped surfaces are directly simulated. Results show that the anisotropic pumping cone can be attributed to the presence of the clay drapes. Incorporating fine-scale clay drapes results in a better fit between observed and calculated drawdowns. These results thus show that fine-scale clay drapes can cause an anisotropic pumping test response at a much larger scale and that the combined approach of multiple-point geostatistics and cell edge properties is an efficient method for integrating fine-scale features in larger scale models. [less ▲]

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See detailModeling the elastic-plastic behavior of a rotor support structure under a large unbalance: numerical simulations
Stainier, Laurent ULg; BUI, Q. V.; Ponthot, Jean-Philippe ULg

in Proceedings of ISMA 2004, International Conference on Noise & Vibration Engineering (2004)

Detailed reference viewed: 18 (2 ULg)
See detailModeling the Emergent Profiles and Intensities of Lyman Alpha and H[SUB]2[/SUB] Bands Induced by Protons Precipitation in the Jovian Atmosphere
Rego, D.; Prangé; Benjaffel, L. et al

in Bulletin of the American Astronomical Society (1993, June 01)

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See detailModeling the excitation of acoustic modes in alpha Centauri A
Samadi, R.; Belkacem, Kevin ULg; Goupil, M. J. et al

in Astronomy and Astrophysics (2008), 489

From different seismic observations we infer the energy supplied per unit of time by turbulent convection to the acoustic modes of alpha Centauri A (HD 128620), a star that is similar but not identical to ... [more ▼]

From different seismic observations we infer the energy supplied per unit of time by turbulent convection to the acoustic modes of alpha Centauri A (HD 128620), a star that is similar but not identical to the Sun. The inferred rates of energy supplied to the modes (i.e. mode excitation rates) are found to be significantly higher than in the Sun. They are compared with those computed with an excitation model that includes two sources of driving, the Reynolds stress contribution and the advection of entropy fluctuations. The model also uses a closure model, the Closure Model with Plumes (CMP hereafter), that takes the asymmetry between the up- and down-flows (i.e. the granules and plumes, respectively) into account. Different prescriptions for the eddy-time correlation function are also compared to observational data. Calculations based on a Gaussian eddy-time correlation underestimate excitation rates compared with the values derived from observations for alpha Centauri A. On the other hand, calculations based on a Lorentzian eddy-time correlation lie within the observational error bars. This confirms results in the solar case. Compared to the helioseismic data, those obtained for alpha Centauri A constitute an additional support for our model of excitation. We show that mode masses must be computed taking turbulent pressure into account. Finally, we emphasize the need for more accurate seismic measurements in order to distinguish between the CMP closure model and the quasi-normal approximation in the case of alpha Centauri A, as well as to confirm or not the need to include the excitation by the entropy fluctuations. [less ▲]

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See detailModeling the growth of Listeria monocytogenes on the surface of smear- or mold-ripened cheese.
Schvartzman Echenique, Maria Sol ULg; Gonzalez-Barron, Ursula; Butler, Francis et al

in Frontiers in cellular and infection microbiology (2014), 4

Surface-ripened cheeses are matured by means of manual or mechanical technologies posing a risk of cross-contamination, if any cheeses are contaminated with Listeria monocytogenes. In predictive ... [more ▼]

Surface-ripened cheeses are matured by means of manual or mechanical technologies posing a risk of cross-contamination, if any cheeses are contaminated with Listeria monocytogenes. In predictive microbiology, primary models are used to describe microbial responses, such as growth rate over time and secondary models explain how those responses change with environmental factors. In this way, primary models were used to assess the growth rate of L. monocytogenes during ripening of the cheeses and the secondary models to test how much the growth rate was affected by either the pH and/or the water activity (aw) of the cheeses. The two models combined can be used to predict outcomes. The purpose of these experiments was to test three primary (the modified Gompertz equation, the Baranyi and Roberts model, and the Logistic model) and three secondary (the Cardinal model, the Ratowski model, and the Presser model) mathematical models in order to define which combination of models would best predict the growth of L. monocytogenes on the surface of artificially contaminated surface-ripened cheeses. Growth on the surface of the cheese was assessed and modeled. The primary models were firstly fitted to the data and the effects of pH and aw on the growth rate (mumax) were incorporated and assessed one by one with the secondary models. The Logistic primary model by itself did not show a better fit of the data among the other primary models tested, but the inclusion of the Cardinal secondary model improved the final fit. The aw was not related to the growth of Listeria. This study suggests that surface-ripened cheese should be separately regulated within EU microbiological food legislation and results expressed as counts per surface area rather than per gram. [less ▲]

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See detailModeling the hot subdwarf PB 8783 by asteroseismology
Van Grootel, Valérie ULg; Charpinet, Stephane; Fontaine, Gilles et al

in Astronomical Society of the Pacific Conference Series (2014), 481

We present the preliminary seismic modeling of one of the hottest and most compact subdwarf pulsators, PB 8783 (EO Ceti). This is a well observed hot subdwarf star, including a 78 d campaign in white ... [more ▼]

We present the preliminary seismic modeling of one of the hottest and most compact subdwarf pulsators, PB 8783 (EO Ceti). This is a well observed hot subdwarf star, including a 78 d campaign in white light photometry that we carried out at Mount Bigelow, Arizona, during the fall 2007. PB 8783 has also been observed at length in spectroscopy, revealing a spectrum highly contaminated by a main sequence companion. It is extremely difficult to disentangle the contribution of the two components and, as a consequence of this, the exact nature of the hot subdwarf (sdB or sdO star) is undetermined. We propose here to test the two hypotheses by asteroseismology. Although the sdB possibility cannot be excluded, the pulsation modes observed in PB 8783 are much better accommodated in the case of an sdO star. [less ▲]

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See detailModeling the hot subdwarf PB 8783 by asteroseismology
Van Grootel, Valérie ULg; Charpinet, Stéphane; Fontaine, Gilles et al

Conference (2013, May)

Detailed reference viewed: 29 (3 ULg)
Peer Reviewed
See detailModeling the hydrodynamics and the ecosystem dynamics of the Bay of Calvi
Lenartz, F.; Alvera Azcarate, Aïda ULg; Beckers, Jean-Marie ULg et al

Poster (2009, November)

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See detailModeling the hygrothermal behavior of biobased construction materials
Dubois, Samuel ULg; Evrard, Arnaud; Lebeau, Frédéric ULg

in Journal of Building Physics (2013)

Materials with high moisture exchange capacity may have a strong impact on indoor climate conditions as well as building energy performance. Crop-based materials, characterized by their high porosity and ... [more ▼]

Materials with high moisture exchange capacity may have a strong impact on indoor climate conditions as well as building energy performance. Crop-based materials, characterized by their high porosity and hygroscopicity, belong to this category. Modeling their hygrothermal behavior accurately is thus particularly relevant for appropriate building design. A COMSOL Multiphysics transient heat air and moisture model is developed in this article to simulate moisture exchange between a lime–hemp concrete block and surrounding air during a Moisture Buffer Value evaluation test. Results are then compared with the validated heat air and moisture software using performance criteria showing a slight preference for both moisture exchanges and latent heat effect characterization. It offers yet additional advantages in terms of flexibility and transparency as well as further evolution potential. [less ▲]

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See detailModeling the hygrothermal response of a prefabricated straw bale panel and assessing its impact on indoor climate
Dubois, Samuel ULg; Evrard, Arnaud; Lebeau, Frédéric ULg

in 2014 ASABE and CSBE/SCGAB Annual International Meeting (2014, July)

Crop-based materials show many qualities in the quest for construction products with low environmental impact in the construction sector. Their ability to exchange moisture with indoor air offers new ... [more ▼]

Crop-based materials show many qualities in the quest for construction products with low environmental impact in the construction sector. Their ability to exchange moisture with indoor air offers new opportunities for improving interior user comfort and eventually buildings energy performance. Modeling their hygrothermal behavior has thus focused much attention, one of the main objectives being to assess more objectively the resulting performance at building scale. The first natural step in this modeling process is to understand the specific dynamics of heat and mass transfer within such materials. The Building Element Heat Air and Moisture (BEHAM) numerical models were designed to accurately predict internal conditions encountered in materials with partial balance equations. This envelope-based approach, however, requires the knowing of the interior and exterior climate conditions prior to the study. Therefore, it forbids any assessment of mutual exchange between the envelope to the indoor air and prevents any serious validation of the overall performance of materials. In response to this problem, the importance of developing whole building hygrothermal model has recently been raised. General scientific computational tools like MATLAB seem particularly adapted to perform this scaling-up, given their high flexibility and tools integration potentialities. In this communication we study a prefabricated straw bale panel subjected to two distinct and simple solicitations in a climatic chamber. A whole building hygrothermal model developed in MATLAB is then validated with the experimental datasets. The evolution of indoor conditions under the different tests is analyzed in details with an assessment of straw bales performance. [less ▲]

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See detailModeling the impact of macroscale and mesoscale hydrodynamics on the space-time distribution of the Black sea’s plankton bloom annual cycle. Comparison of model results with CZCS observations
Grégoire, Marilaure ULg; Nihoul, J.

in Robinson, A.; Lermusiaux, P. (Eds.) Assimilation of biological data in coupled Physical/Ecosystem models (2000)

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See detailModeling the influence of Greenland ice sheet melting on the Atlantic meridional overturning circulation during the next millennia
Driesschaert, E.; Fichefet, T.; Goosse, H. et al

in Geophysical Research Letters (2007), 34(10),

A three-dimensional Earth system model of intermediate complexity including a dynamic ice sheet component has been used to investigate the long-term evolution of the Greenland ice sheet and its effects on ... [more ▼]

A three-dimensional Earth system model of intermediate complexity including a dynamic ice sheet component has been used to investigate the long-term evolution of the Greenland ice sheet and its effects on the Atlantic meridional overturning circulation (AMOC) in response to a range of stabilized anthropogenic forcings. Our results suggest that the Greenland ice sheet volume should experience a significant decrease in the future. For a radiative forcing exceeding 7.5 W m(-2), the modeled ice sheet melts away within 3000 years. A number of feedbacks operate during this deglaciation, implying a strong nonlinear relationship between the radiative forcing and the melting rate. Only in the most extreme scenarios considered, the freshwater flux from Greenland into the surrounding oceans ( of ca. 0.1 Sv during a few centuries) induces a noticeable weakening of the AMOC in the model. [less ▲]

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Peer Reviewed
See detailModeling the influence of oxygen in delayed bone fracture healing.
Carlier, Aurélie ULg; Geris, Liesbet ULg; Van Oosterwyck, Hans

Conference (2013, August 25)

Detailed reference viewed: 16 (4 ULg)