Damel Pascal
IUT de Metz - Département GEA
MCF Associé, membre Permanent du LITA.
Habilité à diriger les recherches
equipe Optimisation, Apprentissage et Algorithmes
| pascal.damel@univ-lorraine.fr |
Publications
Articles dans des revues internationales ou nationales avec comité de lecture répertoriées par l'HCRES
| 2016 | The challenge in managing new financial risks: adopting an heuristic or theoretical approach [ACL629] Pascal Damel, Hoai An Le Thi, Nadège Peltre Annals of Operations Research, pp 1-18, First online: 10 June 2016 |
| 2012 | International study on Funds Governance [ACL123] Pascal Damel, Nadège Peltre European Journal of Economics, Finance and Administrative Sciences, Issue 55. 2012 |
Articles dans des revues avec comité de lecture non répertoriées dans des bases de données internationales.
| 2011 | Etude international de la gouvernance des fonds [ACLN1] Pascal Damel, Nadège Peltre EMEFIR Euro Mediterranean economic and financial review 6(1) 2011 |
Articles dans les proceedings de conférences internationales avec comité de lecture
| 2015 | Scientific methodology to model liquidity risk in UCITS Funds with an asset liability approach: a global response to financial and prudential requirements [ACTI101] Pascal Damel Modelling, Computation and Optimization in Information Systems and Management Sciences (MCO 2015) - May 11-13, 2015, Metz, France |
| 2014 | The Confrontation of Two Clustering Methods in Portfolio Management: Ward [ACTI18] Hoai An Le Thi, Pascal Damel, Nadège Peltre, Nguyen Trong Phuc In T.V. Do et al. (Eds.): Advanced Computational Methods for Knowledge Engineering (ICCSAMA 2014). Advances in Intelligent Systems and Computing ISBN 978-3-319-06568-7, pp. 87-98, Springer 2014. |
| 2012 | The confrontation of two clustering methods in portfolio management: Ward’s method versus DCA method [ACTI100] Hoai An Le Thi, Pascal Damel, Nadège Peltre, Nguyen Trong Phuc International Symposium in Computational Economics and Finance mars 2012 |
Communications par affiche dans un congrès international ou national.
| 2012 | How to model repricable rate, non maturity products in a bank : theorical and practical replicating portfolio [AFF2] Pascal Damel, Nadège Peltre Colloque 4 th ICCCI 2012 (International Conference on Computational collective intelligence technologies and applications) |