A nonlinear partial integro-differential equation from mathematical finance

We study a nonlinear partial integrodifferential equation arising in the calibration of stochastic volatility models to a market of vanilla options.

Béthune – Rue Anatole-France

Sur prescription du service régional de l’archéologie du Nord-Pas-de-Calais, un diagnostic archéologique a été mené par la Direction de l’Archéologie d’Artois Comm. en amont du projet d’aménagement d’ADEF Résidences situé au « 83 rue Anatole France » à Béthune. Cette opération a permis de révéler les vestiges d’un tronçon de l’ancienne enceinte moderne ainsi que des éléments de remblais en relation avec le démantèlement des fortifications de Béthune au xixe s. Les vestiges modernes, localisés..

Billy-Berclau – Zac Pasteur

Dans le cadre de l’implantation d’une zone de lotissements située Zac Pasteur à Billy-Berclau, un diagnostic archéologique a été réalisé par la Direction de l’Archéologie (Artois Comm.). Cette opération a permis de relever vingt-six faits archéologiques datés entre La Tène ancienne et l’Époque contemporaine. Le Néolithique est signalé par un corpus lithique résiduel au sein de fossés drainants des périodes modernes et contemporaines. L’usage de la percussion indirecte sur les lames et la prés..

Mining Urban Performance: Scale-Independent Classification of Cities Based on Individual Economic Transactions

Intensive development of urban systems creates a number of challenges for urban planners and policy makers in order to maintain sustainable growth. Running efficient urban policies requires meaningful urban metrics, which could quantify important urban characteristics including various aspects of an actual human behavior. Since a city size is known to have a major, yet often nonlinear, impact on the human activity, it also becomes important to develop scale-free metrics that capture qualitative city properties, beyond the effects of scale. Recent availability of extensive datasets created by human activity involving digital technologies creates new opportunities in this area. In this paper we propose a novel approach of city scoring and classification based on quantitative scale-free metrics related to economic activity of city residents, as well as domestic and foreign visitors. It is demonstrated on the example of Spain, but the proposed methodology is of a general character. We employ a new source of large-scale ubiquitous data, which consists of anonymized countrywide records of bank card transactions collected by one of the largest Spanish banks. Different aspects of the classification reveal important properties of Spanish cities, which significantly complement the pattern that might be discovered with the official socioeconomic statistics.Comment: 10 pages, 7 figures, to be published in the proceedings of ASE BigDataScience 2014 conferenc