Toward a generic representation of random variables for machine learning

This paper presents a pre-processing and a distance which improve the performance of machine learning algorithms working on independent and identically distributed stochastic processes. We introduce a novel non-parametric approach to represent random variables which splits apart dependency and distribution without losing any information. We also propound an associated metric leveraging this representation and its statistical estimate. Besides experiments on synthetic datasets, the benefits of our contribution is illustrated through the example of clustering financial time series, for instance prices from the credit default swaps market. Results are available on the website www.datagrapple.com and an IPython Notebook tutorial is available at www.datagrapple.com/Tech for reproducible research.Comment: submitted to Pattern Recognition Letter

A proposal of a methodological framework with experimental guidelines to investigate clustering stability on financial time series

We present in this paper an empirical framework motivated by the practitioner point of view on stability. The goal is to both assess clustering validity and yield market insights by providing through the data perturbations we propose a multi-view of the assets' clustering behaviour. The perturbation framework is illustrated on an extensive credit default swap time series database available online at www.datagrapple.com.Comment: Accepted at ICMLA 201

Stochastic Adversarial Gradient Embedding for Active Domain Adaptation

Unsupervised Domain Adaptation (UDA) aims to bridge the gap between a source domain, where labelled data are available, and a target domain only represented with unlabelled data. If domain invariant representations have dramatically improved the adaptability of models, to guarantee their good transferability remains a challenging problem. This paper addresses this problem by using active learning to annotate a small budget of target data. Although this setup, called Active Domain Adaptation (ADA), deviates from UDA's standard setup, a wide range of practical applications are faced with this situation. To this purpose, we introduce \textit{Stochastic Adversarial Gradient Embedding} (SAGE), a framework that makes a triple contribution to ADA. First, we select for annotation target samples that are likely to improve the representations' transferability by measuring the variation, before and after annotation, of the transferability loss gradient. Second, we increase sampling diversity by promoting different gradient directions. Third, we introduce a novel training procedure for actively incorporating target samples when learning invariant representations. SAGE is based on solid theoretical ground and validated on various UDA benchmarks against several baselines. Our empirical investigation demonstrates that SAGE takes the best of uncertainty \textit{vs} diversity samplings and improves representations transferability substantially

Crowdsourcing hypothesis tests: Making transparent how design choices shape research results

To what extent are research results influenced by subjective decisions that scientists make as they design studies? Fifteen research teams independently designed studies to answer fiveoriginal research questions related to moral judgments, negotiations, and implicit cognition. Participants from two separate large samples (total N > 15,000) were then randomly assigned to complete one version of each study. Effect sizes varied dramatically across different sets of materials designed to test the same hypothesis: materials from different teams renderedstatistically significant effects in opposite directions for four out of five hypotheses, with the narrowest range in estimates being d = -0.37 to +0.26. Meta-analysis and a Bayesian perspective on the results revealed overall support for two hypotheses, and a lack of support for three hypotheses. Overall, practically none of the variability in effect sizes was attributable to the skill of the research team in designing materials, while considerable variability was attributable to the hypothesis being tested. In a forecasting survey, predictions of other scientists were significantly correlated with study results, both across and within hypotheses. Crowdsourced testing of research hypotheses helps reveal the true consistency of empirical support for a scientific claim.</div

Introduction au dossier spécial : Théories d’internationalisation, ouverture et connaissance

Deux théories d’internationalisation dominent aujourd’hui la recherche sur le développement des entreprises à l’international : le modèle Uppsala de Johanson et Vahlne (1977) qui fut réaménagé par ses auteurs en 2009, et le modèle International New Ventures de Oviatt et McDougall (1994). Ces théories sont souvent opposées, en particulier sur les dimensions de processus et de vitesse. Dans cet essai, nous proposons d’adopter une vision différente de ces théories en examinant trois concepts qu’elles partagent : l’avantage concurrentiel, l’ouverture internationale et la connaissance. Nous montrons en quoi les théories convergent ou divergent quant à l’utilisation de ces concepts en examinant les postulats sous-jacents à chaque théorie. Nous déduisons de l’analyse que ces théories possèdent des traits communs en dépit de leurs différences et dessinons quelques pistes de recherche qui aideraient à comprendre l’efficience de ces processus.Today, two theories of internationalisation dominate research on the development of companies internationally: the Uppsala model of Johanson and Vahlne (1977) which was updated by its authors in 2009, and the International New Ventures model of Oviatt and McDougall (1994). These theories often disagree, in particular on the dimensions of the process and the speed. In this essay, we suggest that a different view of these theories should be adopted by examining three concepts that they have in common: competitive advantage, international opening and knowledge. We show how the theories converge or diverge in their use of these concepts by examining the underlying assumptions for each theory. We deduce from the analysis that despite their differences these theories have common characteristics and outline a few avenues of research which will help to understand the effectiveness of this process.Dos teorías sobre la internacionalización dominan actualmente la investigación sobre el desarrollo de las empresas a nivel internacional: el modelo Uppsala de Johanson y Vahlne (1977), reelaborado por sus autores en 2009, y el modelo International New Ventures de Oviatt y McDougall (1994). Estas teorías son consideradas a menudo opuestas, en particular en cuanto a las dimensiones del proceso y a la velocidad. En el presente ensayo proponemos adoptar una visión diferentes de esas teorías, examinando tres que conceptos que comparten: la ventaja competitiva, la apertura internacional y el conocimiento. Mostramos en qué convergen y en qué divergen las teorías en cuanto a la utilización de esos conceptos, examinando los postulados subyacentes a cada una. Del análisis deducimos que esas teorías comparten rasgos comunes a pesar de sus diferencias, y diseñamos algunas pistas de investigación que ayudarán a comprender la eficacia de esos procesos

Le Management International à l'écoute du local

La globalisation se manifeste comme une dynamique qui dessine des convergences tangibles et intangibles à l'échelle planétaire: elle rapproche producteurs et consommateurs ; elle encourage le dialogue entre régulateurs nationaux et internationaux ; elle tend à abolir les frontières physiques et mentales, en s'appuyant sur des moyens de communication, de traitement et de transmission de l'information qui laissent entrevoir un " village mondial " en voie de constitution. Mais ce village est encore en gestation et la confrontation des organisations aux particularités locales souligne des réalités contrastées, contradictoires, suscitant des processus d'ajustement, mais aussi des blocages et des conflits. Les organisations opérant sur la scène internationale doivent trouver les moyens de gérer ces forces divergentes émanant, d'une part, des pressions globales et, d'autre part, d'un éventail de pressions locales relevant de la variété de leurs théâtres d'opération. Cet ouvrage rassemble une sélection des meilleures recherches francophones traitant de la gestion de ces tensions entre global et local : ces contributions s'appuient sur de multiples exemples d'organisations de toute taille, qu'elles soient entreprises privées, acteurs publics ou organisations non gouvernementales

Stratégie, information et diplomaties stratégiques : convergences et enjeux

Fut créé en 2012 au sein de l’AIMS (Association Internationale de Management Stratégique) un groupe d’une vingtaine de chercheurs francophones travaillant sur le thème des « diplomaties stratégiques ». Les articles présentés dans ce dossier spécial sont représentatifs des travaux de ce groupe. Revenons tout d’abord sur les raisons expliquant la constitution du groupe, avant d’explorer le concept de diplomatie stratégique et de présenter les recherches qui ont été sélectionnées dans ce dossier