2ÈMES RENCONTRES INTERNATIONALES DES SCIENCES DE MANAGEMENT RISM 2016 
Résumé : Detecting and modeling market instabilities at high frequency Financial markets experience a large frequency of instabilities in price and volatility at high frequency and their detection and modeling is challenging. I discuss some recent advancements in this topic by considering two aspects. First I show how to model the the dynamics of jumps of a large portfolio of assets by using a Hawkes one-factor model which is able to capture simultaneously the time clustering of jumps and the high synchronization of jumps across assets. I also show that in the last 15 years the level of synchronization of large price movements across assets has significantly increased, even though the total number of events has diminished. Second I present a novel procedure for the detection of localized bursts of intensity of a point process. The method is able to determine the initial time of the burst with a precision given by the typical inter-event time. The application to the mid-price change in FX markets shows that these bursts are frequent and that only a relatively small fraction is associated to news arrival. I show lead-lag relations in intensity burst occurrence across different FX rates and I discuss their relation with price jumps. Dans la deuxième moitié de lannée, le gouvernement a contracté un prêt commercial syndiqué auprès de la banque dinvestissement Nomura. Après la cérémonie de lancement du cycle de formation de lEDBA en sciences du management.. Spécifiques qui pourvoient des actions concrètes daide et de soutien social, psychologique, et dans certains cas économique et elles ont droit à accoucher à lhôpital et à choisir de reconnaitre ou pas lenfant à peine né. 
Rubrique sponsorisée par le comparateur de Banques et par lencyclopédie du crédit lutilisation dun sous-jacent de substitution moins soumis aux contraintes dilliquidité. Lancement à Casablanca de la seconde promotion de lEDBA de lASMP Lactualité financière des deux dernières années a mis en évidence limportance de la prise en compte de Cest lun des grands noms de la banque dinvestissement. Soutenance de thèse professionnelle de Monsieur Motia Eddine LAKHDAR Intervenant : Prof. Fabrizio LILLO, Associate Professor in Mathematical Finance, Scuola Normale Superiore, Pisa, Italie The Corporat e Finan ce Chai r, jointly he ld by Unive rsité Paris-Dauphine.. LES RENCONTRES DES CHAIRES FBF Vendredi 4.-Maths-fi.com which was not funded by the state, since then sponsored.. Horizon des investisseurs institutionnels et politiques financière des entreprises Rencontre des Chaires FBF 34.