Valérie Chavez

Publications | Phd and Masters theses

Advanced search is available through Serval

Publications can be managed by accessing Serval via MyUnil


55 publications

En préparation | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2006 | 2005 | 2004 | 2003 | 2002 | 2000 | 1999 |
 
Risk Revealed: Cautionary Tales, Understanding and Communication
Embrechts Paul, Hofert Marius, Chavez-Demoulin Valérie, Cambridge University Press.
 
Valérie Chavez-Demoulin, Anthony C Davison and Erwan Koch's contribution to the Discussion of ‘The First Discussion Meeting on Statistical aspects of climate change'
Chavez-Demoulin V, Davison A C, Koch E, 2023/06/13. Journal of the Royal Statistical Society Series C: Applied Statistics. Peer-reviewed.
Causal Modelling of Heavy-Tailed Variables and Confounders with Application to River Flow
Pasche Olivier C., Chavez-Demoulin Valérie, Davison Anthony C., 2023. Extremes, 26 pp. 573–594. Peer-reviewed.
Performance of microbiological tests for tuberculosis diagnostic according to the type of respiratory specimen: A 10-year retrospective study.
Boldi M.O., Denis-Lessard J., Neziri R., Brouillet R., von-Garnier C., Chavez V., Mazza-Stalder J., Jaton K., Greub G., Opota O., 2023. Frontiers in cellular and infection microbiology, 13 p. 1131241. Peer-reviewed.
Modelling the Extremes of Seasonal Viruses and Hospital Congestion: The Example of Flu in a Swiss Hospital
Ranjbar S., Cantoni E., Chavez-Demoulin V., Marra G., Radice R., Jaton K., 2022/08/01. Journal of the Royal Statistical Society Series C: Applied Statistics, 71 (4) pp. 884-905.
 
Measuring and comparing risks of different types
Aigner Maximilian, Chavez-Demoulin Valérie, Guillou Armelle, 2022/01/01. Insurance: Mathematics and Economics, 102 pp. 1-21. Peer-reviewed.
 
An Automated Dashboard to Improve Laboratory COVID-19 Diagnostics Management.
Maury E., Boldi M.O., Greub G., Chavez V., Jaton K., Opota O., 2021. Frontiers in digital health, 3 p. 773986. Peer-reviewed.
 
Causal mechanism of extreme river discharges in the upper Danube basin network
Mhalla Linda, Chavez-Demoulin Valérie, Dupuis Debbie, 2020/08/01. Journal of the Royal Statistical Society, Series C, 69 pp. 741-764.
 
Distinguishing Cause from Effect Using Quantiles: Bivariate Quantile Causal Discovery
Tagasovska Natasa, Chavez-Demoulin Valérie, Vatter Thibault, 2020/07/01. dans International Conference on Machine Learning.
 
Discussion of the paper: Graphical models for extremes by Engelke, S. and Hitz, A. S.
Chavez-Demoulin Valérie, 2020/06/06. Journal of the Royal Statistical Society, Series B, 82 (4) pp. 871–932.
 
Regression type models for extremal dependence
Mhalla L., de Carvalho M., Chavez-Demoulin V., 2019/12/01. Scandinavian Journal of Statistics, 46 (4) pp. 1141-1167 . Peer-reviewed.
 
Exceedance-based nonlinear regression of tail dependence
Mhalla L., Opitz T., Chavez-Demoulin V., 2019/09/01. Extremes, 22 (3) pp. 523–552. Peer-reviewed.
 
Networks of Random Trees as a Model of Neuronal Connectivity
Ajazi F., Chavez-Demoulin V., Tatyana T., 2019/07/24. Journal of Mathematical Biology, 79 pp. 1639–1663. Peer-reviewed.
 
Forecasting (un-)seasonal demand using geostatistics, socio-economic and weather data
Babongo F., Chavez-Demoulin V., Hameri A.P., Niemi T., Appelqvist P., 2019/04/07. International Journal of Business Forecasting and Marketing Intelligence, 5 (1) pp. 103-124. Peer-reviewed.
 
Extreme quantile estimation for β-mixing time series and applications
Chavez-Demoulin V., Guillou A., 2018/11. Insurance: Mathematics and Economics, 83 pp. 59-74. Peer-reviewed.
 
Non-stationary modeling of tail dependence of two subjects' concentration
Sharma K., Chavez-Demoulin V., 2018. Annals of Applied Statistics, 12 (2) pp. 1293-1311. Peer-reviewed.
 
Using weather data to improve demand forecasting for seasonal products
Babongo F., Appelqvist P., Chavez-.Demoulin V., Hameri A.P., Niemi T., 2018. International Journal of Services and Operations Management, 31 (1) pp. 53-76. Peer-reviewed.
 
An Application of Extreme Value Theory to Learning Analytics: Predicting Collaboration Outcome from Eye-tracking Data
Sharma K., Chavez-Demoulin V., Dillenbourg P., 2017/12/03. Journal of Learning Analytics, 4 (3) pp. 140-164. Peer-reviewed.
 
Non-linear models for extremal dependence
Mhalla L., Chavez-Demoulin V., Naveau P., 2017/07. Journal of Multivariate Analysis, 159 pp. 49-66. Peer-reviewed.
 
A note on the statistical robustness of risk measures
Zhelonkin M., Chavez-Demoulin V., 2017/06. The Journal of Operational Risk, 12 (2) pp. 47-68. Peer-reviewed.
 
Modified marginal expected shortfall under asymptotic dependence
Cai J.-J., Chavez-Demoulin V., Guillou A., 2017/02/17. Biometrika, 104 (1) pp. 243-249. Peer-reviewed.
 
An extreme value approach for modeling Operational Risk losses depending on covariates
Chavez-Demoulin V., Embrechts P., Hofert M., 2016/09. Journal of Risk and Insurance, 83 (3) pp. 735-776. Peer-reviewed.
 
Patient Flow Congestion – predictive modelling to anticipate bottlenecks
Garnier A., Chavez-Demoulin V., Hameri A.-P., Niemi T., Wasserfallen J.-B., 2016. International Journal of Healthcare Technology and Management, 15 (4) pp. 325-373. Peer-reviewed.
 
Weather and supply chain performance in sport goods distribution
Appelqvist P., Babongo Bosombo F., Chavez-Demoulin V., Hameri A.-P., Niemi T., 2016. International Journal of Retail & Distribution Management, 44 (2) pp. 178 - 202. Peer-reviewed.
 
Non-parametric estimation of intraday spot volatility: disentangling instantaneous trend and seasonality
Vatter T., Wu H.-T., Chavez-Demoulin V., Yu B., 2015/12. Econometrics, 3 (4) pp. 864-887.
 
Generalized Additive Models for Conditional Dependence Structures
Vatter T., Chavez-Demoulin V., 2015/10. Journal of Multivariate Analysis, 141 pp. 147-167. Peer-reviewed.
 
Do flow principles of operations management apply to computing centres?
Abaunza F., Chavez-Demoulin V., Hameri A.-P., Niemi T., 2015. Production Planning & Control, 26 (4) pp. 249-264. Peer-reviewed.
 
Valuing lead time
de Treville S., Bicer I., Chavez-Demoulin V., Hagspiel V., Schuerhoff N., Tasserit C., Wager S., 2014/09. Journal of Operations Management, 32 (6) pp. 337-346. Peer-reviewed.
 
Extreme-quantile tracking for financial time series
Chavez-Demoulin V., Embrechts P., Sardy S., 2014. Journal of Econometrics, 181 (1) pp. 44-52. Peer-reviewed.
 
Turnaround across diverse global supply chains using shared metrics and change methodology: The Case of Amer Sports Corporation
Appelqvist P., Chavez-Demoulin V., Hameri A.-P., Heikkilä J., Waters V., 2013. International journal of Operations and Production Management, 33 (5) pp. 622-647. Peer-reviewed.
 
High-frequency financial data modeling using Hawkes processes
Chavez-Demoulin V., McGill J. A., 2012/12. Journal of Banking and Finance, 36 (12) pp. 3415-3426. Peer-reviewed.
 
Modelling time series extremes
Chavez-Demoulin V., Davison A. C., 2012/03. REVSTAT - Statistical Journal, 10 (1) pp. 109-133. Peer-reviewed.
 
Discussion of the paper: Threshold modelling of spatially dependent non-stationary extremes with application to hurricane-induced wave heights
Chavez-Demoulin V., Davison A. C., Frossard L., 2011/11. Environmetrics, 22 (7) pp. 810-816. Peer-reviewed.
 
An EVT primer for credit risk
Chavez-Demoulin V., Embrechts P., 2011/01. pp. 500-532 dans Lipton, A. & Rennie, A. (eds.) The Oxford Handbook of Credit Derivatives, Oxford University Press.
 
Operational Risk
Chavez-Demoulin V., Embrechts P., 2010/05/15. dans Cont R. (eds.) Encyclopedia of Quantitative Finance, John Wiley & Sons, Ltd.
 
Copulas in insurance
Chavez-Demoulin V., Embrechts P., 2010. Encyclopedia of Quantitative Finance pp. 379-382. Peer-reviewed.
 
Probabilistic Analysis of flooding at Murgenthal for Kernkraft-Goesgen Daeniken (KKG)
Chavez-Demoulin V., Das B., Embrechts P., 2010. RiskLab internal report.
 
Revisiting the edge, ten years on
Chavez-Demoulin V., Embrechts P., 2010. Communications in Statistics - Theory and Methods, 39 (8-9) pp. 1674-1688. Peer-reviewed.
 
Statistics of hydrological extreme values : Exploratory analysis, modelling and recommendations
Chavez-Demoulin V., Davison A. C., 2010., Bundesamt für Umwelt.
 
Reviewed Work: Finite Mixture and Markov Switching Models by Sylvia Frühwirth-Schnatter
Chavez-Demoulin Valérie, 2009/03/01. Journal of the American Statistical Association, 104 (485) pp. 411-412.
 
Nonstationary risk analysis of climate extremes
Chavez-Demoulin V., Davison A.C., Suveges M., 2009. p. 6878 dans EGU General Assembly Conference Abstracts.
 
Quantitative models for operational risk: extremes, dependence and aggregation
Chavez-Demoulin V., Embrechts P., Neslehova J., 2006/10. Journal of Banking and Finance, 30 (10) pp. 2635-2658. Peer-reviewed.
 
Infinite mean models and the LDA for operational risk
Chavez-Demoulin V., Embrechts P., Neslehova J., 2006. Journal of Operational Risk, 1 (1) pp. 3-25. Peer-reviewed.
 
Estimating value-at-risk: a point process approach
Chavez-Demoulin V., Davison A. C., McNeil A. J., 2005. Quantitative Finance, 5 (2) pp. 227-234. Peer-reviewed.
 
Generalized additive modelling of sample extremes
Chavez-Demoulin V., Davison A. C., 2005/01. Journal of the Royal Statistical Society; Series C (Applied Statistics), 54 (1) pp. 207-222. Peer-reviewed.
 
Was ist Extremwerttheorie?
Chavez-Demoulin V., 2004/09. RISKNEWS, 1 (5) pp. 42-44.
 
Smooth extremal models in finance and insurance
Chavez-Demoulin V., Embrechts P., 2004/06. Journal of Risk and Insurance, 71 (2) pp. 183-199. Peer-reviewed.
 
Extreme value theory can save your neck
Chavez-Demoulin V., Roehrl A., 2004/03. Bulletin of Swiss Statistical Society 47 pp. 3-5.
 
Extreme Datamining
Chavez-Demoulin V., Jarvis S., Perera R., Roehrl A., Schmiedl S., Sondergaard M. P., 2003. pp. 387-394 dans Schader M., Gaul W., Vichi M. (eds.) Between Data Science and Applied Data Analysis - Proceedings of the 26th Annual Conference of the Gesellschaft für Klassifikation e.V., University of Mannheim, July 2002, Studies in Classification, Data Analysis, and Knowledge Organization. Peer-reviewed, Springer.
 
A comparison between L1 Markov random field-based and wavelet-based estimators
Sardy S., Bilat C., Tseng P., Chavez-Demoulin V., 2002. pp. 395-403 dans Dodge Y. (eds.) Statistical Data Analysis Based on the L1-Norm and Related Methods chap. VI, Birkhäuser Verlag.
 
A statistical analysis of the share price of the SAIR group (1996-2001) from a risk manager's point of view
Chavez-Demoulin V., Embrechts P., Roehrl A., 2002. Derivatives Use Trading and Regulation, 8 (2) pp. 105-122. Peer-reviewed.
 
Datamining mit R
Chavez-Demoulin V., Roehrl A. S. A., Roehrl R. A., Schmiedl S. W., 2002. Linux-Enterprise, 2.
 
Risk reduction: Transparent real-time enterprise
Chavez-Demoulin V., Weinberg A., Berezka V., Roehrl A., Schmiedl S. W., 2002. Banks and Technologies, 9.
 
The WEB archives: A time-machine in your pocket!
Chavez-Demoulin V., Roehrl A.S.A., Roehrl R.A., Weinberg A., 2000. dans Proceedings of The Internet Archive Colloquium 2000.
 
Bayesian inference for small-sample capture-recapture data.
Chavez-Demoulin V., 1999/09. Biometrics, 55 (3) pp. 727-731. Peer-reviewed.
Partagez:
Unicentre - CH-1015 Lausanne
Suisse
Tél. +41 21 692 11 11
Swiss University