Sciences pour l'Environnement

Replicability of agent-based simulations: a case study with a SEIRS epidemiological model

Reproducibility is not only a cornerstone of the advancement of science, but also of scientific credibility. However, it remains a persistent challenge across many disciplines, and it is now referred to as the “reproducibility crisis.” This issue is particularly relevant in compu...

A nested factor model for equity markets: reconciling multifractal stock returns and rough index volatilities

The Nested factor model was introduced by Chicheportiche et al. to represent non-linear correlations between stocks. Stock returns are explained by a standard factor model, but the (log)-volatilities of factors and residuals are themselves decomposed into factor modes, with a com...