Concepedia

Hassan Maatouk

HM

5

Publications

186

Citations

5

H-Index

2015

Active since

Affiliations

Mines Saint-Étienne(Current)

Laboratoire d'Informatique, de Modélisation et d'Optimisation des Systèmes

Laboratoire Génie Industriel

Institut Camille Jordan

Hassan Maatouk is an author at Mines Saint-Étienne specializing in engineering, mathematical programming, and numerical analysis.

Top concepts

EngineeringMathematical ProgrammingFinanceBusinessStatisticsComputer ScienceCapital StructureEstimation TheorySignal ProcessingNumerical Analysis

Publications per year

2015–2017

5

Publications

5

Gaussian process emulators for computer experiments with inequality constraints: Gaussian process emulators with inequality constraints

Hassan Maatouk, Xavier Bay · SPIRE - Sciences Po Institutional REpository · 2017 · 85 citations

Kriging of financial term-structures

Areski Cousin, Hassan Maatouk, Didier Rullière · European Journal of Operational Research · 2016 · 52 citations · Full text

Term Structure Model, Financial Economics, Computational Finance +6

Generalization of the Kimeldorf-Wahba correspondence for constrained interpolation

Xavier Bay, Laurence Grammont, Hassan Maatouk · Electronic Journal of Statistics · 2016 · 20 citations · Full text

Cross-Validation Estimations of Hyper-Parameters of Gaussian Processes with Inequality Constraints

Hassan Maatouk, Olivier Roustant, Yann Richet · Procedia Environmental Sciences · 2015 · 16 citations · Full text

Mathematical Programming, Parameter Identification, Parameter Estimation +14

A new method for interpolating in a convex subset of a Hilbert space

Xavier Bay, Laurence Grammont, Hassan Maatouk · Computational Optimization and Applications · 2017 · 13 citations

Mathematical Programming, Numerical Analysis, Geometric Interpolation +10

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