This paper focuses on two main issues that are based on two important concepts: exponential Levy process and minimal entropy martingale measure. First, we intend to obtain   risk measurement such as value-at-risk (VaR) and conditional value-at-risk (CvaR) using Monte-Carlo methodunder minimal entropy martingale measure (MEMM) for exponential Levy process. This Martingale measure is used for the...

In 1994, to overcome the diiculties encountered by the Maximum Entropy Method (MEM) to restore images containing both high and low frequencies, Bontekoe et al. introduced the Pyramid Maximum Entropy Deconvolution. However, this method presents several drawbacks such as parameters estimation (model, alpha). Following these ideas, we propose the Multiscale Maximum Entropy Method which is based on...

Feature selection is the most significant pre-processing activity, which intends to reduce data dimensionality for enhancing machine learning process. The evaluation of feature must consider classification, performance, efficiency, stability, and many factors. Nowadays, uncertainty commonly occurred in process due time limitations, imprecise information, subjectivity human minds. Moreover, theo...

Automatic facial recognition has many potential applications in different areas of humancomputer interaction. However, they are not yet fully realized due to the lack of an effectivefacial feature descriptor. In this paper, we present a new appearance based feature descriptor,the local directional pattern (LDP), to represent facial geometry and analyze its performance inrecognition. An LDP feat...