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Mathias Valla
Observed name:
Valla, Mathias
Institutions:
Institut Louis Bachelier,
Institut de Mathématiques de Marseille,
Fondation du Risque
Observed institutions:
Lyon 1 Université,
Friedrich-Alexander-Universität Erlangen-Nürnberg,
Aix-Marseille Université,
Institut Louis Bachelier,
Institut de Mathématiques de Marseille,
Laboratoire de Sciences Actuarielle et Financière,
Fondation du Risque,
KU Leuven
show all 8
ORCID:
0000-0003-4760-7849
Observed ORCID:
0000-0003-4760-7849
OpenAlex ID:
A5025082660
Including individual customer lifetime value and competing risks in tree-based lapse management strategies
2023
·
Mathias Valla
, Xavier Milhaud
, et al.
·
European Actuarial Journal
·
8
PDF
Time-penalised trees (TpT): introducing a new tree-based data mining algorithm for time-varying covariates
2024
·
Mathias Valla
·
Annals of Mathematics and Artificial Intelligence
·
4
PDF
A Longitudinal Tree-Based Framework for Lapse Management in Life Insurance
2024
·
Mathias Valla
·
Analytics
·
3
PDF
Revisiting spherical decision trees: Node-local candidate mixtures and matched forest evaluation
2026
·
Mathias Valla
·
Array
Playing Your Cards Right: A Loss-Count Ordering of Five-Card Poker Hands
2026
·
Mathias Valla
·
The Mathematical Intelligencer
Scikit-longitudinal's TpT splitter: growing decision trees along the time dimension of longitudinal data
2026
·
Valla, Mathias
, Provost, Simon
·
HAL AMU
Consistent Time-Aware Trees for Longitudinal Data: The Time-Penalized Tree
2026
·
Valla, Mathias
, Milhaud, Xavier
·
HAL
PDF
Spherical splits for decision trees and random forests
2026
·
Mathias Valla
·
SSRN Electronic Journal
Sparse farther-sighted trees can improve forest accuracy–time tradeoffs
2026
·
Mathias Valla
·
SSRN Electronic Journal
The Gardener’s Guide to Growing (Time-penalized) Trees:: The Art and Science to Grow With Confidence
2025
·
Valla, Mathias
, Milhaud, Xavier
·
HAL
Feature and quantile selection for the actuarial climate index: Everything, everywhere, all at once (1/2)
2025
·
Valla, Mathias
, Garrido, Jose
·
HAL
Some properties of time-penalized trees
2025
·
Valla, Mathias
·
HAL
Global risks of renewable energy droughts under climate change
2025
·
Colin Lenoble
, Céline Guivarch
, et al.
·
EGU General Assembly Conference Abstracts
Time-penalized trees: consistency results and simulations
2025
·
Valla, Mathias
, Milhaud, Xavier
·
HAL
PDF
Time-penalised tree : un algorithme temporel interprétable appliqué aux risques climatiques
2024
·
Valla, Mathias
, Le Bastard, Leonie
, et al.
·
HAL
Presentation of EAJ Issues 14/1-2 - October 7th
2024
·
Onur Özdil
, Mathias Valla
, et al.
Temporal dynamics in tree-based models and applications to lapse behaviour in life insurance
2024
·
Mathias Valla
·
theses.fr (ABES)
Including individual Customer Lifetime Value and competing risks in tree-based lapse management strategy
2023
·
Valla, Mathias
, Milhaud, Xavier
, et al.
·
HAL AMU
PDF
Améliorer un modèle de Machine Learning par la personnalisation : fonction de perte et enrichissement par les données
2022
·
Valla, Mathias
, Piette, Pierrick
·
HAL
Including Customer Lifetime Value in tree-based lapse management strategy
2022
·
Valla, Mathias
, Milhaud, Xavier
, et al.
·
HAL
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Works count:
20
Citation count:
15
H-index:
3
I10-index:
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