Geneviève Gauthier

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The objective of this paper is to investigate the use of tick-by-tick data for market risk measurement. We propose an Intraday Value at Risk (IVaR) at different horizons based on irregularly time-spaced high-frequency data by using an intraday Monte Carlo simulation. An UHF-GARCH model extending the framework of Engle (2000) is used to specify the joint(More)
Teaching analytics can provide a useful framework to conceptual-ise the visual methods used in previous work on teachers' assessment practices. I describe two examples of visual methods and discuss their assumptions and potential usefulness beyond the original context in which they were designed. Rethinking visual data analysis around the teaching process(More)
Learning in technology mediated learning environments is a complex process that varies across individual and group contexts. Complex learning environments that are mediated by technology require distinct concurrent methodologies that reveal when and where learning may occur. This paper describes the analysis of two technology-mediated problem-solving(More)
Brain metastases are a common and serious complication among patients with metastatic melanoma. The selective BRAF inhibitor vemurafenib has demonstrated clinical efficacy in patients with BRAF V600E-mutant melanoma brain metastases (MBM). We examined the real-world application and clinical outcomes of vemurafenib in this patient population. Demographic,(More)
Earlier versions of this paper were presented at the IFM2 Mathematical Finance Days 2012, and CORS Annual Conference 2012. We thank the conference participants for their helpful feedback. Financial support from SSHRC (François), NSERC (Gauthier, Godin) and the Montreal Exchange (Godin) is gratefuly acknowledged. Abstract: We develop a flexible discrete-time(More)
Few studies have compared treatment patterns, healthcare resource utilization (HRU), and costs in patients with metastatic breast cancer (mBC) receiving HER2 directed therapy. This study evaluated these outcomes in patients receiving trastuzumab or lapatinib. Adult women with mBC, who were initiated on trastuzumab or lapatinib, on or after March 13, 2007,(More)
INTRODUCTION This study aimed to describe treatment changes (discontinuation, switching, and therapy add-on) following the initiation of biologic or nonbiologic oral disease-modifying antirheumatic drugs (DMARDs) in psoriatic arthritis (PsA) patients. METHODS Adult patients with ≥2 PsA diagnoses from physician office visits, initiated on a biologic or(More)