Publications
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Listed below, are sorted by year, the publications appearing in the HAL open archive.
2023
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Equilibrium in Functional Stochastic Games with Mean-Field Interaction
- Abi Jaber Eduardo
- Neuman Eyal
- Voss Moritz
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Multistep interface coupling for high-order adaptive black-box multiphysics simulations
- François L.
- Massot M.
DOI : 10.23967/c.coupled.2023.027 -
An expansion formula for Hawkes processes and application to cyber-insurance derivatives *
- Hillairet Caroline
- Réveillac Anthony
- Rosenbaum Mathieu
DOI : 10.1016/j.spa.2023.02.012 -
Mean estimation for Randomized Quasi Monte Carlo method
- Gobet Emmanuel
- Lerasle Matthieu
- Métivier David
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Numerical analysis of lattice Boltzmann schemes : from fundamental issues to efficient and accurate adaptive methods
- Bellotti Thomas
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Hi! PARIS: IA et Sciences des données pour la société
- Richard Gael
- Nicolas Vieille
- Eric Moulines
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On the estimation of extreme quantiles with neural networks
- Allouche Michaël
- Girard Stéphane
- Gobet Emmanuel
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Tutorial "Quantitative issues in Centralised and Decentralised Finance
- Gobet Emmanuel
- Melachrinos Anastasia
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The quintic Ornstein-Uhlenbeck volatility model that jointly calibrates SPX & VIX smiles
- Abi Jaber Eduardo
- Illand Camille
- Li Shaun Xiaoyuan
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On the stability of the invariant probability measures of McKean-Vlasov equations
- Cormier Quentin
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Optimal ecological transition path of a credit portfolio distribution, based on Multidate Monge-Kantorovich formulation
- Gobet Emmanuel
- Lage Clara
DOI : 10.1007/s10479-023-05385-4 -
Tropical linear regression and mean payoff games: or, how to measure the distance to equilibria
- Akian Marianne
- Gaubert Stéphane
- Qi Yang
- Saadi Omar
DOI : 10.1137/21M1428297 -
Local volatility under rough volatility
- Bourgey Florian
- de Marco Stefano
- Friz Peter
- Pigato Paolo
DOI : 10.1111/mafi.12392 -
A new modeling approach of myxococcus xanthus bacteria using polarity-based reversals
- Bloch Hélène
- Calvez Vincent
- Gaudeul Benoît
- Gouarin Loïc
- Lefebvre-Lepot Aline
- Mignot Tam
- Romanos Michèle
- Saulnier Jean-Baptiste
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Generative modeling of extremes with neural networks
- Allouche Michaël
- Girard Stéphane
- Gobet Emmanuel
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On the concave one-dimensional random assignment problem and Young integration theory
- Goldman Michael
- Trevisan Dario
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Numerical and Theoretical Study of Patterns in a Chemotaxis Model
- Payan Maxime
- Breden Maxime
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Multi-fidelity surrogate modeling for time-series outputs
- Kerleguer Baptiste
DOI : 10.1137/20M1386694 -
A limiting model for a low Reynolds number swimmer with N passive elastic arms
- Alouges François
- Lefebvre-Lepot Aline
- Levillain Jessie
DOI : 10.3934/mine.2023087 -
Approximate Lipschitz stability for phaseless inverse scattering with background information
- Sivkin Vladimir
DOI : 10.1515/jiip-2023-0001 -
Maxwell's equations with hypersingularities at a negative index material conical tip
- Bonnet-Ben Anne-Sophie
- Chesnel Lucas
- Rihani Mahran
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Well-posedness of wave scattering in perturbed elastic waveguides and plates: application to an inverse problem of shape defect detection
- Bonnetier Eric
- Niclas Angèle
- Seppecher L.
DOI : 10.1098/rspa.2022.0646 -
Unifying mirror descent and dual averaging
- Juditsky Anatoli
- Kwon Joon
- Moulines Éric
DOI : 10.1007/s10107-022-01850-3 -
Global linear convergence of Evolution Strategies with recombination on scaling-invariant functions
- Touré Cheikh
- Auger Anne
- Hansen Nikolaus
DOI : 10.1007/s10898-022-01249-6 -
Hamilton–Jacobi equations for controlled gradient flows: The comparison principle
- Conforti Giovanni
- Kraaij R.C.
- Tonon D.
DOI : 10.1016/j.jfa.2023.109853