Publications

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Sont listées ci-dessous, par année, les publications figurant dans l'archive ouverte HAL.
2024
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An Efficient SSP-based Methodology for Assessing Climate Risks of a Large Credit Portfolio
- Bourgey Florian
- Gobet Emmanuel
- Jiao Ying
-
Reconciling rough volatility with jumps
- Abi Jaber Eduardo
- de Carvalho Nathan
-
On Lipschitz solutions of mean field games master equations
- Bertucci Charles
- Lasry Jean-Michel
- Lions Pierre-Louis
DOI : 10.1016/j.jfa.2024.110486 -
Optimal business model adaptation plan for a company under a transition scenario
- Ndiaye Elisa
- Bezat Antoine
- Gobet Emmanuel
- Guivarch Céline
- Jiao Ying
-
Transparent scatterers and transmission eigenvalues
- Grinevich Petr
- Novikov Roman
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On the simulation of extreme events with neural networks
- Allouche Michaël
- Girard Stéphane
- Gobet Emmanuel
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Conditioning the logistic continuous-state branching process on non-extinction via its total progeny
- Foucart Clément
- Rivero Víctor
- Winter Anita
-
Supplementary Material to ``A hypothesis test for the domain of attraction of a random variable
- Olivero Héctor
- Talay Denis
-
Escape Rate Games
- Akian Marianne
- Gaubert Stéphane
- Marchesini Loïc
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On a multi-dimensional McKean-Vlasov SDE with memorial and singular interaction associated to the parabolic-parabolic Keller-Segel model
- Tomašević Milica
- Woessner Guillaume
DOI : 10.1080/07362994.2024.2381768 -
Efficient and scalable atmospheric dynamics simulations using non-conforming meshes
- Orlando Giuseppe
- Benacchio Tommaso
- Bonaventura Luca
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Kernel density estimation for a stochastic process with values in a Riemannian manifold
- Abdillahi Isman Mohamed
- Nefzi Wiem
- Mbaye Papa
- Khardani Salah
- Yao Anne-Françoise
DOI : 10.1080/10485252.2024.2382442 -
PEPit: computer-assisted worst-case analyses of first-order optimization methods in Python
- Goujaud Baptiste
- Moucer Céline
- Glineur François
- Hendrickx Julien
- Taylor Adrien
- Dieuleveut Aymeric
DOI : 10.1007/s12532-024-00259-7 -
When Data Driven Reduced Order Modeling Meets Full Waveform Inversion
- Borcea Liliana
- Garnier Josselin
- Mamonov Alexander
- Zimmerling Jörn
DOI : 10.1137/23M1552826 -
A holographic uniqueness theorem for the two-dimensional Helmholtz equation
- Nair Arjun
- Novikov Roman
-
Long-time behaviour of a multidimensional age-dependent branching process with a singular jump kernel
- Olayé Jules
- Tomasevic Milica
-
Statistical limits of correlation detection in trees
- Ganassali Luca
- Massoulié Laurent
- Semerjian Guilhem
DOI : 10.1214/23-AAP2048 -
An Efficient SSP-based Methodology for Assessing Climate Risks of a Large Credit Portfolio
- Bourgey Florian
- Gobet Emmanuel
- Jiao Ying
-
Mean-field limit of particle systems with absorption
- Guo Gaoyue
- Tomasevic Milica
-
Convex compact surfaces with no bound on their synthetic Ricci curvature
- Vernicos Constantin
DOI : 10.24033/bsmf.2888 -
Understanding the worst-kept secret of high-frequency trading
- Pulido Sergio
- Rosenbaum Mathieu
- Sfendourakis Emmanouil
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Eigenvalue Methods for Sparse Tropical Polynomial Systems
- Akian Marianne
- Béreau Antoine
- Gaubert Stéphane
-
Nonlinear system identification with control-based continuation of bifurcation curves
- Mélot Adrien
- Denimal Goy Enora
- Renson Ludovic
-
Structural optimization for controlling isolated response curves
- Mélot Adrien
- Denimal Goy Enora
- Renson Ludovic
-
Incentivized Learning in Principal-Agent Bandit Games
- Scheid Antoine
- Tiapkin Daniil
- Boursier Etienne
- Capitaine Aymeric
- Mahdi El
- Moulines Éric
- Jordan Michael I
- Durmus Alain