Publications
Les thèses soutenues au CMAP sont disponibles en suivant ce lien:
Découvrez les thèses du CMAP
Sont listées ci-dessous, par année, les publications figurant dans l'archive ouverte HAL.
2024
-
Gaussian process regression with Sliced Wasserstein Weisfeiler-Lehman graph kernels
- Carpintero Perez Raphaël
- da Veiga Sébastien
- Garnier Josselin
- Staber Brian
-
Inverse problem for Love waves in a layered, elastic half-space
- de Hoop Maarten V.
- Garnier Josselin
- Iantchenko Alexei
- Ricaud Julien
DOI : 10.1088/1361-6420/ad2781 -
Volterra processes in finance
- Abi Jaber Eduardo
-
On the consistency of supervised learning with missing values
- Josse Julie
- Chen Jacob M.
- Prost Nicolas
- Varoquaux Gaël
- Scornet Erwan
DOI : 10.1007/s00362-024-01550-4 -
Noise through an additional variable for mean field games master equation on finite state space
- Bertucci Charles
- Meynard Charles
-
A Mean Field Game Model for Renewable Investment under Long-Term Uncertainty and Risk Aversion
- Escribe Célia
- Garnier Josselin
- Gobet Emmanuel
DOI : 10.1007/s13235-024-00554-x -
Mathematical modelling and analysis of Impermanent Loss and Fees in Uniswap v3
- Echenim Mnacho
- Gobet Emmanuel
- Maurice Anne-Claire
-
Quadratic regularization of bilevel pricing problems and application to electricity retail markets
- Jacquet Quentin
- van Ackooij Wim
- Alasseur Clémence
- Gaubert Stéphane
DOI : 10.1016/j.ejor.2023.05.006 -
Social Learning and Monetary Policy at the Effective Lower Bound
- Arifovic Jasmina
- Grimaud Alex
- Salle Isabelle
- Vermandel Gauthier
DOI : 10.1111/jmcb.13133 -
A two spaces extension of Cauchy-Lipschitz Theorem
- Bertucci Charles
- Lions Pierre Louis
-
On the numerical approximation of Blaschke-Santaló diagrams using Centroidal Voronoi Tessellations
- Bogosel Beniamin
- Buttazzo Giuseppe
- Oudet Edouard
DOI : 10.1051/m2an/2023092 -
Augmented Quantization: a General Approach to Mixture Models
- Sire Charlie
- Le Riche Rodolphe
- Rullière Didier
- Rohmer Jérémy
- Pheulpin Lucie
- Richet Yann
-
Neural networks based learning applied to extreme statistics and sampling rare events
- Allouche Michaël
- Girard Stéphane
- Gobet Emmanuel
- Pachebat Jean
-
Estimation of extreme risk measures with neural networks
- Allouche Michaël
- Gobet Emmanuel
- Girard Stéphane
-
Hörmander properties of discrete time Markov processes
- Rey Clément
DOI : 10.48550/arXiv.2401.01167 -
Stochastic Localization via Iterative Posterior Sampling
- Grenioux Louis
- Noble Maxence
- Gabrié Marylou
- Durmus Alain Oliviero
-
Subgraph densities and scaling limits of random graphs with a prescribed modular decomposition
- Lenoir Théo
-
Dense and nondense limits for uniform random intersection graphs
- Bassino Frédérique
- Bouvel Mathilde
- Féray Valentin
- Gerin Lucas
- Pierrot Adeline
-
Model of Cellular Growth under Stress : Emergence of Heterogeneity and Impact of the Environment
- Madrid Canales Ignacio
-
Random Lévy Looptrees and Lévy Maps
- Kortchemski Igor
- Marzouk Cyril
-
Uniform-in-time propagation of chaos for kinetic mean field Langevin dynamics
- Chen Fan
- Lin Yiqing
- Ren Zhenjie
- Wang Songbo
DOI : 10.1214/24-EJP1079 -
Estimation of the lifetime distribution from fluctuations in Bellman-Harris processes
- Olayé Jules
- Bouzidi Hala
- Aristov Andrey
- Ramos Salomé Gutiérrez
- Baroud Charles
- Bansaye Vincent
-
Exact quantization of multistage stochastic linear problems
- Forcier Maël
- Gaubert Stéphane
- Leclère Vincent
DOI : 10.1137/22M1508005 -
Random features models: a way to study the success of naive imputation
- Ayme Alexis
- Boyer Claire
- Dieuleveut Aymeric
- Scornet Erwan
-
Signature volatility models: pricing and hedging with Fourier
- Abi Jaber Eduardo
- Gérard Louis-Amand