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Mixed Nash Equilibria in the Adversarial Examples Game.
(2021) Document de travail / Working paper
Distribution and statistics of the Sharpe Ratio.
(2021) Document de travail / Working paper
On the Facial Structure of the Constrained-Routing and Spectrum Assignment Polyhedron: Part II.
(2021) Document de travail / Working paper
On the Facial Structure of the Constrained-Routing and Spectrum Assignment Polyhedron: Part I.
(2021) Document de travail / Working paper
Distinguish the indistinguishable: a Deep Reinforcement Learning approach for volatility targeting models.
(2021) Document de travail / Working paper
Is the Covid equity bubble rational? A machine learning answer.
(2021) Document de travail / Working paper
Shapley values for LightGBM model applied to regime detection.
(2021) Document de travail / Working paper
On the tree-width of even-hole-free graphs.
(2021) Document de travail / Working paper
Regime change detection with GBDT and Shapley values.
(2021) Document de travail / Working paper
Detecting crisis event with Gradient Boosting Decision Trees.
(2021) Document de travail / Working paper