The following pages link to Guillaume Coqueret (Q323230):
Displaying 13 items.
- An investigation of model risk in a market with jumps and stochastic volatility (Q323232) (← links)
- On the supremum of the spectrally negative stable process with drift (Q900970) (← links)
- Empirical properties of a heterogeneous agent model in large dimensions (Q1655655) (← links)
- Approximation of probabilistic Laplace transforms and their inverses (Q1931258) (← links)
- Training trees on tails with applications to portfolio choice (Q2173122) (← links)
- Diversified minimum-variance portfolios (Q2351637) (← links)
- Procedural rationality, asset heterogeneity and market selection (Q2425148) (← links)
- Second order risk aggregation with the Bernstein copula (Q2513630) (← links)
- Lookback option prices under a spectrally negative tempered-stable model (Q2841328) (← links)
- Machine Learning in Finance: From Theory to Practice (Q5014165) (← links)
- Stock-specific sentiment and return predictability (Q5139250) (← links)
- Machine Learning for Factor Investing (Q5147683) (← links)
- Supervised portfolios (Q6158392) (← links)