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Search: subject:"optimal quantization"
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optimal quantization
9
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4
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4
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3
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2
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2
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2
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Pagès, Gilles
4
Charlier, Isabelle
3
Paindaveine, Davy
3
Saracco, Jérôme
3
Faugeras, Olivier
2
Sagna, Abass
2
Abaya, Efren F.
1
BARDOU, OLIVIER
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
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ECONIS (ZBW)
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1
Risk quantization by magnitude and propensity
Faugeras, Olivier
;
Pagès, Gilles
- In:
Insurance : mathematics and economics
116
(
2024
),
pp. 134-147
Persistent link: https://www.econbiz.de/10015066797
Saved in:
2
COVID-19 : data-driven dynamic asset allocation in times of pandemic
Timonina-Farkas, Anna
- In:
Quantitative finance and economics
5
(
2021
)
2
,
pp. 198-227
Persistent link: https://www.econbiz.de/10012591919
Saved in:
3
Risk quantization by magnitude and propensity
Faugeras, Olivier
;
Pagès, Gilles
-
2021
Persistent link: https://www.econbiz.de/10012542714
Saved in:
4
Quantization-based Bermudan option pricing in the foreign exchange world
Fayolle, Jean-Michel
;
Lemaire, Vincent
;
Montes, Thibaut
; …
- In:
The journal of computational finance
25
(
2021
)
2
,
pp. 87-128
Persistent link: https://www.econbiz.de/10012938894
Saved in:
5
Conditional Quantile Estimation Based on
Optimal
Quantization
: from Theory to Practice
Paindaveine, Davy
;
Charlier, Isabelle
;
Saracco, Jérôme
-
European Centre for Advanced Research in Economics and …
-
2014
on
optimal
quantization
, but almost exclusively focused onits theoretical properties. In this paper, (i) we discuss its …
Persistent link: https://www.econbiz.de/10010892354
Saved in:
6
QuantifQuantile : an R package for performing quantile regression through
optimal
quantization
Charlier, Isabelle
;
Paindaveine, Davy
;
Saracco, Jérôme
-
2014
Persistent link: https://www.econbiz.de/10010418932
Saved in:
7
Conditional quantile estimation based on
optimal
quantization
: from theory to practice
Charlier, Isabelle
;
Paindaveine, Davy
;
Saracco, Jérôme
-
2014
Persistent link: https://www.econbiz.de/10010418937
Saved in:
8
An application to credit risk of a hybrid Monte Carlo-
Optimal
quantization
method
Callegaro, Giorgia
;
Sagna, Abass
-
HAL
-
2009
In this paper we use a hybrid Monte Carlo-
Optimal
quantization
method to approximate the conditional survival …
Persistent link: https://www.econbiz.de/10008793463
Saved in:
9
Recursive marginal quantization of the Euler scheme of a diffusion process
Pagès, Gilles
;
Sagna, Abass
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 463-498
Persistent link: https://www.econbiz.de/10011490616
Saved in:
10
Optimal
Quantization
of the Support of a Continuous Multivariate Distribution based on Mutual Information
Colin, Bernard
;
Dubeau, François
;
Khreibani, Hussein
; …
- In:
Journal of Classification
30
(
2013
)
3
,
pp. 453-473
reasons, an
optimal
quantization
of the support of its probability measure. More precisely, we propose a simultaneous …
Persistent link: https://www.econbiz.de/10010848620
Saved in:
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