Michaël Allouche

Available identifiers

zbMath Open allouche.michaelMaRDI QIDQ2171941

List of research outcomes

Publication	Date of Publication	Type
Structured dictionary learning of rating migration matrices for credit risk modeling	2025-01-13	Paper
Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions	2024-08-26	Paper
Estimation of extreme quantiles from heavy-tailed distributions with neural networks	2023-11-17	Paper
A refined Weissman estimator for extreme quantiles	2023-08-22	Paper
A generative model for fBm with deep ReLU neural networks	2022-09-12	Paper

Research outcomes over time

This page was built for person: Michaël Allouche