The following pages link to Michaël Allouche (Q2171941):
Displaying 5 items.
- A generative model for fBm with deep ReLU neural networks (Q2171942) (← links)
- Estimation of extreme quantiles from heavy-tailed distributions with neural networks (Q6089222) (← links)
- A refined Weissman estimator for extreme quantiles (Q6176329) (← links)
- Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions (Q6592804) (← links)
- Structured dictionary learning of rating migration matrices for credit risk modeling (Q6661272) (← links)
