Publications scientifiques

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Equal risk pricing and hedging of financial derivatives with convex risk measures
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Quantitative Finance, 22(1), 47–73, 2022 référence BibTeX
A combinatorial proof of the Gaussian product inequality beyond the MTP2 case
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Dependence Modeling, 10(1), 236–244, 2022 référence BibTeX
Planning and Management of Charging Facilities for Electric Vehicle Sharing
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P.M. Pardalos, et al. (eds.) , Artificial Intelligence, Machine Learning, and Optimization Tools for Smart Cities. Springer Optimization and Its Applications, vol. 186, Springer, Cham, 135–153, 2022 référence BibTeX
Integrating learning and explicit model predictive control for unit commitment in microgrids
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Applied Energy, 306(Part A), No article: 118026, 2022 référence BibTeX
A Data-Driven Uncertainty Quantification Method for Stochastic Economic Dispatch
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IEEE Transactions on Power Systems, 37(1), 812–815, 2022 référence BibTeX
Le paradoxe de Saint-Pétersbourg
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Accromath, 17(1), 2–6, 2022 référence BibTeX
Demand Prediction in Retail - A Practical Guide to Leverage Data and Predictive Analytics
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Springer, Cham, Series in Supply Chain Management, 155 pages, 2022 référence BibTeX
Donnons-nous les moyens de nos ambitions
Gestion, 2022 référence BibTeX
Optimization of Design Margins Allocation When Making Use of Additive Remanufacturing
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ASME Journal of Mechanical Design, 144(1), No article: 012001, 2022 référence BibTeX
Le système de notation Elo
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Accromath, 17(1), 2022 référence BibTeX