| Codpy-Advanced Tutorial PG LeFloch, JM Mercier, S Miryusupov Available at SSRN 3769804, 2021 | 5 | 2021 |
| Hedging strategies for net interest income and economic values of equity JM Mercier, S Miryusupov Available at SSRN 3454813, 2019 | 3 | 2019 |
| CodPy: a Python library for machine learning, mathematical finance, and statistics PG LeFloch, JM Mercier, S Miryusupov Mathematical Finance, and Statistics (April 6, 2022), 2022 | 1 | 2022 |
| Optimal Transport Filtering with Particle Reweighing in Finance R Douady, S Miryusupov Available at arXiv:1704.07698v3, 2017 | 1 | 2017 |
| Extrapolation and generative algorithms for three applications in finance PG LeFloch, JM Mercier, S Miryusupov arXiv preprint arXiv:2404.13355, 2024 | | 2024 |
| CodPy: a Python library for numerics, machine learning, and statistics PG LeFloch, JM Mercier, S Miryusupov arXiv preprint arXiv:2402.07084, 2024 | | 2024 |
| Generative Models and Time Series Predictions for Financial Applications with Kernels Methods A Abidi, A El Marraki, JM Mercier, S Miryusupov Available at SSRN 4272859, 2022 | | 2022 |
| MPG Overview CO Laleye, C Bertet, M Poirier, F Partner, JM Mercier, S Miryusupov | | 2022 |
| A kernel based method for computing conditional expectations. PG LeFloch, JM Mercier, S Miryusupov Available at SSRN 3814704, 2021 | | 2021 |
| A kernel based reordering algorithm PG LeFloch, JM Mercier, S Miryusupov Available at SSRN 3770557, 2021 | | 2021 |
| Particle methods in finance S Miryusupov Paris 1, 2017 | | 2017 |
| Hamiltonian Flow Simulation of Rare Events R Douady, M Shohruh https://hal.archives-ouvertes.fr/hal-01581894, 2017 | | 2017 |
| A tutorial on CodPy PG LeFloch, JM Mercier, S Miryusupov | | |
Raphael DouadyUniversity Paris 1 SorbonneVerified email at univ-paris1.fr
Raphael DouadyUniversity Paris 1 SorbonneVerified email at univ-paris1.fr