Emmanuel Gobet - Publications, H-index & Citations

Emmanuel Gobet

institut national polytechnique de grenoble

30H指数

264论文数

3.3K被引数

收录论文 17

发表时间

Uniswap V3: Impermanent Loss Modeling and Swap Fees Asymptotic Analysis Uniswap V3: 不定损失建模与兑换手续费渐近分析

SIAM Journal on Financial Mathematics

IF1.8

2026-01-01

PREAI

Echenim, Mnacho; Gobet, Emmanuel; Maurice, Anne-Claire

Numerical approximation of ergodic BSDEs using non linear Feynman-Kac formulas 利用非线性Feynman-Kac公式对遍历BSDEs进行数值逼近

Stochastic Processes and their Applications

IF1.2

2026-01-01

PREAI

Gobet, Emmanuel; Richou, Adrien; Szpruch, Lukasz

ExceedGAN: simulation above extreme thresholds using Generative Adversarial Networks ExceedGAN：使用生成对抗网络模拟超过极端阈值

Extremes

IF2.2

2026-01-01

PREAI

Allouche, Michael; Girard, Stephane; Gobet, Emmanuel

Improved Convergence Rate for Reflected BSDEs by Penalization Method 通过惩罚方法改进反射BSDE的收敛率

APPLIED MATHEMATICS AND OPTIMIZATION

IF1.7

2025-12-08

PREAI

Gobet, Emmanuel; Wang, Wanqing

Optimal carbon emissions mitigation plan for a company under a transition scenario 在转型情景下公司的最优碳排放减排方案

Mathematics and Financial Economics

IF1

2025-12-01

PREAI

Ndiaye, Elisa; Bezat, Antoine; Gobet, Emmanuel; Guivarch, Celine; Jiao, Ying

Meta-modelling paths of simple climate models using neural networks and dirichlet polynomials: an application to DICE 使用神经网络和Dirichlet多项式对简单气候模型的元建模路径：在DICE中的应用

EUROPEAN ACTUARIAL JOURNAL

IF1.6

2025-12-01

PREAI

Gobet, Emmanuel; Liu, Yushan; Vermandel, Gauthier

HTGAN: heavy-tail GAN for multivariate dependent extremes via latent-dimensional control HTGAN：基于潜在维度控制的多元相依极值重尾生成对抗网络

International Journal of Computer Mathematics

IF1.3

2025-11-01

PREAI

Girard, Stephane; Gobet, Emmanuel; Pachebat, Jean

Statistical Learning of Value-at-Risk and Expected Shortfall 价值-at-Risk与预期短缺的统计学习

MATHEMATICAL FINANCE

IF0

2025-09-01

PREAI

Barrera, David; Crepey, Stephane; Gobet, Emmanuel; Nguyen, Hoang Dong; Saadeddine, Bouazza

Accelerated convergence of error quantiles using robust randomized quasi Monte Carlo methods 利用稳健随机拟蒙特卡洛方法加速误差分位数的收敛

JOURNAL OF COMPLEXITY

IF1.8

2025-09-01

PREAI

Gobet, Emmanuel; Lerasle, Matthieu; Metivier, David

Learning extreme expected shortfall and conditional tail moments with neural networks. Application to cryptocurrency data

NEURAL NETWORKS

IF6.3

2025-02-01

OAAI

Allouche, Michael; Girard, Stephane; Gobet, Emmanuel

Optimal ecological transition path of a credit portfolio distribution, based on multidate Monge-Kantorovich formulation

ANNALS OF OPERATIONS RESEARCH

IF4.5

2023-05-25

OAAI

Gobet, Emmanuel; Lage, Clara

Bridging socioeconomic pathways of CO2 emission and credit risk

ANNALS OF OPERATIONS RESEARCH

IF4.5

2022-12-19

PREAI

Bourgey, Florian; Gobet, Emmanuel; Jiao, Ying

NEWTON METHOD FOR STOCHASTIC CONTROL PROBLEMS 随机控制问题的牛顿法

siam journal on optimization

IF2.4

2022-10-10

OAAI

Gobet, Emmanuel; Grangereau, Maxime

Extended Mckean-Vlasov optimal stochastic control applied to smart grid management*, **

ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS

IF1.2

2022-06-29

OAAI

Gobet, Emmanuel; Grangereau, Maxime

Quasi-Regression Monte-Carlo Scheme for Semi-Linear PDEs and BSDEs with Large Scale Parallelization on GPUs

ARCHIVES OF COMPUTATIONAL METHODS IN ENGINEERING

IF12.1

2019-04-04

PREAI

Gobet, Emmanuel; Lopez-Salas, Jose German; Vazquez, Carlos

STRATIFIED REGRESSION MONTE-CARLO SCHEME FOR SEMILINEAR PDEs AND BSDEs WITH LARGE SCALE PARALLELIZATION ON GPUs

SIAM JOURNAL ON SCIENTIFIC COMPUTING

IF2.6

2016-01-01

OAAI

Gobet, E.; Lopez-Salas, J. G.; Turkedjiev, P.; Vazquez, C.

RARE EVENT SIMULATION USING REVERSIBLE SHAKING TRANSFORMATIONS

SIAM JOURNAL ON SCIENTIFIC COMPUTING

IF2.6

2015-01-01

OAAI

Gobet, E.; Liu, G.

研究方向