Why Students Of Prof. El Karoui Are In Demand
El Karoui, 61 years old, has become an unlikely player in the business. Her courses at the prestigious Ecole Polytechnique and a state ...
On the impact of predictor geometry on the performance on high ...
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Affine long term yield curves
karaoui
a stochastic representation theorem with applications to optimization ...
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A new approach to the Skorohod problem, and its applications
Also, this analysis can be used to justify rigorously some of the claims made in El Karoui et al. (2011). Finally, it may prove useful in some bootstrap studies.
Can We Trust the Bootstrap in High-dimensions? The Case of ...
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Financial Crisis and Mathematics - IJCLab Events Directory (Indico)
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Optimal Revelated Utilities and Convex Pricing kernels
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On robust regression with high-dimensional predictors
El Karoui and Quenez (1995) only considered superstrate- gies, which are strategies with a positive tracking error, and defined the upper price for each.
A few remarks on the bootstrap
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H-France Review Vol. 20 (June 2020), No. 101 Hakim El Karoui, L ...
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Synchronization and optimality for multi-armed bandit problems in ...
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Optimal Derivatives Design under Dynamic Risk Measures
Authors: Nicole El Karoui, Caroline Hillairet, Mohamed Mrad. Title: Affine long term yield curves: an application of the Ramsey rule with progressive ...
ANTONIO OCELLO
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a probabilistic approach to the reduite in optimal stopping
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Machine Learning and Portfolio Optimization - LBS Research Online
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