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Erwan Pierre
Publication Activity (10 Years)
Years Active: 2016-2023
Publications (10 Years): 4
Top Topics
Numerical Calculation
Weather Forecasting
Investment Decisions
Market Clearing
Top Venues
Finance Stochastics
IDA
SIAM J. Financial Math.
DSAA
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Publications
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Léonard Tschora
,
Tias Guns
,
Erwan Pierre
,
Marc Plantevit
,
Céline Robardet
Electricity Price Forecasting based on Order Books: a differentiable optimization approach.
DSAA
(2023)
Léonard Tschora
,
Erwan Pierre
,
Marc Plantevit
,
Céline Robardet
Forecasting Electricity Prices: An Optimize Then Predict-Based Approach.
IDA
(2023)
Erwan Pierre
,
Stéphane Villeneuve
,
Xavier Warin
Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities.
SIAM J. Financial Math.
8 (1) (2017)
Erwan Pierre
,
Stéphane Villeneuve
,
Xavier Warin
Liquidity management with decreasing returns to scale and secured credit line.
Finance Stochastics
20 (4) (2016)