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Florence Guillaume
Publication Activity (10 Years)
Years Active: 2014-2024
Publications (10 Years): 1
Top Topics
Experimental Data
Expectation Maximization
Free Parameters
Analytical Models
Top Venues
L4DC
J. Optim. Theory Appl.
J. Comput. Appl. Math.
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Publications
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Andreas Hinderyckx
,
Florence Guillaume
Linearised data-driven LSTM-based control of multi-input HVAC systems.
L4DC
(2024)
Florence Guillaume
,
Wim Schoutens
A bootstrapping market implied moment matching calibration for models with time-dependent parameters.
J. Comput. Appl. Math.
271 (2014)
Florence Guillaume
,
Wim Schoutens
Heston Model: The Variance Swap Calibration.
J. Optim. Theory Appl.
161 (1) (2014)