Guillaume Coqueret

Publication Activity (10 Years)

Years Active: 2016-2024
Publications (10 Years): 5

Top Topics

Computer Software

Predictive Modeling

Top Venues

Eur. J. Oper. Res.

Ann. Oper. Res.

J. Oper. Res. Soc.

Expert Syst. Appl.

Publications

Guillaume Coqueret, Bertrand Tavin
Dynamic decision making with predictive panels. J. Oper. Res. Soc. 75 (6) (2024)
Guillaume Coqueret, Romain Deguest
Unexpected opportunities in misspecified predictive regressions. Eur. J. Oper. Res. 318 (2) (2024)
Guillaume Coqueret, Tony Guida
Training trees on tails with applications to portfolio choice. Ann. Oper. Res. 288 (1) (2020)
Guillaume Coqueret
Approximate NORTA simulations for virtual sample generation. Expert Syst. Appl. 73 (2017)
Guillaume Coqueret, Bertrand Tavin
An investigation of model risk in a market with jumps and stochastic volatility. Eur. J. Oper. Res. 253 (3) (2016)