Pierre Garreau

Publication Activity (10 Years)

Years Active: 2013-2022
Publications (10 Years): 2

Top Topics

Feature Selection

Cross Sectional

Top Venues

SIAM J. Financial Math.

J. Sci. Comput.

Publications

Raphael Sturgis, Valentin Emiya, Basile Couëtoux, Pierre Garreau
Vessel Behaviour Classification from AIS Without Geographical Biases. ITSC (2022)
Pierre Garreau, Alec N. Kercheval
A Structural Jump Threshold Framework for Credit Risk. SIAM J. Financial Math. 7 (1) (2016)
Pierre Garreau, David A. Kopriva
A Spectral Element Framework for Option Pricing Under General Exponential Lévy Processes. J. Sci. Comput. 57 (2) (2013)