Romain Deguest

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 3

Top Topics

Predictive Modeling

Profit Maximizing

Top Venues

Eur. J. Oper. Res.

Publications

Hamed Amini, Romain Deguest, Engin Iyidogan, Andreea Minca
Blockchain adoption and optimal reinsurance design. Eur. J. Oper. Res. 318 (1) (2024)
Guillaume Coqueret, Romain Deguest
Unexpected opportunities in misspecified predictive regressions. Eur. J. Oper. Res. 318 (2) (2024)
Romain Deguest, Lionel Martellini, Vincent Milhau
A Reinterpretation of the Optimal Demand for Risky Assets in Fund Separation Theorems. Manag. Sci. 64 (9) (2018)
Rama Cont, Romain Deguest, Yu Hang Kan
Default Intensities Implied by CDO Spreads: Inversion Formula and Model Calibration. SIAM J. Financial Math. 1 (1) (2010)
Pierre-Arnaud Coquelin, Romain Deguest, Rémi Munos
Sensitivity analysis in HMMs with application to likelihood maximization. NIPS (2009)
Pierre-Arnaud Coquelin, Romain Deguest, Rémi Munos
Particle Filter-based Policy Gradient in POMDPs. NIPS (2008)