Clara Lage

According to our database, Clara Lage authored at least 5 papers between 2019 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Structured dictionary learning of rating migration matrices for credit risk modeling.

Michaël Allouche, Emmanuel Gobet, Clara Lage, Edwin Mangin

Comput. Stat., September, 2024

Optimal ecological transition path of a credit portfolio distribution, based on multidate Monge-Kantorovich formulation.

Emmanuel Gobet, Clara Lage

Ann. Oper. Res., May, 2024

Space-Scale Hybrid Continuous-Discrete Sliding Frank-Wolfe Method.

Clara Lage, Nelly Pustelnik, Jean-Michel Arbona, Benjamin Audit

IEEE Signal Process. Lett., 2024

2023

Increasing reliability of price signals in long term energy management problems.

Guillaume Erbs, Clara Lage, Claudia A. Sagastizábal, Mikhail V. Solodov

Comput. Optim. Appl., July, 2023

2019

Multiplier Stabilization Applied to Two-Stage Stochastic Programs.

Clara Lage, Claudia A. Sagastizábal, Mikhail V. Solodov

J. Optim. Theory Appl., 2019