Erwan Pierre

According to our database, Erwan Pierre authored at least 4 papers between 2016 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Forecasting Electricity Prices: An Optimize Then Predict-Based Approach.

Léonard Tschora, Erwan Pierre, Marc Plantevit, Céline Robardet

Proceedings of the Advances in Intelligent Data Analysis XXI, 2023

Electricity Price Forecasting based on Order Books: a differentiable optimization approach.

Léonard Tschora, Tias Guns, Erwan Pierre, Marc Plantevit, Céline Robardet

Proceedings of the 10th IEEE International Conference on Data Science and Advanced Analytics, 2023

2017

Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities.

Erwan Pierre, Stéphane Villeneuve, Xavier Warin

SIAM J. Financial Math., 2017

2016

Liquidity management with decreasing returns to scale and secured credit line.

Erwan Pierre, Stéphane Villeneuve, Xavier Warin

Finance Stochastics, 2016