Michaël Allouche
According to our database1,
Michaël Allouche
authored at least 5 papers
between 2022 and 2025.
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Bibliography
2025
Learning extreme expected shortfall and conditional tail moments with neural networks. Application to cryptocurrency data.
Neural Networks, 2025
2024
Structured dictionary learning of rating migration matrices for credit risk modeling.
Comput. Stat., September, 2024
Estimation of extreme quantiles from heavy-tailed distributions with neural networks.
Stat. Comput., February, 2024
2022
J. Mach. Learn. Res., 2022