Michaël Allouche

According to our database1, Michaël Allouche authored at least 5 papers between 2022 and 2025.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
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Article 
PhD thesis 
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Links

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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
EV-GAN: Simulation of extreme events with ReLU neural networks.
J. Mach. Learn. Res., 2022

A generative model for fBm with deep ReLU neural networks.
J. Complex., 2022


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