Romain Deguest

According to our database, Romain Deguest authored at least 6 papers between 2008 and 2024.

Collaborative distances:

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

2024

Unexpected opportunities in misspecified predictive regressions.

Guillaume Coqueret, Romain Deguest

Eur. J. Oper. Res., 2024

Blockchain adoption and optimal reinsurance design.

Hamed Amini, Romain Deguest, Engin Iyidogan, Andreea Minca

Eur. J. Oper. Res., 2024

2018

A Reinterpretation of the Optimal Demand for Risky Assets in Fund Separation Theorems.

Romain Deguest, Lionel Martellini, Vincent Milhau

Manag. Sci., 2018

2010

Default Intensities Implied by CDO Spreads: Inversion Formula and Model Calibration.

Rama Cont, Romain Deguest, Yu Hang Kan

SIAM J. Financial Math., 2010

2009

Sensitivity analysis in HMMs with application to likelihood maximization.

Pierre-Arnaud Coquelin, Romain Deguest, Rémi Munos

Proceedings of the Advances in Neural Information Processing Systems 22: 23rd Annual Conference on Neural Information Processing Systems 2009. Proceedings of a meeting held 7-10 December 2009, 2009

2008

Particle Filter-based Policy Gradient in POMDPs.

Pierre-Arnaud Coquelin, Romain Deguest, Rémi Munos

Proceedings of the Advances in Neural Information Processing Systems 21, 2008