EV-GAN: Simulation of extreme events with ReLU neural networks M Allouche, S Girard, E Gobet Journal of Machine Learning Research 23 (150), 1-39, 2022 | 21 | 2022 |
A refined Weissman estimator for extreme quantiles M Allouche, J El Methni, S Girard Extremes 26 (3), 545-572, 2023 | 19 | 2023 |
Estimation of extreme quantiles from heavy-tailed distributions with neural networks M Allouche, S Girard, E Gobet Statistics and Computing 34 (1), 12, 2024 | 13 | 2024 |
Tail-GAN: Simulation of extreme events with ReLU neural networks M Allouche, S Girard, E Gobet preprint, hal 3250663, 2021 | 7 | 2021 |
Reduced-bias estimation of the extreme conditional tail expectation for Box–Cox transforms of heavy-tailed distributions M Allouche, J El Methni, S Girard Journal of Statistical Planning and Inference 233, 106189, 2024 | 4 | 2024 |
A generative model for fBm with deep ReLU neural networks M Allouche, S Girard, E Gobet Journal of Complexity 73, 101667, 2022 | 4 | 2022 |
Learning extreme expected shortfall and conditional tail moments with neural networks. Application to cryptocurrency data M Allouche, S Girard, E Gobet Neural Networks 182, 106903, 2025 | 1 | 2025 |
Learning extreme Expected Shortfall and Conditional Tail Moments with neural networks. Application to cryptocurrency data M Allouche, S Girard, E Gobet neural networks 182, 106903, 2025 | 1 | 2025 |
On the simulation of extreme events with neural networks M Allouche, S Girard, E Gobet | 1 | 2024 |
Structured dictionary learning of rating migration matrices for credit risk modeling M Allouche, E Gobet, C Lage, E Mangin Computational Statistics, 1-26, 2024 | 1 | 2024 |
Statistical error bounds for weighted mean and median, with application to robust aggregation of cryptocurrency data M Allouche, M Echenim, E Gobet, AC Maurice | 1 | 2023 |
Contributions to generative modeling and dictionary learning: theory and application M Allouche Institut Polytechnique de Paris, 2022 | 1 | 2022 |
On the approximation of extreme quantiles with ReLU neural networks M Allouche, S Girard, E Gobet EVA 2021-12th International Conference on Extreme Value Analysis, 2021 | 1 | 2021 |
Reduced-bias estimation of extreme risk measures for heavy-tailed distributions M Allouche, J El Methni, S Girard Journées MAS, 2024 | | 2024 |
Robust aggregation of crypto data M ALLOUCHE, M ECHENIM, E GOBET, AC MAURICE | | 2024 |
On the simulation of extreme events with neural networks S Girard, M Allouche, E Gobet 55èmes Journées de Statistique, 2024 | | 2024 |
Estimation of extreme risk measures with neural networks M Allouche, E Gobet, S Girard SIAM Conference on Uncertainty Quantification, 2024 | | 2024 |
Neural networks based learning applied to extreme statistics and sampling rare events M Allouche, S Girard, E Gobet, J Pachebat SIAM Conference on Uncertainty Quantification, 2024 | | 2024 |
On the estimation of extreme quantiles with neural networks M Allouche, S Girard, E Gobet Journée" Evénements extrêmes et risques", 2023 | | 2023 |
Generative modeling of extremes with neural networks M Allouche, S Girard, E Gobet 2023-Accelerating Generative Models and Nonconvex Optimisation Workshop, 2023 | | 2023 |