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Joseph Mikael

Électricité de France (France) (per OpenAlex) · ORCID · OpenAlex

5 papers in scope · 5 published · 1 on the econ.EM arXiv · 39 citations · h-index 4 (over the papers listed here)

Related authors

The 10 authors closest to this one in our weighted citation graph, most related first.

  1. Florian Ziel
  2. Rafał Weron
  3. Fotios Petropoulos
  4. Feng Li
  5. Alisa Yusupova
  6. Paul Ghelasi
  7. Souhaib Ben Taieb
  8. Bartosz Uniejewski
  9. Gael M. Martin
  10. David T. Frazier

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 5)

published2023 · The Journal of Finance and Data Science · 6 citations · first circulated 2021
Deep Generators on Commodity Markets Application to Deep Hedging
published2022 · Risks · 11 citations
with Nicolas Boursin, Carl Remlinger, Carol Anne Hargreaves
Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing.
published2022 · MathematicS In Action · 1 citations · first circulated 2020
with Thomas Deschatre
Conditional Loss and Deep Euler Scheme for Time Series Generation
published2022 · Proceedings of the AAAI Conference on Artificial Intelligence · 11 citations · first circulated 2021
with Carl Remlinger, Romuald Élie
Deep learning for discrete-time hedging in incomplete markets
published2021 · The Journal of Computational Finance · 10 citations
with Simon F'ecamp, Xavier Warin

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.