Publications scientifiques

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Quasi-Maximum Likelihood for Estimating Structural Models
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Studies in Nonlinear Dynamics & Econometrics, 2025 référence BibTeX
Is the difference between deep hedging and delta hedging a statistical arbitrage?
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Finance Research Letters, 73, No article: 106590, 2025 référence BibTeX
Uncertainty in heteroscedastic Bayesian model averaging
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Insurance: Mathematics and Economics, 121, 63–78, 2025 référence BibTeX
Learning to enumerate shifts for large-scale flexible personnel scheduling problems
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À paraître dans : Journal of Scheduling, 24 pages, 2025 référence BibTeX
LQG Risk-Sensitive Single-Agent and Major-Minor Mean-Field Game Systems: A Variational Framework
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À paraître dans : SIAM Journal on Control and Optimization, 2025 référence BibTeX
The impact of missing operations on the flow shop: permutation vs non permutation modes
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À paraître dans : RAIRO - Operations Research , 2025 référence BibTeX
Dynamic pricing and advertising in a supply chain with environment- and fairness-concerned consumers
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Central European Journal of Operations Research, 33, 473–498, 2025 référence BibTeX
Economic Exposure of Canadian Residential Properties to Flooding
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Journal of Flood Risk Management, 18(1), No article: e70012, 2025 référence BibTeX
A digital transformation project portfolio management model for underground mines
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Procedia Computer Science, 256, 1467–1473, 2025 référence BibTeX
Data-driven estimates of undocumented orphan oil and gas wells with implications to the environment
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Science of The Total Environment, 967, No article: 178746, 2025 référence BibTeX