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Dive into the research topics where Emmanuel Gobet is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Accelerated convergence of error quantiles using robust randomized quasi Monte Carlo methods
Gobet, E., Lerasle, M. & Métivier, D., 1 Feb 2026, In: Journal of Complexity. 92, 101989.Research output: Contribution to journal › Article › peer-review
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ExceedGAN: simulation above extreme thresholds using Generative Adversarial Networks
Allouche, M., Girard, S. & Gobet, E., 1 Jan 2026, (Accepted/In press) In: Extremes.Research output: Contribution to journal › Article › peer-review
Open Access -
Federated Stochastic Control of Numerous Heterogeneous Energy Storage Systems
Gobet, E. & Grangereau, M., 1 Mar 2026, In: Journal of Optimization Theory and Applications. 208, 3, 107.Research output: Contribution to journal › Article › peer-review
Open Access -
Improved Convergence Rate for Reflected BSDEs by Penalization Method
Gobet, E. & Wang, W., 1 Feb 2026, In: Applied Mathematics & Optimization. 93, 1, 10.Research output: Contribution to journal › Article › peer-review
Open Access -
Numerical approximation of ergodic BSDEs using non linear Feynman-Kac formulas
Gobet, E., Richou, A. & Szpruch, L., 1 May 2026, In: Stochastic Processes and their Applications. 195, 104871.Research output: Contribution to journal › Article › peer-review
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Statistical Learning of Value-at-Risk and Expected Shortfall
Barrera, D., Crépey, S., Gobet, E., Nguyen, H. D. & Saadeddine, B., 1 Jan 2026, In: Mathematical Finance. 36, 1, p. 156-179 24 p.Research output: Contribution to journal › Article › peer-review
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Uniswap V3: Impermanent Loss Modeling and Swap Fees Asymptotic Analysis
Echenim, M., Gobet, E. & Maurice, A. C., 7 Jul 2026, In: SIAM Journal on Financial Mathematics. 17, 1, p. 1-40 40 p.Research output: Contribution to journal › Article › peer-review
Open Access -
HTGAN: heavy-tail GAN for multivariate dependent extremes via latent-dimensional control
Girard, S., Gobet, E. & Pachebat, J., 1 Jan 2025, (Accepted/In press) In: International Journal of Computer Mathematics.Research output: Contribution to journal › Article › peer-review
Open Access -
Interpretable seasonal multisite hidden Markov model for stochastic rain generation in France
Gobet, E., Métivier, D. & Parey, S., 8 Sept 2025, In: Advances in Statistical Climatology, Meteorology and Oceanography. 11, 2, p. 159-201 43 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Learning extreme expected shortfall and conditional tail moments with neural networks. Application to cryptocurrency data
Allouche, M., Girard, S. & Gobet, E., 1 Feb 2025, In: Neural Networks. 182, 106903.Research output: Contribution to journal › Article › peer-review
Open Access