| 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 | 14 | 2022 |
| A refined Weissman estimator for extreme quantiles M Allouche, J El Methni, S Girard Extremes 26 (3), 545-572, 2023 | 12 | 2023 |
| Tail-GAN: Simulation of extreme events with ReLU neural networks M Allouche, S Girard, E Gobet preprint, hal 3250663, 2021 | 8 | 2021 |
| Estimation of extreme quantiles from heavy-tailed distributions with neural networks M Allouche, S Girard, E Gobet Statistics and Computing 34 (1), 12, 2024 | 7 | 2024 |
| A generative model for fBm with deep ReLU neural networks M Allouche, S Girard, E Gobet Journal of Complexity 73, 101667, 2022 | 3 | 2022 |
| 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 |
| Learning extreme Expected Shortfall with neural networks. Application to cryptocurrency data M Allouche, S Girard, E Gobet | 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 |
| On the simulation of extreme events with neural networks M Allouche, S Girard, E Gobet | | 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 |
| Generative modeling of extremes with neural networks M Allouche, S Girard, E Gobet 2023-Accelerating Generative Models and Nonconvex Optimisation Workshop, 2023 | | 2023 |
| Statistical error bounds for weighted mean and median, with application to robust aggregation of cryptocurrency data M Allouche, M Echenim, E Gobet, AC Maurice | | 2023 |
| Learning out-of-sample Expected Shortfall and {Conditional Tail Moments} with neural networks. Application to cryptocurrency data M Allouche, S Girard, E Gobet | | 2023 |
| Estimation of extreme expected shortfall with neural networks M Allouche, S Girard, E Gobet CMStatistics 2023-16th International Conference of the ERCIM WG on …, 2023 | | 2023 |
| Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions M Allouche, J El Methni, S Girard | | 2023 |
| On the estimation of extreme quantiles with neural networks M Allouche, S Girard, E Gobet Journée" Evénements extrêmes et risques", 2023 | | 2023 |
| dictionary-learning-RMM M Allouche, E Gobet, C Lage, E Mangin CMAP Ecole Polytechnique, 2022 | | 2022 |
| NeuralNetwork-Quantile-Extrapolation M Allouche, S Girard, E Gobet | | 2022 |
