Chiheb Ben Hammouda

16 papers Journal 16

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	SigMA: Path signatures and multi-head attention for learning parameters in fBm-driven SDEs. Neurocomputing Xianglin Wu, Chiheb Ben Hammouda, Cornelis W. Oosterlee
2026	J	`jnl`	Single- and Multi-Level Fourier-RQMC Methods for Multivariate Shortfall Risk. CoRR Chiheb Ben Hammouda, Truong Ngoc Nguyen
2025	J	`jnl`	Filtered Markovian Projection: Dimensionality Reduction in Filtering for Stochastic Reaction Networks. CoRR Chiheb Ben Hammouda, Maksim Chupin, Sophia Münker, Raúl Tempone
2025	J	`jnl`	SigMA: Path Signatures and Multi-head Attention for Learning Parameters in fBm-driven SDEs. CoRR Xianglin Wu, Chiheb Ben Hammouda, Cornelis W. Oosterlee
2024	J	`jnl`	Automated importance sampling via optimal control for stochastic reaction networks: A Markovian projection-based approach. J. Comput. Appl. Math. Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone, Sophia Wiechert
2024	J	`jnl`	Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities. SIAM J. Sci. Comput. Christian Bayer, Chiheb Ben Hammouda, Raúl Tempone
2024	J	`jnl`	Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options. CoRR Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon, Michael Samet, Raúl Tempone
2023	J	`jnl`	Automated Importance Sampling via Optimal Control for Stochastic Reaction Networks: A Markovian Projection-based Approach. CoRR Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone, Sophia Wiechert
2023	J	`jnl`	Learning-based importance sampling via stochastic optimal control for stochastic reaction networks. Stat. Comput. Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone, Sophia Wiechert
2022	J	`jnl`	Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models. CoRR Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon, Michael Samet, Raúl Tempone
2021	J	`jnl`	Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing. CoRR Christian Bayer, Chiheb Ben Hammouda, Raúl Tempone
2021	J	`jnl`	Optimal Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks. CoRR Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone, Sophia Wiechert
2020	J	`jnl`	Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks. Stat. Comput. Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone
2020	J	`jnl`	Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities. CoRR Christian Bayer, Chiheb Ben Hammouda, Raúl Tempone
2019	J	`jnl`	Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks. CoRR Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone
2017	J	`jnl`	Multilevel hybrid split-step implicit tau-leap. Numer. Algorithms Chiheb Ben Hammouda, Alvaro Moraes, Raúl Tempone