Gilles Pagès - RankMe

51 papers B 9C 1Journal 38Unranked 3

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Convex Ordering for Stochastic Control: The (Path Dependent) Swing Contracts Case. SIAM J. Financial Math. Gilles Pagès, Christian Yeo
2025	J	`jnl`	Convex comparison of Gaussian mixtures. J. Multivar. Anal. Benjamin Jourdain, Gilles Pagès
2024	J	`jnl`	A new Input Convex Neural Network with application to options pricing. CoRR Vincent Lemaire, Gilles Pagès, Christian Yeo
2024	J	`jnl`	Computing the invariant distribution of McKean-Vlasov SDEs by ergodic simulation. CoRR Jean-François Chassagneux, Gilles Pagès
2024	J	`jnl`	Convergence of Langevin-simulated annealing algorithms with multiplicative noise. Math. Comput. Pierre Bras, Gilles Pagès
2023	J	`jnl`	Convergence of Langevin-simulated annealing algorithms with multiplicative noise II: Total variation. Monte Carlo Methods Appl. Pierre Bras, Gilles Pagès
2023	B	`conf`	Langevin Algorithms for Markovian Neural Networks and Deep Stochastic Control. IJCNN Pierre Bras, Gilles Pagès
2023	J	`jnl`	Policy Gradient Optimal Correlation Search for Variance Reduction in Monte Carlo simulation and Maximum Optimal Transport. CoRR Pierre Bras, Gilles Pagès
2021	J	`jnl`	Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough). Math. Oper. Res. Giorgia Callegaro, Martino Grasselli, Gilles Pagès
2021	J	`jnl`	Optimal dual quantizers of 1Dlog-concave distributions: Uniqueness and Lloyd like algorithm. J. Approx. Theory Benjamin Jourdain, Gilles Pagès
2021	J	`jnl`	Performance of a Markovian neural network versus dynamic programming on a fishing control problem. CoRR Mathieu Laurière, Gilles Pagès, Olivier Pironneau
2021	J	`jnl`	Quantization-based approximation of reflected BSDEs with extended upper bounds for recursive quantization. CoRR Rancy El Nmeir, Gilles Pagès
2020	J	`jnl`	Convergence Rate of Optimal Quantization and Application to the Clustering Performance of the Empirical Measure. J. Mach. Learn. Res. Yating Liu, Gilles Pagès
2020	J	`jnl`	New weak error bounds and expansions for optimal quantization. J. Comput. Appl. Math. Vincent Lemaire, Thibaut Montes, Gilles Pagès
2020	J	`jnl`	Optimal dual quantizers of $1D$ $\log$-concave distributions: uniqueness and Lloyd like algorithm. CoRR Benjamin Jourdain, Gilles Pagès
2019	J	`jnl`	Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications. Monte Carlo Methods Appl. Gilles Pagès, Clément Rey
2018	J	`jnl`	The Parareal Algorithm for American Options. SIAM J. Financial Math. Gilles Pagès, Olivier Pironneau, Guillaume Sall
2017	J	`jnl`	Limit theorems for weighted and regular Multilevel estimators. Monte Carlo Methods Appl. Daphné Giorgi, Vincent Lemaire, Gilles Pagès
2016	—	`conf`	An Antithetic Approach of Multilevel Richardson-Romberg Extrapolation Estimator for Multidimensional SDES. NAA Cheikh Mbaye, Gilles Pagès, Frédéric Vrins
2016	J	`jnl`	Pointwise Convergence of the Lloyd I Algorithm in Higher Dimension. SIAM J. Control. Optim. Gilles Pagès, Jun Yu
2016	J	`jnl`	Vibrato and automatic differentiation for high order derivatives and sensitivities of financial options. CoRR Gilles Pagès, Olivier Pironneau, Guillaume Sall
2015	J	`jnl`	Functional quantization-based stratified sampling methods. Monte Carlo Methods Appl. Sylvain Corlay, Gilles Pagès
2015	J	`jnl`	Greedy vector quantization. J. Approx. Theory Harald Luschgy, Gilles Pagès
2012	J	`jnl`	GPGPUs in computational finance: massive parallel computing for American style options. Concurr. Comput. Pract. Exp. Gilles Pagès, Benedikt Wilbertz
2012	J	`jnl`	Intrinsic Stationarity for Vector Quantization: Foundation of Dual Quantization. SIAM J. Numer. Anal. Gilles Pagès, Benedikt Wilbertz
2012	J	`jnl`	Stochastic approximation with averaging innovation applied to Finance. Monte Carlo Methods Appl. Sophie Laruelle, Gilles Pagès
2011	J	`jnl`	Optimal Split of Orders Across Liquidity Pools: A Stochastic Algorithm Approach. SIAM J. Financial Math. Sophie Laruelle, Charles-Albert Lehalle, Gilles Pagès
2010	—	`conf`	Parallel implementation of a Quantization algorithm for pricing American style options on GPGPU. HPCS Gilles Pagès, Benedikt Wilbertz
2009	J	`jnl`	Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. Monte Carlo Methods Appl. Olivier Bardou, Noufel Frikha, Gilles Pagès
2007	J	`jnl`	Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and Complexity. Monte Carlo Methods Appl. Gilles Pagès
2007	J	`jnl`	Optimal quantizers for Radon random vectors in a Banach space. J. Approx. Theory Siegfried Graf, Harald Luschgy, Gilles Pagès
2006	J	`jnl`	Discretization and Simulation of the Zakai Equation. SIAM J. Numer. Anal. Emmanuel Gobet, Gilles Pagès, Huyên Pham, Jacques Printems
2005	J	`jnl`	Functional quantization for numerics with an application to option pricing. Monte Carlo Methods Appl. Gilles Pagès, Jacques Printems
2004	—	`conf`	Functional Quantization and Entropy for Stochastic Processes. Algorithms and Complexity for Continuous Problems Harald Luschgy, Gilles Pagès
2003	J	`jnl`	Optimal quadratic quantization for numerics: the Gaussian case. Monte Carlo Methods Appl. Gilles Pagès, Jacques Printems
2002	J	`jnl`	Decreasing step Stochastic algorithms: a.s. behaviour of weighted empirical measures. Monte Carlo Methods Appl. Jean-Claude Fort, Gilles Pagès
2001	J	`jnl`	A stochastic quantization method for nonlinear problems. Monte Carlo Methods Appl. Vlad Bally, Gilles Pagès, Jacques Printems
1998	J	`jnl`	Theoretical aspects of the SOM algorithm. Neurocomputing Marie Cottrell, Jean-Claude Fort, Gilles Pagès
1997	B	`conf`	Almost sure convergence of the one-dimensional Kohonen algorithm. ESANN Avec M. Benaïm, Jean-Claude Fort, Gilles Pagès
1997	J	`jnl`	Approximations of Functions by a Multilayer Perceptron: a New Approach. Neural Networks Jean-Gabriel Attali, Gilles Pagès
1997	C	`conf`	Convergences of the Kohonen Maps: A Dynamical System Approach. ICANN Jean-Claude Fort, Gilles Pagès
1996	J	`jnl`	About the Kohonen Algorithm: Strong or Weak Self-organization? Neural Networks Jean-Claude Fort, Gilles Pagès
1996	B	`conf`	On the critical points of the 1-dimensional competitive learning vector quantization algorithm. ESANN Damien Lamberton, Gilles Pagès
1996	B	`conf`	Quantization vs Organization in the Kohonen S.O.M. ESANN Jean-Claude Fort, Gilles Pagès
1995	B	`conf`	About the Kohonen algorithm: strong or weak self-organization? ESANN Jean-Claude Fort, Gilles Pagès
1995	J	`jnl`	Approximation of functions by perceptrons: a new approach. Neural Process. Lett. Jean-Gabriel Attali, Gilles Pagès
1995	J	`jnl`	Comments about "Analysis of the convergence properties of topology preserving neural networks". IEEE Trans. Neural Networks Marie Cottrell, Jean-Claude Fort, Gilles Pagès
1995	B	`conf`	Functional approximation by perceptrons: a new approach. ESANN Jean-Gabriel Attali, Gilles Pagès
1994	B	`conf`	A non linear Kohonen algorithm. ESANN Jean-Claude Fort, Gilles Pagès
1994	B	`conf`	Two or three things that we know about the Kohonen algorithm. ESANN Marie Cottrell, Jean-Claude Fort, Gilles Pagès
1993	B	`conf`	Voronoï tesselation, space quantization algorithms and numerical integration. ESANN Gilles Pagès