Nicolas Langrené

19 papers Journal 18
YearRankTypeTitle / Venue / Authors
2026 J jnl
Fast simulation of Volterra processes using random Fourier features with application to the log-stationary fractional Brownian motion.
CoRR
Othmane Zarhali, Nicolas Langrené
2026 J jnl
Quantformer: From attention to profit with a quantitative transformer trading strategy.
Expert Syst. Appl.
Zhaofeng Zhang, Banghao Chen, Shengxin Zhu, Nicolas Langrené
2025 J jnl
A Tidy Framework and Infrastructure to Systematically Assemble Spatio-temporal Indexes from Multivariate Data.
J. Comput. Graph. Stat.
H. Sherry Zhang, Dianne Cook, Ursula Laa, Nicolas Langrené, Patricia Menéndez
2025 J jnl
Unleashing the potential of prompt engineering for large language models.
Patterns
Banghao Chen, Zhaofeng Zhang, Nicolas Langrené, Shengxin Zhu
2024 J jnl
From attention to profit: quantitative trading strategy based on transformer.
CoRR
Zhaofeng Zhang, Banghao Chen, Shengxin Zhu, Nicolas Langrené
2024 J jnl
New random projections for isotropic kernels using stable spectral distributions.
CoRR
Nicolas Langrené, Xavier Warin, Pierre Gruet
2024 J jnl
Studying the Performance of the Jellyfish Search Optimiser for the Application of Projection Pursuit.
CoRR
H. Sherry Zhang, Dianne Cook, Nicolas Langrené, Jessica Wai Yin Leung
2024 J jnl
cubble: An
J. Stat. Softw.
H. Sherry Zhang, Dianne Cook, Ursula Laa, Nicolas Langrené, Patricia Menéndez
2023 J jnl
Designing higher value roads to preserve species at risk by optimally controlling traffic flow.
Ann. Oper. Res.
Nicholas Davey, Nicolas Langrené, Wen Chen, Jonathan R. Rhodes, Simon Dunstall, Saman K. Halgamuge
2023 J jnl
Unleashing the potential of prompt engineering in Large Language Models: a comprehensive review.
CoRR
Banghao Chen, Zhaofeng Zhang, Nicolas Langrené, Shengxin Zhu
2021 J jnl
Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis.
SIAM J. Numer. Anal.
Côme Huré, Huyên Pham, Achref Bachouch, Nicolas Langrené
2021 J jnl
Fast multivariate empirical cumulative distribution function with connection to kernel density estimation.
Comput. Stat. Data Anal.
Nicolas Langrené, Xavier Warin
2021 J jnl
Versatile and Robust Transient Stability Assessment via Instance Transfer Learning.
CoRR
Seyedali Meghdadi, Guido Tack, Ariel Liebman, Nicolas Langrené, Christoph Bergmeir
2021 J jnl
Visual Diagnostics for Constrained Optimisation with Application to Guided Tours.
R J.
H. Sherry Zhang, Dianne Cook, Ursula Laa, Nicolas Langrené, Patricia Menéndez
2020 J jnl
Deep neural network for optimal retirement consumption in defined contribution pension system.
CoRR
Wen Chen, Nicolas Langrené
2020 J jnl
Fast multivariate empirical cumulative distribution function with connection to kernel density estimation.
CoRR
Nicolas Langrené, Xavier Warin
2014 J jnl
A Probabilistic Numerical Method for Optimal Multiple Switching Problems in High Dimension.
SIAM J. Financial Math.
René Aïd, Luciano Campi, Nicolas Langrené, Huyên Pham
2014 J jnl
A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization.
Monte Carlo Methods Appl.
Idris Kharroubi, Nicolas Langrené, Huyên Pham
2014 — —
Probabilistic numerical methods for high-dimensional stochastic control and valuation problems on electricity markets. (Méthodes numériques probabilistes en grande dimension pour le contrôle stochastique et problèmes de valorisation sur les marchés d'électricité).
Nicolas Langrené