Viens, Frederi

1. A Martingale Approach for Fractional Brownian Motions and Related Path Dependent PDEs
   2017/12/11 by Frédéri Viens, Jianfeng Zhang, Viens, Frederi +1 · 6 citations
   Economics, Econometrics and Finance · #Economic theories and models #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications
2. Market Making under a Weakly Consistent Limit Order Book Model
   2019/03/18 by Baron Law, Law, Baron, Frédéri Viens +1 · 4 citations
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Economics and business #Stochastic processes and financial applications #Trading and Market Microstructure (q-fin.TR)
3. Bayes goes fast: Uncertainty Quantification for a Covariant Energy Density Functional emulated by the Reduced Basis Method
   2022/09/26 by Pablo Giuliani, Giuliani, Pablo, Kyle Godbey +6 · 5 citations
   Engineering · Materials Science · Physics and Astronomy · #Computational Physics (physics.comp-ph) #FOS: Physical sciences #Machine Learning in Materials Science #Nuclear Physics and Applications #Nuclear Theory (nucl-th) #Nuclear reactor physics and engineering
4. Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes
   2008/07/08 by Alexandra Chronopoulou, Frédéri Viens, Frederi Viens +6 · 2 citations
   Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Random Matrices and Applications #Statistics Theory (math.ST) #Stochastic processes and financial applications #math.PR #math.ST #stat.TH
5. A third-moment theorem and precise asymptotics for variations of\n stationary Gaussian sequences
   2016/03/01 by Léo Neufcourt, Frédéri Viens, Neufcourt, Leo +1 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Stochastic processes and statistical mechanics