Stéphane Crépey

1. Reflected and doubly reflected BSDEs with jumps: A priori estimates and comparison
   2008/10/01 by Stéphane Crépey, Anis Matoussi · 2 citations
2. Anomaly Detection on Financial Time Series by Principal Component Analysis and Neural Networks
   2022/09/22 by Stéphane Crépey, Crépey, Stéphane, Lehdili Noureddine +5 · 2 citations
   Computer Science · Economics, Econometrics and Finance · Decision Sciences · #Anomaly Detection Techniques and Applications #Complex Systems and Time Series Analysis #Stock Market Forecasting Methods
3. Adaptive Multilevel Stochastic Approximation of the Value-at-Risk
   2024/08/12 by Stéphane Crépey, Crépey, Stéphane, Noufel Frikha +5 · 2 citations
   Decision Sciences · #62G32 #62L20 #65C05 #91Gxx #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Probability (math.PR) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization