Liquidity management with decreasing returns to scale and secured credit line. - Erwan Pierre; Stéphane Villeneuve; Xavier Warin (Finance Stochastics, 2016)

Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities. - Erwan Pierre; Stéphane Villeneuve; Xavier Warin (SIAM J. Financial Math., 2017)

Electricity Price Forecasting based on Order Books: a differentiable optimization approach. - Léonard Tschora; Tias Guns; Erwan Pierre; Marc Plantevit; Céline Robardet (DSAA, 2023)

Forecasting Electricity Prices: An Optimize Then Predict-Based Approach. - Léonard Tschora; Erwan Pierre; Marc Plantevit; Céline Robardet (IDA, 2023)