Guillaume Coqueret

According to our database, Guillaume Coqueret authored at least 6 papers between 2016 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

Overparametrized models with posterior drift.

Guillaume Coqueret, Martial Laguerre

CoRR, June, 2025

2024

Dynamic decision making with predictive panels.

Guillaume Coqueret, Bertrand Tavin

J. Oper. Res. Soc., June, 2024

Unexpected opportunities in misspecified predictive regressions.

Guillaume Coqueret, Romain Deguest

Eur. J. Oper. Res., 2024

2020

Training trees on tails with applications to portfolio choice.

Guillaume Coqueret, Tony Guida

Ann. Oper. Res., 2020

2017

Approximate NORTA simulations for virtual sample generation.

Guillaume Coqueret

Expert Syst. Appl., 2017

2016

An investigation of model risk in a market with jumps and stochastic volatility.

Guillaume Coqueret, Bertrand Tavin

Eur. J. Oper. Res., 2016