A generative model for fBm with deep ReLU neural networks. - Michaël Allouche; Stéphane Girard; Emmanuel Gobet (J. Complex., 2022)

EV-GAN: Simulation of extreme events with ReLU neural networks. - Michaël Allouche; Stéphane Girard; Emmanuel Gobet (J. Mach. Learn. Res., 2022)

Estimation of extreme quantiles from heavy-tailed distributions with neural networks. - Michaël Allouche; Stéphane Girard; Emmanuel Gobet (Stat. Comput., 2024)

Structured dictionary learning of rating migration matrices for credit risk modeling. - Michaël Allouche; Emmanuel Gobet; Clara Lage; Edwin Mangin (Comput. Stat., 2024)

Learning extreme expected shortfall and conditional tail moments with neural networks. Application to cryptocurrency data. - Michaël Allouche; Stéphane Girard; Emmanuel Gobet (Neural Networks, 2025)