Noureddine Lehdili

According to our database, Noureddine Lehdili authored at least 4 papers between 2018 and 2026.

Collaborative distances:

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

2026

STN-GPR: A Singularity Tensor Network Framework for Efficient Option Pricing.

Dominic Gribben, Carolina Allende, Alba Villarino, Aser Cortines, Mazen Ali, Román Orús, Pascal Oswald, Noureddine Lehdili

CoRR, March, 2026

2025

Extending Linear Conditioning to Convex-Concave Optimization: Finite Convergence of the Proximal Point Algorithm.

Noureddine Lehdili, Abdellatif Moudafi

J. Optim. Theory Appl., August, 2025

2022

Anomaly Detection in Financial Time Series by Principal Component Analysis and Neural Networks.

Stéphane Crépey, Noureddine Lehdili, Nisrine Madhar, Maud Thomas

Algorithms, 2022

2018

Efficient computation of Value-at-Risk and Expected Shortfall in large and heterogeneous credit portfolios: application to Default Risk Charge.

Noureddine Lehdili, Arshia Givi

Risk Decis. Anal., 2018