Romain Deguest

Orcid: 0000-0003-3116-7471

According to our database1, Romain Deguest authored at least 4 papers between 2008 and 2018.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

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In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2018
A Reinterpretation of the Optimal Demand for Risky Assets in Fund Separation Theorems.
Manag. Sci., 2018

2010
Default Intensities Implied by CDO Spreads: Inversion Formula and Model Calibration.
SIAM J. Financial Math., 2010

2009
Sensitivity analysis in HMMs with application to likelihood maximization.
Proceedings of the Advances in Neural Information Processing Systems 22: 23rd Annual Conference on Neural Information Processing Systems 2009. Proceedings of a meeting held 7-10 December 2009, 2009

2008
Particle Filter-based Policy Gradient in POMDPs.
Proceedings of the Advances in Neural Information Processing Systems 21, 2008


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