Joseph Mikael

Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks

Maximilien Germain, Joseph Mikael, Xavier Warin · Methodology And Computing In Applied Probability · 2022 · 35 citations · Full text

Numerical Analysis, Super-resolution Imaging, Numerical Resolution +7

On the challenges of using D-Wave computers to sample Boltzmann Random Variables

Thomas Pochart, Paulin Jacquot, Joseph Mikael · 2022 · 11 citations

Deep Generators on Commodity Markets Application to Deep Hedging

Nicolas Boursin, Carl Remlinger, Joseph Mikael · Risks · 2022 · 11 citations · Full text

Deep learning for discrete-time hedging in incomplete markets

Simon F'ecamp, Joseph Mikael, Xavier Warin · The Journal of Computational Finance · 2021 · 10 citations

Mathematical Programming, Engineering, Machine Learning +17

Conditional Loss and Deep Euler Scheme for Time Series Generation

Carl Remlinger, Joseph Mikael, Romuald Élie · Proceedings of the AAAI Conference on Artificial Intelligence · 2022 · 10 citations · Full text