Samuel Drapeau - Concepedia

Author

Samuel Drapeau

Also Known As

DRAPEAU, Samuel, Drapeau, Samuel, S. Drapeau, Samuel Drapeau, Samuel Drapeaua Asgar Jamneshanb, Samuel, Drapeau, Stéphane Crépey

Publications

436

Citations

H-Index

Concepts

All Affiliations

Humboldt-Universität zu Berlin Shanghai Jiao Tong University

About

Samuel Drapeau is an author at Humboldt-Universität zu Berlin specializing in engineering, statistics, and finance.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	5	5	72
2	Business	3	3	167
3	Management	1	1	127
4	Computer Engineering	1	1	14
5	Computer Science	1	1	10

Samuel Drapeau

Publications

311

Citations

H-Index

Page 1

	Year	Citations
Risk Preferences and Their Robust Representation Samuel Drapeau, Michael Kupper Mathematics of Operations Research Their Robust RepresentationFinancial Risk ManagementRisk MetricRevealed PreferenceRisk Analysis	2012	127
Risk Preferences and their Robust Representation Michael Kupper, Samuel Drapeau SSRN Electronic Journal	2010	51
The algebra of conditional sets and the concepts of conditional topology and compactness Samuel Drapeau, Asgar Jamneshan, Martin Karliczek, Journal of Mathematical Analysis and Applications Algebraic LogicConditional SetsSet-theoretic TopologyTopological AlgebraConditional Topology	2015	40
Dynamic assessment indices Tomasz R. Bielecki, Igor Cialenco, Samuel Drapeau, Stochastics EngineeringRisk MetricDynamic Assessment IndicesFinancial MathematicsMonetary Policy	2015	26
Sensitivity analysis of Wasserstein distributionally robust optimization problems Daniel Bartl, Samuel Drapeau, Jan Obłój, Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences	2021	21
On detecting spoofing strategies in high-frequency trading Tao Xuan, Andrew Day, Ling Lan, Quantitative Finance Hardware SecurityEngineeringHigh-frequency TradingTradeAlgorithmic Trading	2022	14
Relative bound and asymptotic comparison of expectile with respect to expected shortfall Mekonnen Tadese, Samuel Drapeau Insurance Mathematics and Economics Asymptotic ComparisonExpectation FormationEngineeringStatistical InferenceProbability Theory	2020	12
A Fourier Approach to the Computation of CV@R and Optimized Certainty Equivalents Samuel Drapeau, Michael Kupper, Antonis Papapantoleon arXiv (Cornell University) EngineeringStatistical FoundationRare Event EstimationRisk MetricFourier Approach	2012	10
A von Neumann–Morgenstern representation result without weak continuity assumption Freddy Delbaen, Samuel Drapeau, Michael Kupper Journal of Mathematical Economics Spectral TheoryWeak Continuity AssumptionEngineeringRepresentation TheoryGeneralized Function	2011	10

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