Group by: Item Type | Date | No Grouping
Number of items: 5.

Costa, ManonIdRef, Gadat, SébastienIdRef and Huang, LorickIdRef (2025) CV@R penalized portfolio optimization with biased stochastic mirror descent. Finance and Stochastics, Vol. 29. pp. 609-664.

Gadat, SébastienIdRef and Costa, ManonIdRef (2021) Non-Asymptotic Study of a Recursive Superquantile Estimation Algorithm. Electronic Journal of Statistics, vol.15 (n°2). pp. 4718-4769.

Gadat, SébastienIdRef and Costa, ManonIdRef (2020) Non asymptotic controls on a stochastic algorithm for superquantile approximation. TSE Working Paper, n. 20-1149, Toulouse

Bercu, Bernard, Costa, Manon and Gadat, SébastienIdRef (2020) Stochastic approximation algorithms for superquantiles estimation. TSE Working Paper, n. 20-1142, Toulouse

Costa, ManonIdRef, Gadat, SébastienIdRef, Gonnord, PaulineIdRef and Risser, LaurentIdRef (2019) Cytometry inference through adaptive atomic deconvolution. Journal of Nonparametric Statistics, vol. 31 (n° 2). pp. 506-547.

This list was generated on Wed Jan 14 03:04:57 2026 CET.