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Designing higher value roads to preserve species at risk by optimally controlling traffic flow Journal article
Annals of Operations Research,2023, volume: 320, issue: 2, pages: 663-693
Authors:  Davey, Nicholas;  Langrené, Nicolas;  Chen, Wen;  Rhodes, Jonathan R.;  Dunstall, Simon
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Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications Journal article
Methodology and Computing in Applied Probability,2022, volume: 24, issue: 1, pages: 143-178
Authors:  Bachouch, Achref;  Huré, Côme;  Langrené, Nicolas
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Robust utility maximization under model uncertainty via a penalization approach Journal article
Mathematics and Financial Economics,2022, volume: 16, issue: 1, pages: 51-88
Authors:  Guo, Ivan;  Langrené, Nicolas;  Loeper, Grégoire;  Ning, Wei
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Portfolio optimization with a prescribed terminal wealth distribution Journal article
Quantitative Finance,2022, volume: 22, issue: 2, pages: 333-347
Authors:  
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Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility Journal article
Stochastics,2022, volume: 94, issue: 5, pages: 745-788
Authors:  Das, Kaustav;  Langrené, Nicolas
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Using a stochastic economic scenario generator to analyse uncertain superannuation and retirement outcomes Journal article
Annals of Actuarial Science,2021, volume: 15, issue: 3, pages: 549-566
Authors:  Chen, Wen;  Koo, Bonsoo;  Wang, Yunxiao;  O'Hare, Colin;  Langrené, Nicolas
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Using a stochastic economic scenario generator to analyse uncertain superannuation and retirement outcomes Conference paper
Annals of Actuarial Science
Authors:  Chen，Wen;  Koo，Bonsoo;  Wang，Yunxiao;  O'Hare，Colin;  Langrené，Nicolas
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Fast multivariate empirical cumulative distribution function with connection to kernel density estimation Journal article
Computational Statistics and Data Analysis,2021, volume: 162
Authors:  Langrené, Nicolas;  Warin, Xavier
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Markovian approximation of the rough bergomi model for Monte Carlo option pricing Journal article
Mathematics,2021, volume: 9, issue: 5, pages: 1-21
Authors:  Zhu, Qinwen;  Loeper, Grégoire;  Chen, Wen;  Langrené, Nicolas
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Versatile and Robust Transient Stability Assessment via Instance Transfer Learning Conference paper
IEEE Power and Energy Society General Meeting, Washington, DC, JUL 26-29, 2021
Authors:  Meghdadi, Seyedali;  Tack, Guido;  Liebman, Ariel;  Langrene, Nicolas;  Bergmeir, Christoph
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