Raphael Douady

Identifiers

• name variant Raphael Douady 0.60 · backfill

Papers (7)

1. Hamiltonian Flow Simulation of Rare Events stat.CO · 2017 · author #1
2. Optimal Transport Filtering with Particle Reweighing in Finance math.NA · 2017 · author #1
3. An Empirical Approach to Financial Crisis Indicators Based on Random Matrices q-fin.MF · 2015 · author #2
4. The Precautionary Principle (with Application to the Genetic Modification of Organisms) q-fin.GN · 2014 · author #3
5. On the Super-Additivity and Estimation Biases of Quantile Contributions stat.AP · 2014 · author #2
6. Mathematical Definition, Mapping, and Detection of (Anti)Fragility q-fin.RM · 2012 · author #2
7. The StressVaR: A New Risk Concept for Superior Fund Allocation q-fin.RM · 2009 · author #2

Mentions

• 1704.07698 #1 · arxiv_oai · confidence 0.70 Raphael Douady
• 1506.00806 #2 · backfill · confidence 0.70 Raphael Douady
• 1410.5787 #3 · backfill · confidence 0.70 Raphael Douady
• 1405.1791 #2 · backfill · confidence 0.70 Raphael Douady
• 1208.1189 #2 · backfill · confidence 0.70 Raphael Douady
• 0911.4030 #2 · backfill · confidence 0.70 Raphael Douady

Frequent Coauthors

• Shohruh Miryusupov 2 shared papers
• Antoine Kornprobst 1 shared papers
• Cyril Coste 1 shared papers
• Ilija I. Zovko 1 shared papers
• Joseph Norman 1 shared papers
• Nassim Nicholas Taleb 1 shared papers
• Nassim N Taleb 1 shared papers
• Nassim N. Taleb 1 shared papers
• Rupert Read 1 shared papers
• Yaneer Bar-Yam 1 shared papers