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Gérard Biau
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Gérard Biau18 visible / 18 total nodes / 35 links

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Related contextCo-authorshipCo-authorshipCo-authorshipCo-authorshipCo-authorshipCo-authorshipAuthorshipAuthorshipAuthorshipAuthorshipAuthorshipAuthorshipAuthorshipAuthorshipAuthorshipAuthorshipAuthorshipWorks onWorks onAuthorshipWorks onWorks onWorks onWorks onWorks onWorks onAuthorshipAuthorshipAuthorshipTopic signalTopic signalTopic signalTopic signalTopic signalGérard BiauAGérard BiauResearcherA Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility FormulaWA Geometry-Aware Residu...preprint / 2026Adil ReghaiAAdil ReghaiResearcherLama TarsissiALama TarsissiResearcherAlex LiptonAAlex LiptonResearcherPCA-Kernel EstimationWPCA-Kernel Estimationpreprint / 2010Statistical analysis of $k$-nearest neighbor collaborative recommendationWStatistical analysis of...preprint / 2010Sequential Quantile Prediction of Time SeriesWSequential Quantile Pre...preprint / 2010An Affine Invariant $k$-Nearest Neighbor Regression EstimateWAn Affine Invariant $k$...preprint / 2012Analysis of a Random Forests ModelWAnalysis of a Random Fo...preprint / 2012High-dimensional $p$-normsWHigh-dimensional $p$-normspreprint / 2013Cellular Tree ClassifiersWCellular Tree Classifierspreprint / 2013New Insights Into Approximate Bayesian ComputationWNew Insights Into Appro...preprint / 2013Online Asynchronous Distributed RegressionWOnline Asynchronous Dis...preprint / 2014Cox process functional learningWCox process functional ...preprint / 2014The Statistical Performance of Collaborative InferenceWThe Statistical Perform...preprint / 2015q-fin.CPTq-fin.CP403 worksMachine LearningTMachine Learning49008 works
Person17 links

Gérard Biau

Researcher

PaperA Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility FormulaAuthorship / preprint / 2026PersonAdil ReghaiCo-authorship / ResearcherPersonLama TarsissiCo-authorship / ResearcherPersonAlex LiptonCo-authorship / ResearcherPaperPCA-Kernel EstimationAuthorship / preprint / 2010PaperStatistical analysis of kk-nearest neighbor collaborative recommendationAuthorship / preprint / 2010PaperSequential Quantile Prediction of Time SeriesAuthorship / preprint / 2010PaperAn Affine Invariant kk-Nearest Neighbor Regression EstimateAuthorship / preprint / 2012

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