Gilles Molinie
Finance · 2012–2018
A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 9 citations into it
- Statistics and Probability — 6 citations into it
Whom Gilles Molinie trusts
Their strongest outbound trust, strongest first, inferred from their citations.
- Stuart Coles (in Finance)
- Eric P. Smith (in Management Science and Operations Research)
Papers from Gilles Molinie's perspective
Ordered by how strongly the researchers Gilles Molinie trusts endorse each paper. Same corpus, a different order for every researcher.
- An Introduction to Statistical Modeling of Extreme Values
- An Introduction to Statistical Modeling of Extreme Values (Technometrics)
- Learning internal representations by error propagation
- A moving window approach for nonparametric estimation of the conditional tail index
- Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
- Regional Frequency Analysis
- Multilayer feedforward networks are universal approximators
- Evaluating Mesoscale NWP Models Using Kinetic Energy Spectra
- A new terrain-following vertical coordinate formulation for atmospheric prediction models
- A time-split nonhydrostatic atmospheric model for weather research and forecasting applications (Journal of Computational Physics)
Their papers
- Overview of the Meso-NH model version 5.4 and its applications (2018) — 331 citations
- A regional GEV scale-invariant framework for Intensity-Duration-Frequency analysis (2016) — 80 citations
- Evaluation of classical spatial-analysis schemes of extreme rainfall (2012) — 48 citations