Alain Galli
Artificial Intelligence · 2003–2013
A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Artificial Intelligence — 8 citations into it
- Management Science and Operations Research — 5 citations into it
- Ocean Engineering — 5 citations into it
Whom Alain Galli trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Alain Galli's perspective
Ordered by how strongly the researchers Alain Galli trusts endorse each paper. Same corpus, a different order for every researcher.
- Scenario Reduction Algorithms in Stochastic Programming (Computational optimization and applications)
- Scenario reduction and scenario tree construction for power management problems (2003 IEEE Bologna Power Tech Conference Proceedings,)
- Scenario reduction in stochastic programming: An approach using probability metrics
- New extension of the Kalman filter to nonlinear systems
- The Variance Gamma Process and Option Pricing
- Gaussian filters for nonlinear filtering problems (IEEE Transactions on Automatic Control)
- Sequential Monte Carlo Methods in Practice
- A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking (IEEE Transactions on Signal Processing)
- Option Valuation under Stochastic Volatility
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models
Their papers
- Scenario Reduction Applied to Geostatistical Simulations (2013) — 55 citations
- Filtering in Finance (2003) — 61 citations