activity
20172026
most citedA Mean Field Game of Portfolio Trading and Its Consequences On Perceived Correlations

20 citations · 27 across the 6 of their papers we have counts for

collaborators

9 papers

cs.AI2026

Context Kubernetes: Declarative Orchestration of Enterprise Knowledge for Agentic AI Systems

Charafeddine Mouzouni

We introduce Context Kubernetes, an architecture for orchestrating enterprise knowledge in agentic AI systems, with a prototype implementation and eight experiments. The core obser…

cs.CR2026

Mapping the Exploitation Surface: A 10,000-Trial Taxonomy of What Makes LLM Agents Exploit Vulnerabilities

Charafeddine Mouzouni

LLM agents with tool access can discover and exploit security vulnerabilities. This is known. What is not known is which features of a system prompt trigger this behaviour, and whi…

cs.LG2026

Three Phases of Expert Routing: How Load Balance Evolves During Mixture-of-Experts Training

Charafeddine Mouzouni

We model Mixture-of-Experts (MoE) token routing as a congestion game with a single effective parameter, the congestion coefficient gamma_eff, that quantifies the balance-quality tr…

cs.LG2026

Black-Box Reliability Certification for AI Agents via Self-Consistency Sampling and Conformal Calibration

Charafeddine Mouzouni

Given a black-box AI system and a task, at what confidence level can a practitioner trust the system's output? We answer with a reliability level -- a single number per system-task…

q-fin.TR2019★ 20 cited

A Mean Field Game of Portfolio Trading and Its Consequences On Perceived Correlations

Charles-Albert Lehalle, Charafeddine Mouzouni

This paper goes beyond the optimal trading Mean Field Game model introduced by Pierre Cardaliaguet and Charles-Albert Lehalle in [Cardaliaguet, P. and Lehalle, C.-A., Mean field ga…

math.OC2018

On mean field games models for exhaustible commodities trade

P. Jameson Graber, Charafeddine Mouzouni

We investigate a mean field game model for the production of exhaustible resources. In this model, firms produce comparable goods, strategically set their production rate in order…

math.OC2017

On quasi-stationary Mean Field Games models

Charafeddine Mouzouni

We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming the…

math.AP2017

Variational mean field games for market competition

P. Jameson Graber, Charafeddine Mouzouni

In this paper, we explore Bertrand and Cournot Mean Field Games models for market competition with reflection boundary conditions. We prove existence, uniqueness and regularity of…

math.AP2017★ 7 cited

A short proof of the large time energy growth for the Boussinesq system

Lorenzo Brandolese, Charafeddine Mouzouni

We give a direct proof of the fact that the $L^{p)$-norms of global solutions of the Boussinesq system in grow large as for and dec…