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researcher

Frédéric Godin

6 papers hereh-index 9308 citations37 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author2
  • last author4

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • q-fin.CP3
  • cs.LG1
  • stat.ME1
  • stat.ML1
same name
  • Frédéric Godin — 5 papers, h 4
  • Frédéric Godin — 2 papers

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20192021
most citedBias-Corrected Peaks-Over-Threshold Estimation of the CVaR

3 citations · 6 across the 4 of their papers we have counts for

collaborators
Showing cs.LGShow all

1 paper · 1 filter

cs.LG2021

Risk averse non-stationary multi-armed bandits

Leo Benac, Frédéric Godin

This paper tackles the risk averse multi-armed bandits problem when incurred losses are non-stationary. The conditional value-at-risk (CVaR) is used as the objective function. Two…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.