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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 — 3 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 stat.MLShow all

1 paper · 1 filter

stat.ML2019

Risk-Averse Action Selection Using Extreme Value Theory Estimates of the CVaR

Dylan Troop, Frédéric Godin, Jia Yuan Yu

In a wide variety of sequential decision making problems, it can be important to estimate the impact of rare events in order to minimize risk exposure. A popular risk measure is th…

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