42 citations · 108 across the 17 of their papers we have counts for
24 papers
Controlling Exploration-Exploitation in GFlowNets via Markov Chain Perspectives
Lin Chen, Samuel Drapeau, Fanghao Shao +5
Generative Flow Network (GFlowNet) objectives implicitly fix an equal mixing of forward and backward policies, potentially constraining the exploration-exploitation trade-off durin…
Extremal of Log-Sobolev Functionals and Li-Yau Estimate on Spaces
Samuel Drapeau, Liming Yin
In this work, we study the extremal functions of the log-Sobolev functional on compact metric measure spaces satisfying the condition for in …
Derivatives Risks as Costs in a One-Period Network Model
Dorinel Bastide, Stéphane Crépey, Samuel Drapeau +1
We present a one-period XVA model encompassing bilateral and centrally cleared trading in a unified framework with explicit formulas for most quantities at hand. We illustrate poss…
-Moment Estimates for the Singular -Laplace Equation and Applications
Samuel Drapeau, Liming Yin
We provide -moment estimates on annuli for weak solutions of the singular -Laplace equation where and are conjugates. We derive -uniform integrability for some cri…
On Detecting Spoofing Strategies in High Frequency Trading
Xuan Tao, Andrew Day, Lan Ling +1
Spoofing is an illegal act of artificially modifying the supply to drive temporarily prices in a given direction for profit. In practice, detection of such an act is challenging du…
Sensitivity analysis of Wasserstein distributionally robust optimization problems
Daniel Bartl, Samuel Drapeau, Jan Obloj +1
We consider sensitivity of a generic stochastic optimization problem to model uncertainty. We take a non-parametric approach and capture model uncertainty using Wasserstein balls a…