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Nicolas Langrené

机构:Beijing Normal-Hong Kong Baptist University, Hong Kong Baptist University · ORCID:0000-0001-7601-4618

发表论文 80 篇 · 总被引 1147 次 · h-index 14

代表论文

  • Unleashing the potential of prompt engineering for large language models (2025 · Patterns · 被引 335)
  • Quantformer: From attention to profit with a quantitative transformer trading strategy (2026 · Expert Systems with Applications · 被引 3)
  • Simultaneous upper and lower bounds of American-style option prices with hedging via neural networks (2025 · Quantitative Finance · 被引 1)
  • A Tidy Framework and Infrastructure to Systematically Assemble Spatio-temporal Indexes from Multivariate Data (2024 · Journal of Computational and Graphical Statistics · 被引 1)
  • Signed random Fourier features for fast density estimation with indefinite kernels (2026 · arXiv (Cornell University))
  • Deep Least Squares Monte Carlo methods for the valuation of variable annuities with guarantees (2026 · arXiv (Cornell University))