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Jean-Marc Mercier

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2020 – today

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2024
[i5]
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  - journals/corr/abs-2402-07084
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Philippe G. LeFloch, Jean-Marc Mercier, Shohruh Miryusupov:
CodPy: a Python library for numerics, machine learning, and statistics. CoRR abs/2402.07084 (2024)
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Philippe G. LeFloch, Jean-Marc Mercier, Shohruh Miryusupov:
Extrapolation and generative algorithms for three applications in finance. CoRR abs/2404.13355 (2024)
2023
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Philippe G. LeFloch, Jean-Marc Mercier:
A Class of Mesh-Free Algorithms for Some Problems Arising in Finance and Machine Learning. J. Sci. Comput. 95(3): 75 (2023)
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Philippe G. LeFloch, Jean-Marc Mercier:
A class of mesh-free algorithms for some problems arising in finance and machine learning. CoRR abs/2304.10521 (2023)

2010 – 2019

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2019
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  - journals/corr/abs-1911-00795
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Philippe G. LeFloch, Jean-Marc Mercier:
Mesh-free error integration in arbitrary dimensions: a numerical study of discrepancy functions. CoRR abs/1911.00795 (2019)
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Philippe G. LeFloch, Jean-Marc Mercier:
The Transport-based Mesh-free Method (TMM) and its applications in finance: a review. CoRR abs/1911.00992 (2019)
2015
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Philippe G. LeFloch, Jean-Marc Mercier:
Revisiting the method of characteristics via a convex hull algorithm. J. Comput. Phys. 298: 95-112 (2015)

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