Huyên Pham is affiliated with École Polytechnique in France and conducts research primarily in the fields of Economics, Econometrics and Finance, as well as Engineering. Their scholarly work spans multiple subfields, including Finance, Electrical and Electronic Engineering, Economics and Econometrics, Statistical and Nonlinear Physics, and Management Science and Operations Research.
The main topics covered in their research include stochastic processes and financial applications, energy load and power forecasting, model reduction and neural networks, economic theories and models, risk and portfolio optimization, Markov chains and Monte Carlo methods, and financial risk and volatility modeling.
Pham's recent published papers illustrate their focus on applied mathematics and stochastic control, with works appearing in recognized journals such as The Annals of Applied Probability, SIAM Journal on Numerical Analysis, and SIAM Journal on Scientific Computing. Notable papers include:
Their frequent collaborators include Xavier Warin, Maximilien Germain, Eduardo Abi Jaber, Enzo Miller, and Médéric Motte. These collaborations have contributed to the interdisciplinary and complex nature of Pham's research.
The scientist's work is disseminated through various academic venues, with the largest number of publications appearing on arXiv (Cornell University). Other regular publication venues are The Annals of Applied Probability, HAL (Le Centre pour la Communication Scientifique Directe), Stochastic Processes and their Applications, and SSRN Electronic Journal.
Fabien Guilbaud;Huyen Pham
Côme Huré;Huyên Pham;Xavier Warin
Huyên Pham;Xiaoli Wei
Huyên Pham;Nizar Touzi
Idris Kharroubi;Nicolas Langrené;Huyên Pham
Gilles Pagès;Huyên Pham
Danielle Florens-Landais;Huyên Pham
Achref Bachouch;Côme Huré;Nicolas Langrené;Huyen Pham;Huyen Pham
Idris Kharroubi;Huyên Pham
Huyên Pham;Huyên Pham
Côme Huré;Huyên Pham;Achref Bachouch;Nicolas Langrené
Erhan Bayraktar;Andrea Cosso;Huyên Pham
Côme Huré;Huyên Pham;Xavier Warin
Idris Kharroubi;Huyên Pham
René Aïd;Pierre Gruet;Huyên Pham
Huyên Pham;Xavier Warin;Maximilien Germain
Amine Ismail;Huyên Pham;Huyên Pham
Emmanuel Gobet;Gilles Pagès;Huyên Pham;Jacques Printems
Huyên Pham
Huyen Pham;Andrea Cosso
Unknown
Fabien Guilbaud;Huyên Pham
Huyên Pham;Huyên Pham
Huy ^en Pham
Médéric Motte;Huyên Pham
Idris Kharroubi;Nicolas Langrené;Huyên Pham
Huyên Pham
Huyên Pham;Peter Tankov
Idris Kharroubi;Jin Ma;Huyên Pham;Jianfeng Zhang
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