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Pierre Gruet

An optimal trading problem in intraday electricity markets
2015 · René Aïd, Pierre Gruet, et al. · Mathematics and Financial Economics · 68
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A survey of electricity spot and futures price models for risk management applications
2021 · Thomas Deschatre, Olivier Féron, et al. · Energy Economics · 37
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A Multifactor Approach to Modelling the Impact of Wind Energy on Electricity Spot Prices
2018 · Paulina A. Rowińska, Almut E.D. Veraart, et al. · Energy Economics · 15
STochastic OPTimization library in C++
2018 · Gevret, Hugo, Langrené, Nicolas, et al. · HAL · 11
Electricity Intraday Price Modelling with Marked Hawkes Processes
2022 · Thomas Deschatre, Pierre Gruet · Applied Mathematical Finance · 8
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Learning in Stackelberg Games with Application to Strategic Bidding in the Electricity Market
2024 · Francesco Morri, Hélène Le Cadre, et al. · International Conference on the European Energy Market (EEM) · 4
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Some limit theorems for locally stationary Hawkes processes
2025 · Deschatre, Thomas, Gruet, Pierre, et al. · arXiv (Cornell University) · 3
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Estimation of the Number of Factors in a Multi-Factorial Heath-Jarrow-Morton Model in Power Markets
2024 · Olivier Féron, Pierre Gruet · Springer eBooks · 2
Efficient volatility estimation in a two‐factor model
2019 · Olivier Féron, Pierre Gruet, et al. · Scandinavian Journal of Statistics · 2
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A non-local estimator for locally stationary Hawkes processes
2025 · Deschatre, Thomas, Gruet, Pierre, et al. · arXiv (Cornell University) · 1
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Game Theory and Multi-Agent Reinforcement Learning for Zonal Ancillary Markets
2025 · Morri, Francesco, Cadre, Hélène Le, et al. · RePEc: Research Papers in Economics · 1
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Estimation of the number of factors in a multi-factorial Heath-Jarrow-Morton model in electricity markets
2020 · Feron, Olivier, Gruet, Pierre · HAL · 1
Lightning risk analysis : guidance for method selection
2008 · P. Duquerroy, Pierre Gruet · HAL · 1
Learning Strategic Behavior in Nonconvex Electricity Markets Beyond Generalized Nash Equilibria
2026 · Morri, Francesco, Le Cadre, Hélène, et al. · HAL
Learning to Bid in FCR Markets: A Best-of-Both-Worlds Approach
2026 · Potfer, Marius, Wan, Cheng, et al. · arXiv (Cornell University)
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Learning to Bid in FCR Markets: data and algorithms
2026 · Potfer, Marius, Wan, Cheng, et al. · Mendeley Data
Supplementary Material for: Game Theory and Multi-Agent Reinforcement Learning for Zonal Ancillary Markets
2025 · Morri, Francesco, Le Cadre, Hélène, et al. · HAL
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Fast Gaussian process inference by exact Matérn kernel decomposition
2025 · Langrené, Nicolas, Warin, Xavier, et al. · arXiv (Cornell University)
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Nonconvex Game and Multi Agent Reinforcement Learning for Zonal Ancillary Markets
2025 · Morri, Francesco, Le Cadre, Hélène, et al. · HAL
Multi-Agent Deep Reinforcement Learning for Zonal Ancillary Market Coupling
2025 · Morri, Francesco, Le Cadre, Hélène, et al. · HAL
A mixture representation of the spectral distribution of isotropic kernels with application to random Fourier features
2024 · Langrené, Nicolas, Warin, Xavier, et al. · HAL
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A spectral mixture representation of isotropic kernels with application to random Fourier features
2024 · Langrené, Nicolas, Warin, Xavier, et al. · HAL
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Multi-Agent Reinforcement Learning for Strategic Bidding in Two Stage Electricity Markets
2023 · Morri, Francesco, Le Cadre, Hélène, et al. · HAL
Quelques problèmes d'estimation et de contrôle optimal pour les processus stochastiques dans un cadre de modélisation des prix des marchés de l'électricité
2015 · Pierre Gruet · HAL
Storm detectors. Tests and application
2012 · Alain Rousseau, Pierre Gruet
Works count: 52
Citation count: 166
H-index: 6
I10-index: 4
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