Romuald Élie

1.5k total citations
38 papers, 517 citations indexed

About

Romuald Élie is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Romuald Élie has authored 38 papers receiving a total of 517 indexed citations (citations by other indexed papers that have themselves been cited), including 23 papers in Finance, 16 papers in Management Science and Operations Research and 11 papers in Economics and Econometrics. Recurrent topics in Romuald Élie's work include Stochastic processes and financial applications (22 papers), Economic theories and models (9 papers) and Insurance, Mortality, Demography, Risk Management (7 papers). Romuald Élie is often cited by papers focused on Stochastic processes and financial applications (22 papers), Economic theories and models (9 papers) and Insurance, Mortality, Demography, Risk Management (7 papers). Romuald Élie collaborates with scholars based in France, United Kingdom and Switzerland. Romuald Élie's co-authors include Bruno Bouchard, Nizar Touzi, Idris Kharroubi, Philippe Briand, Gabriel Turinici, Cyril Imbert, Dylan Possamaï, Ying Hu, Jean‐David Fermanian and Ludovic Moreau and has published in prestigious journals such as Nature Communications, Scientific Reports and SIAM Journal on Control and Optimization.

In The Last Decade

Romuald Élie

38 papers receiving 478 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Romuald Élie France 13 381 170 141 117 63 38 517
Christian Bender Germany 13 528 1.4× 209 1.2× 95 0.7× 81 0.7× 39 0.6× 43 630
Huyên Pham France 14 622 1.6× 323 1.9× 186 1.3× 89 0.8× 38 0.6× 23 713
Idris Kharroubi France 13 283 0.7× 85 0.5× 89 0.6× 82 0.7× 39 0.6× 28 353
Dylan Possamaï France 15 486 1.3× 264 1.6× 208 1.5× 89 0.8× 75 1.2× 52 616
Jin Ma United States 15 669 1.8× 161 0.9× 161 1.1× 194 1.7× 91 1.4× 33 726
Fabio Antonelli Italy 12 411 1.1× 90 0.5× 68 0.5× 121 1.0× 54 0.9× 23 481
Łukasz Delong Poland 13 390 1.0× 214 1.3× 172 1.2× 317 2.7× 29 0.5× 47 590
Qingshuo Song United States 14 244 0.6× 79 0.5× 86 0.6× 56 0.5× 86 1.4× 48 420
Thilo Meyer‐Brandis Norway 14 649 1.7× 316 1.9× 159 1.1× 125 1.1× 33 0.5× 47 841
Éric Fournié Germany 9 517 1.4× 150 0.9× 73 0.5× 119 1.0× 29 0.5× 22 703

Countries citing papers authored by Romuald Élie

Since Specialization
Citations

This map shows the geographic impact of Romuald Élie's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Romuald Élie with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Romuald Élie more than expected).

Fields of papers citing papers by Romuald Élie

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Romuald Élie. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Romuald Élie. The network helps show where Romuald Élie may publish in the future.

Co-authorship network of co-authors of Romuald Élie

This figure shows the co-authorship network connecting the top 25 collaborators of Romuald Élie. A scholar is included among the top collaborators of Romuald Élie based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Romuald Élie. Romuald Élie is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Koster, Raphaël, Andrea Tacchetti, Jan Balaguer, et al.. (2025). Deep reinforcement learning can promote sustainable human behaviour in a common-pool resource problem. Nature Communications. 16(1). 2824–2824. 2 indexed citations
2.
Élie, Romuald, et al.. (2022). Conditional Loss and Deep Euler Scheme for Time Series Generation. Proceedings of the AAAI Conference on Artificial Intelligence. 36(7). 8098–8105. 8 indexed citations
3.
Piliouras, Georgios, Mark Rowland, Shayegan Omidshafiei, et al.. (2022). Evolutionary Dynamics and Phi-Regret Minimization in Games. Journal of Artificial Intelligence Research. 74. 1125–1158. 1 indexed citations
4.
Omidshafiei, Shayegan, Daniel Hennes, Marta Garnelo, et al.. (2022). Multiagent off-screen behavior prediction in football. Scientific Reports. 12(1). 8638–8638. 10 indexed citations
5.
Élie, Romuald, et al.. (2021). An Euler-based GAN for time series. 1 indexed citations
6.
Élie, Romuald, et al.. (2020). Contact rate epidemic control of COVID-19: an equilibrium view. Springer Link (Chiba Institute of Technology). 44 indexed citations
7.
Élie, Romuald, Julien Pérolat, Mathieu Laurière, Matthieu Geist, & Olivier Pietquin. (2019). Approximate Fictitious Play for Mean Field Games. arXiv (Cornell University). 5 indexed citations
8.
Élie, Romuald & Dylan Possamaï. (2019). Contracting Theory with Competitive Interacting Agents. SIAM Journal on Control and Optimization. 57(2). 1157–1188. 21 indexed citations
9.
Élie, Romuald, Ludovic Moreau, & Dylan Possamaï. (2018). On a Class of Path-Dependent Singular Stochastic Control Problems. SIAM Journal on Control and Optimization. 56(5). 3260–3295. 2 indexed citations
10.
Bouchard, Bruno, Romuald Élie, & Ludovic Moreau. (2018). Regularity of BSDEs with a convex constraint on the gains-process. Bernoulli. 24(3). 5 indexed citations
11.
Chassagneux, Jean-François, Romuald Élie, & Idris Kharroubi. (2015). When terminal facelift enforces delta constraints. Finance and Stochastics. 19(2). 329–362. 2 indexed citations
12.
Briand, Philippe & Romuald Élie. (2013). A simple constructive approach to quadratic BSDEs with or without delay. Stochastic Processes and their Applications. 123(8). 2921–2939. 39 indexed citations
13.
Élie, Romuald & Idris Kharroubi. (2013). BSDE representations for optimal switching problems with controlled volatility. Stochastics and Dynamics. 14(3). 1450003–1450003. 6 indexed citations
14.
Élie, Romuald, et al.. (2012). Discrete-time approximation of multidimensional BSDEs with oblique reflections. The Annals of Applied Probability. 22(3). 12 indexed citations
15.
Élie, Romuald, et al.. (2011). A note on existence and uniqueness for solutions of multidimensional reflected BSDEs. Electronic Communications in Probability. 16(none). 21 indexed citations
16.
Bouchard, Bruno, Romuald Élie, & Ludovic Moreau. (2011). A note on utility based pricing and asymptotic risk diversification. Mathematics and Financial Economics. 6(1). 59–74. 2 indexed citations
17.
Touzi, Nizar, Jean‐David Fermanian, & Romuald Élie. (2009). Kernel estimation of Greek weights by parameter randomization. HAL (Le Centre pour la Communication Scientifique Directe). 6 indexed citations
18.
Élie, Romuald. (2009). Double Kernel Estimation of Sensitivities. Journal of Applied Probability. 46(3). 791–811. 1 indexed citations
19.
Élie, Romuald & Nizar Touzi. (2008). Optimal lifetime consumption and investment under a drawdown constraint. Finance and Stochastics. 12(3). 299–330. 60 indexed citations
20.
Bouchard, Bruno & Romuald Élie. (2007). Discrete-time approximation of decoupled Forward–Backward SDE with jumps. Stochastic Processes and their Applications. 118(1). 53–75. 86 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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