Scholar
Donatien Hainaut
Google Scholar ID: fI924LcAAAAJ
Professor of Actuarial sciences UCLouvain, LIDAM/ISBA
Citations & Impact
Citations
797
H-index
15
i10-index
27
Publications
20
Co-authors
6
list available
Contact
No contact links provided.
Publications
Resume (English only)
Academic Achievements
- Published 'Continuous time processes for finance. Switching, Self-exciting, fractional and other recent dynamics' in 2022, part of the Springer & Bocconi Series in mathematics, statistics, finance and Economics.
- Co-authored 'Effective statistical learning methods for actuaries: Volume 3. Neural Networks and Extensions' in 2019, with M. Denuit and J. Trufin, published by Springer.
- Co-authored 'Effective statistical learning methods for actuaries: Volume 2. Tree-Based methods and extensions' in 2020, with M. Denuit and J. Trufin, published by Springer.
- Co-authored 'Effective statistical learning methods for actuaries: Volume 1. GLMs and extensions' in 2019, with M. Denuit and J. Trufin, published by Springer.
- Multiple research papers such as 'The Volterra Stein-Stein model with stochastic interest rates', 'A multivariate energy-based fairness adjuster for premiums', etc.
- Accepted to NeurIPS 2025 paper 'Deep learning for continuous-time stochastic control with jumps'.
- Accepted in Operations Research 2025 paper 'Deep learning for high-dimensional continuous-time stochastic optimal control without explicit solution'.
- Accepted in Applied Mathematics 2025 paper 'American option pricing with model constrained Gaussian process regression'.
Research Experience
- Joined the institute of statistics, bio-statistics, and actuarial sciences at the Catholic University of Louvain (UCL) in September 2016.
Education
- Published PhD thesis titled 'Asset Liability Management - Individual And Institutional Approaches' with Vdm verlag dr Mueller in 2008.
Background
- Research interests include quantitative finance, stochastic processes, actuarial sciences, and neural networks. The main focus is on the quantitative analysis of financial markets.
