Research
NYAWA, S., C. GNEKPE, D. TCHUENTE, "Transparent machine learning models for predicting decisions to undertake energy retrofits in residential buildings", Annals of Operations Research, 2023;
TCHUENTE, D., S. NYAWA, "Real estate price estimation in French cities using geocoding and machine learning", Annals of Operations Research, 2022, vol. 308, pp. 571–608;
NYAWA, S., D. TCHUENTE, S. FOSSO WAMBA, "COVID-19 vaccine hesitancy: a social media analysis using deep learning", Annals of Operations Research, 2022 ;
TCHUENTE, D., S. NYAWA, S. FOSSO WAMBA, "COVID-19 Vaccine Global Information Management Through Bibliometrics", Journal of Global Information Management, 2021, vol. 29, no. 6, pp. 1-22;
BOLLERSLEV, T., N. MEDDAHI, S. NYAWA, "High-dimensional multivariate realizedvolatility estimation", Journal of Econometrics, 2019, vol. 212, no. 1, pp. 116-136.
A Factor Model for Systemic Risk Using Mutually Exciting Jumps, Submitted.
Understanding Microstructure Noise in a High Dimensional Framework, Work in Progress.
Moments of Noisy Continuous Time Stochastic Volatility Models with Jumps, Work in Progress.