Théophile Griveau-Billion
Researcher · Computer Science
Source-listed associations: Imperial College London
United Kingdom
Théophile Griveau-Billion has indexed research in Computer Science. Research topics in the source record include Bayesian Modeling and Causal Inference, Risk and Portfolio Optimization, Statistical and numerical algorithms.
Read biography ↓Biography, research & contributions
Théophile Griveau-Billion has indexed research in Computer Science. Research topics in the source record include Bayesian Modeling and Causal Inference, Risk and Portfolio Optimization, Statistical and numerical algorithms.
Research and publications
The selected publications below appear in both the public ORCID record and the OpenAlex author record. The list is a subset of the researcher’s work.
Institutional record
OpenAlex lists Imperial College London among its last-known institutional associations. These records do not confirm a current appointment.
Identity and source coverage
The public ORCID name and at least one education or employment institution were matched with the OpenAlex record on 2026-10-03. Publication identifiers were also compared between the two sources. Positions, education, honors and portrait are included only when separately documented.
At a glance
- Full name
- Théophile Griveau-Billion
- Alternative names
- Griveau-Billion, Théophile T. Griveau-Billion Thhophile Griveau-Billion Théophile Griveau-Billion
- Fields
- Computer Science
- ORCID
- 0000-0001-6371-827X
- OpenAlex ID
- A5022426578
Research interests
- Bayesian Modeling and Causal Inference
- Risk and Portfolio Optimization
- Statistical and numerical algorithms
- Sparse and Compressive Sensing Techniques
- Markov Chains and Monte Carlo Methods
Research topics
Education
Not yet documented in this profile.
Selected research & further reading
A curated reading list, not a ranking by citation count. References use DOI metadata, matching public scholarly records or authoritative lecture sources.
- Efficient computation of mean reverting portfolios using cyclical coordinate descent ↗2020 · Quantitative FinanceDOI: 10.1080/14697688.2020.1803497
Citation & publication trends
Annual source counts; separate scales. OpenAlex coverage may be incomplete for historical researchers.
View exact annual counts
| Year | Publications | Citations |
|---|---|---|
| 2013 | 2 | 31 |
| 2019 | 4 | 4 |
| 2020 | 1 | 4 |
Source: OpenAlex · Retrieved 2026-10-03T06:38:09+00:00. Metrics are database-specific and are not a scientific ranking.
Most-cited linked publications
Publications matched across ORCID and OpenAlex. Citation counts are source-specific.
- Efficient computation of mean reverting portfolios using cyclical coordinate descent ↗2020-09-08 · Quantitative Finance4OpenAlex citations
Recent linked publications
Publications matched across ORCID and OpenAlex. Citation counts are source-specific.
- Efficient computation of mean reverting portfolios using cyclical coordinate descent ↗2020-09-08 · Quantitative Finance
Journals published in
Related publishers
Institutions
Current verified institution
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Previous institutions
No verified record links added yet.
Awards & honors
Not yet documented in this profile.
Career timeline
Not yet documented in this profile.
Co-authors
No verified record links added yet.
Education & career institution links
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Sign in to claim this profileSources & data information
Editorial review: Pending review · Last data update: 2026-10-03T08:15:49+00:00
Automated identity and publication-source comparison: 2026-10-03T07:04:27+00:00. This is separate from manual editorial review and profile ownership.
Unknown values are left blank. Linked publications may be a subset of total works. Identity verification, data retrieval and profile ownership are separate checks.