Claude Guet

Nanyang Technological University

Claude Guet is currently a Visiting Professor with the School of Physical and Mathematical Science, Nanyang Technological University, Singapore. Holding a Doctorat d’Etat from University Joseph Fourier in Grenoble, his research leading thread over the last 40 years has been quantum many body physics and semi classical approximations applied to nuclear, atomic and plasma physics, and nanophysics. More recently, he has engaged on machine learning for dynamical systems and non-linear fluid mechanics. He has authored or coauthored more than 140 peer-reviewed papers with more than 8000 citations and an H-index of 43. He is a knight in the French Ordre de la Legion d’Honneur.

Articles by Claude Guet

Original research

Deep self-consistent learning of local volatility

This paper offers an algorithm for calibrating local volatility from market option prices using deep self-consistent learning, by approximating both market option prices and local volatility using deep neural networks.

16 Oct 2025

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