Search Results - "Marti, Gautier"

CorrGAN: Sampling Realistic Financial Correlation Matrices Using Generative Adversarial Networks by Marti, Gautier

“…ICASSP 2020 - 2020 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) We propose a novel approach for sampling realistic…”
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CORRGAN: Sampling Realistic Financial Correlation Matrices Using Generative Adversarial Networks by Marti, Gautier

“…We propose a novel approach for sampling realistic financial correlation matrices. This approach is based on generative adversarial networks. Experiments…”
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cCorrGAN: Conditional Correlation GAN for Learning Empirical Conditional Distributions in the Elliptope by Marti, Gautier, Goubet, Victor, Nielsen, Frank

“…GSI 2021: Geometric Science of Information pp 613-620 We propose a methodology to approximate conditional distributions in the elliptope of correlation…”
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A review of two decades of correlations, hierarchies, networks and clustering in financial markets by Marti, Gautier, Nielsen, Frank, Bińkowski, Mikołaj, Donnat, Philippe

“…Chapter in Progress in Information Geometry: Theory and Applications, 245-274, 2021 We review the state of the art of clustering financial time series and the…”
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Clustering patterns connecting COVID-19 dynamics and Human mobility using optimal transport by Nielsen, Frank, Marti, Gautier, Ray, Sumanta, Pyne, Saumyadipta

“…Sankhya B (16th March 2021) Social distancing and stay-at-home are among the few measures that are known to be effective in checking the spread of a pandemic…”
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Toward a generic representation of random variables for machine learning by Donnat, Philippe, Marti, Gautier, Very, Philippe

“…•Introduce a non-parametric representation of i.i.d. stochastic processes.•The presented pre-processing boosts performance of algorithms.•Clusterings of…”
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Optimal Transport vs. Fisher-Rao distance between Copulas for Clustering Multivariate Time Series by Marti, Gautier, Andler, Sébastien, Nielsen, Frank, Donnat, Philippe

“…We present a methodology for clustering N objects which are described by multivariate time series, i.e. several sequences of real-valued random variables. This…”
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Clustering Patterns Connecting COVID-19 Dynamics and Human Mobility Using Optimal Transport by Nielsen, Frank, Marti, Gautier, Ray, Sumanta, Pyne, Saumyadipta

“…Social distancing and stay-at-home are among the few measures that are known to be effective in checking the spread of a pandemic such as COVID-19 in a given…”
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Optimal copula transport for clustering multivariate time series by Marti, Gautier, Nielsen, Frank, Donnat, Philippe

“…This paper presents a new methodology for clustering multivariate time series leveraging optimal transport between copulas. Copulas are used to encode both (i)…”
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Mapping Hong Kong's Financial Ecosystem: A Network Analysis of the SFC's Licensed Professionals and Institutions by AlKetbi, Abdulla, Marti, Gautier, AlNuaimi, Khaled, Jaradat, Raed, Henschel, Andreas

“…We present the first study of the Public Register of Licensed Persons and Registered Institutions maintained by the Hong Kong Securities and Futures Commission…”
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Enriching Datasets with Demographics through Large Language Models: What's in a Name? by AlNuaimi, Khaled, Marti, Gautier, Ravaut, Mathieu, AlKetbi, Abdulla, Henschel, Andreas, Jaradat, Raed

“…Enriching datasets with demographic information, such as gender, race, and age from names, is a critical task in fields like healthcare, public policy, and…”
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Putting Self-Supervised Token Embedding on the Tables by Szafraniec, Marc, Marti, Gautier, Donnat, Philippe

“…Information distribution by electronic messages is a privileged means of transmission for many businesses and individuals, often under the form of plain-text…”
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Putting Self-Supervised Token Embedding on the Tables by Szafraniec, Marc, Marti, Gautier, Donnat, Philippe

“…Information distribution by electronic messages is a privileged means of transmission for many businesses and individuals, often under the form of plain-text…”
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Autoregressive Convolutional Neural Networks for Asynchronous Time Series by Bińkowski, Mikołaj, Marti, Gautier, Donnat, Philippe

“…We propose Significance-Offset Convolutional Neural Network, a deep convolutional network architecture for regression of multivariate asynchronous time series…”
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Optimal Copula Transport for Clustering Multivariate Time Series by Marti, Gautier, Nielsen, Frank, Donnat, Philippe

“…This paper presents a new methodology for clustering multivariate time series leveraging optimal transport between copulas. Copulas are used to encode both (i)…”
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A Proposal of a Methodological Framework with Experimental Guidelines to Investigate Clustering Stability on Financial Time Series by Marti, Gautier, Very, Philippe, Donnat, Philippe, Nielsen, Frank

“…We present in this paper an empirical framework motivated by the practitioner point of view on stability. The goal is to both assess clustering validity and…”
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Toward a generic representation of random variables for machine learning by Marti, Gautier, Very, Philippe, Donnat, Philippe

“…This paper presents a pre-processing and a distance which improve the performance of machine learning algorithms working on independent and identically…”
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Exploring and measuring non-linear correlations: Copulas, Lightspeed Transportation and Clustering by Marti, Gautier, Andler, Sebastien, Nielsen, Frank, Donnat, Philippe

“…We propose a methodology to explore and measure the pairwise correlations that exist between variables in a dataset. The methodology leverages copulas for…”
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On clustering financial time series: a need for distances between dependent random variables by Marti, Gautier, Nielsen, Frank, Donnat, Philippe, Andler, Sébastien

“…The following working document summarizes our work on the clustering of financial time series. It was written for a workshop on information geometry and its…”
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Clustering Financial Time Series: How Long is Enough? by Marti, Gautier, Andler, Sébastien, Nielsen, Frank, Donnat, Philippe

“…Researchers have used from 30 days to several years of daily returns as source data for clustering financial time series based on their correlations. This…”
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