224 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Centre National de la Recherche ScientifiqueFR4 papers
- École PolytechniqueFR4 papers
- Mathématiques et Informatique pour la Complexité et les Systèmes4 papers
- CentraleSupélecFR3 papers
- Université Paris CitéFR3 papers
- Université Paris-SaclayFR3 papers
- Criteo (France)FR2 papers
- École Polytechnique Fédérale de LausanneCH2 papers
- ETH ZurichCH2 papers
- Institute of Science and Technology AustriaAT2 papers
- Laboratoire de Biochimie ThéoriqueFR2 papers
- Laboratoire de Chimie ThéoriqueFR2 papers
33 papers
Rapid, out of equilibrium metal enrichment indicated by a flat mass-metallicity relation at z~6 from NIRCam grism spectroscopy
Gauri Kotiwale, Jorryt Matthee, Daichi Kashino +17
We aim to characterise the mass-metallicity relation (MZR) and the 3D correlation between stellar mass, metallicity and star-formation rate (SFR) known as the fundamental metallici…
Rolling Forward: Enhancing LightGCN with Causal Graph Convolution for Credit Bond Recommendation
Ashraf Ghiye, Baptiste Barreau, Laurent Carlier +1
Graph Neural Networks have significantly advanced research in recommender systems over the past few years. These methods typically capture global interests using aggregated past in…
Robust time series generation via Schrödinger Bridge: a comprehensive evaluation
Alexandre Alouadi, Baptiste Barreau, Laurent Carlier +1
We investigate the generative capabilities of the Schrödinger Bridge (SB) approach for time series. The SB framework formulates time series synthesis as an entropic optimal interpo…
Lambda-ABF-OPES: Faster Convergence with High Accuracy in Alchemical Free Energy Calculations
Narjes Ansari, Zhifeng Francis Jing, Antoine Gagelin +5
Predicting the binding affinity between small molecules and target macromolecules while combining both speed and accuracy, is a cornerstone of modern computational drug discovery w…
The JWST Emission Line Survey (JELS): Extending rest-optical narrow-band emission line selection into the Epoch of Reionization
K. J. Duncan, D. J. McLeod, P. N. Best +20
We present the JWST Emission Line Survey (JELS), a JWST imaging programme exploiting the wavelength coverage and sensitivity of NIRCam to extend narrow-band rest-optical emission l…
Entropic Semi-Martingale Optimal Transport
Jean-David Benamou, Guillaume Chazareix, Marc Hoffmann +2
Entropic Optimal Transport (EOT), also referred to as the Schrödinger problem, seeks to find a random processes with prescribed initial/final marginals and with minimal relative en…
On a supercritical Hardy-Sobolev type inequality with logarithmic term and related extremal problem
José Francisco de Oliveira, Jeferson Silva
Our main goal is to investigate supercritical Hardy-Sobolev type inequalities with a logarithmic term and their corresponding variational problem. We prove the existence of extrema…
From entropic transport to martingale transport, and applications to model calibration
Jean-David Benamou, Guillaume Chazareix, Grégoire Loeper
We propose a discrete time formulation of the semi martingale optimal transport problembased on multi-marginal entropic transport. This approach offers a new way to formulate and s…
Provisions and Economic Capital for Credit Losses
Dorinel Bastide, Stéphane Crépey
Based on supermodularity ordering properties, we show that convex risk measures of credit losses are nondecreasing w.r.t. credit-credit and, in a wrong-way risk setup, credit-marke…
Resolving a Clearing Member's Default, A Radner Equilibrium Approach
Dorinel Bastide, Stéphane Crépey, Samuel Drapeau +1
For vanilla derivatives that constitute the bulk of investment banks' hedging portfolios, central clearing through central counterparties (CCPs) has become hegemonic. A key mandate…
Adaptive Collaborative Filtering with Personalized Time Decay Functions for Financial Product Recommendation
Ashraf Ghiye, Baptiste Barreau, Laurent Carlier +1
Classical recommender systems often assume that historical data are stationary and fail to account for the dynamic nature of user preferences, limiting their ability to provide rel…
Lambda-ABF: Simplified, Portable, Accurate and Cost-effective Alchemical Free Energy Computations
Louis Lagardère, Lise Maurin, Olivier Adjoua +4
We introduce an efficient and robust method to compute alchemical free energy differences, resulting from the application of multiple walker Adaptive Biasing Force (ABF) in conjunc…
Small Total-Cost Constraints in Contextual Bandits with Knapsacks, with Application to Fairness
Evgenii Chzhen, Christophe Giraud, Zhen Li +1
We consider contextual bandit problems with knapsacks [CBwK], a problem where at each round, a scalar reward is obtained and vector-valued costs are suffered. The learner aims to m…
Contextual Bandits with Knapsacks for a Conversion Model
Zhen Li, Gilles Stoltz
We consider contextual bandits with knapsacks, with an underlying structure between rewards generated and cost vectors suffered. We do so motivated by sales with commercial discoun…
Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning
Jérémi Assael, Laurent Carlier, Damien Challet
We systematically investigate the links between price returns and Environment, Social and Governance (ESG) scores in the European equity market. Using interpretable machine learnin…
Minimax-robust estimation problems for sequences with periodically stationary increments observed with noise
Maksym Luz, Mikhail Moklyachuk
The problem of optimal estimation of linear functionals constructed from the unobserved values of a stochastic sequence with periodically stationary increments based on observation…
Separating Retention from Extraction in the Evaluation of End-to-end Relation Extraction
Bruno Taillé, Vincent Guigue, Geoffrey Scoutheeten +1
State-of-the-art NLP models can adopt shallow heuristics that limit their generalization capability (McCoy et al., 2019). Such heuristics include lexical overlap with the training…
Data-QuestEval: A Referenceless Metric for Data-to-Text Semantic Evaluation
Clément Rebuffel, Thomas Scialom, Laure Soulier +5
QuestEval is a reference-less metric used in text-to-text tasks, that compares the generated summaries directly to the source text, by automatically asking and answering questions.…
History-Augmented Collaborative Filtering for Financial Recommendations
Baptiste Barreau, Laurent Carlier
In many businesses, and particularly in finance, the behavior of a client might drastically change over time. It is consequently crucial for recommender systems used in such enviro…
PARENTing via Model-Agnostic Reinforcement Learning to Correct Pathological Behaviors in Data-to-Text Generation
Clément Rebuffel, Laure Soulier, Geoffrey Scoutheeten +1
In language generation models conditioned by structured data, the classical training via maximum likelihood almost always leads models to pick up on dataset divergence (i.e., hallu…
A community-powered search of machine learning strategy space to find NMR property prediction models
Lars A. Bratholm, Will Gerrard, Brandon Anderson +26
The rise of machine learning (ML) has created an explosion in the potential strategies for using data to make scientific predictions. For physical scientists wishing to apply ML st…
Deep Prediction of Investor Interest: a Supervised Clustering Approach
Baptiste Barreau, Laurent Carlier, Damien Challet
We propose a novel deep learning architecture suitable for the prediction of investor interest for a given asset in a given time frame. This architecture performs both investor clu…
Robust utility maximization under model uncertainty via a penalization approach
Ivan Guo, Nicolas Langrené, Grégoire Loeper +1
This paper addresses the problem of utility maximization under uncertain parameters. In contrast with the classical approach, where the parameters of the model evolve freely within…
Market Impact: A Systematic Study of the High Frequency Options Market
Emilio Said, Ahmed Bel Hadj Ayed, Damien Thillou +2
This paper deals with a fundamental subject that has seldom been addressed in recent years, that of market impact in the options market. Our analysis is based on a proprietary data…