output
20052026
most citedA data science platform to enable time-domain astronomy

91 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
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3 papers · 1 filter

q-fin.ST2023★ 2 cited

Fractal properties, information theory, and market efficiency

Xavier Brouty, Matthieu Garcin

Considering that both the entropy-based market information and the Hurst exponent are useful tools for determining whether the efficient market hypothesis holds for a given asset,…

q-fin.ST2021★ 4 cited

cCorrGAN: Conditional Correlation GAN for Learning Empirical Conditional Distributions in the Elliptope

Gautier Marti, Victor Goubet, Frank Nielsen

We propose a methodology to approximate conditional distributions in the elliptope of correlation matrices based on conditional generative adversarial networks. We illustrate the m…

q-fin.ST2021★ 2 cited

Credit scoring using neural networks and SURE posterior probability calibration

Matthieu Garcin, Samuel Stephan

In this article we compare the performances of a logistic regression and a feed forward neural network for credit scoring purposes. Our results show that the logistic regression gi…