91 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Institut de Mathématiques de Jussieu-Paris Rive GaucheFR8 papers
- Centre National de la Recherche ScientifiqueFR7 papers
- Pôle Léonard de VinciFR6 papers
- Vinci (France)FR5 papers
- Université Paris CitéFR3 papers
- AlbaNovaSE1 paper
- Astrophysique, Instrumentation et ModélisationFR1 paper
- Astrophysique Relativiste, Théories, Expériences, Métrologie, Instrumentation, SignauxFR1 paper
- California Institute of TechnologyUS1 paper
- CEA Paris-SaclayFR1 paper
- Centre Hospitalier d'ArrasFR1 paper
- City University of SeattleUS1 paper
Showing 2021Show all
2 papers · 1 filter
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…