1 citations · 1 across the 3 of their papers we have counts for
4 papers
Deep Generators on Commodity Markets; application to Deep Hedging
Nicolas Boursin, Carl Remlinger, Joseph Mikael +1
Driven by the good results obtained in computer vision, deep generative methods for time series have been the subject of particular attention in recent years, particularly from the…
Expert Aggregation for Financial Forecasting
Carl Remlinger, Brière Marie, Alasseur Clémence +1
Machine learning algorithms dedicated to financial time series forecasting have gained a lot of interest. But choosing between several algorithms can be challenging, as their estim…
Conditional Loss and Deep Euler Scheme for Time Series Generation
Carl Remlinger, Joseph Mikael, Romuald Elie
We introduce three new generative models for time series that are based on Euler discretization of Stochastic Differential Equations (SDEs) and Wasserstein metrics. Two of these me…
Reinforcement Learning in Economics and Finance
Arthur Charpentier, Romuald Elie, Carl Remlinger
Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, th…