2 citations · 4 across the 3 of their papers we have counts for
3 papers
q-fin.RM2022★ 1 cited
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…
math.AT2020★ 2 cited
Topological Machine Learning for Mixed Numeric and Categorical Data
Chengyuan Wu, Carol Anne Hargreaves
Topological data analysis is a relatively new branch of machine learning that excels in studying high dimensional data, and is theoretically known to be robust against noise. Meanw…
math.AT2019★ 1 cited
Topological Machine Learning for Multivariate Time Series
Chengyuan Wu, Carol Anne Hargreaves
We develop a framework for analyzing multivariate time series using topological data analysis (TDA) methods. The proposed methodology involves converting the multivariate time seri…