1 citations · 1 across the 1 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
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
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…