22 citations · 27 across the 2 of their papers we have counts for
2 papers
q-fin.CP2022★ 22 cited
Generative Adversarial Networks Applied to Synthetic Financial Scenarios Generation
Matteo Rizzato, Julien Wallart, Christophe Geissler +2
The finance industry is producing an increasing amount of datasets that investment professionals can consider to be influential on the price of financial assets. These datasets wer…
q-fin.GN2020★ 5 cited
ESG investments: Filtering versus machine learning approaches
Carmine de Franco, Christophe Geissler, Vincent Margot +1
We designed a machine learning algorithm that identifies patterns between ESG profiles and financial performances for companies in a large investment universe. The algorithm consis…