1 citations · 1 across the 1 of their papers we have counts for
4 papers
Making use of supercomputers in financial machine learning
Philippe Cotte, Pierre Lagier, Vincent Margot +1
This article is the result of a collaboration between Fujitsu and Advestis. This collaboration aims at refactoring and running an algorithm based on systematic exploration producin…
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…
Consistent Regression using Data-Dependent Coverings
Vincent Margot, Jean-Patrick Baudry, Frédéric Guilloux +1
In this paper, we introduce a novel method to generate interpretable regression function estimators. The idea is based on called data-dependent coverings. The aim is to extract fro…
Rule Induction Partitioning Estimator
Vincent Margot, Jean-Patrick Baudry, Frederic Guilloux +1
RIPE is a novel deterministic and easily understandable prediction algorithm developed for continuous and discrete ordered data. It infers a model, from a sample, to predict and to…