2 citations · 2 across the 3 of their papers we have counts for
4 papers
A penalized two-pass regression to predict stock returns with time-varying risk premia
Gaetan Bakalli, Stéphane Guerrier, Olivier Scaillet
We develop a penalized two-pass regression with time-varying factor loadings. The penalization in the first pass enforces sparsity for the time-variation drivers while also maintai…
Multi-Signal Approaches for Repeated Sampling Schemes in Inertial Sensor Calibration
Gaetan Bakalli, Davide A. Cucci, Ahmed Radi +4
Inertial sensor calibration plays a progressively important role in many areas of research among which navigation engineering. By performing this task accurately, it is possible to…
SWAG: A Wrapper Method for Sparse Learning
Roberto Molinari, Gaetan Bakalli, Stéphane Guerrier +4
The majority of machine learning methods and algorithms give high priority to prediction performance which may not always correspond to the priority of the users. In many cases, pr…
Wavelet-Based Moment-Matching Techniques for Inertial Sensor Calibration
Stéphane Guerrier, Juan Jurado, Mehran Khaghani +9
The task of inertial sensor calibration has required the development of various techniques to take into account the sources of measurement error coming from such devices. The calib…