18 citations · 32 across the 5 of their papers we have counts for
3 papers · 1 filter
Robust time series generation via Schrödinger Bridge: a comprehensive evaluation
Alexandre Alouadi, Baptiste Barreau, Laurent Carlier +1
We investigate the generative capabilities of the Schrödinger Bridge (SB) approach for time series. The SB framework formulates time series synthesis as an entropic optimal interpo…
History-Augmented Collaborative Filtering for Financial Recommendations
Baptiste Barreau, Laurent Carlier
In many businesses, and particularly in finance, the behavior of a client might drastically change over time. It is consequently crucial for recommender systems used in such enviro…
Deep Prediction of Investor Interest: a Supervised Clustering Approach
Baptiste Barreau, Laurent Carlier, Damien Challet
We propose a novel deep learning architecture suitable for the prediction of investor interest for a given asset in a given time frame. This architecture performs both investor clu…