18 citations · 42 across the 7 of their papers we have counts for
4 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…
Greenhouse gases emissions: estimating corporate non-reported emissions using interpretable machine learning
Jeremi Assael, Thibaut Heurtebize, Laurent Carlier +1
As of 2022, greenhouse gases (GHG) emissions reporting and auditing are not yet compulsory for all companies and methodologies of measurement and estimation are not unified. We pro…
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…