1 citations · 1 across the 2 of their papers we have counts for
2 papers
cs.LG2022
Parametric information geometry with the package Geomstats
Alice Le Brigant, Jules Deschamps, Antoine Collas +1
We introduce the information geometry module of the Python package Geomstats. The module first implements Fisher-Rao Riemannian manifolds of widely used parametric families of prob…
q-fin.RM2022★ 1 cited
A Stochastic Climate Model -- An approach to calibrate the Climate-Extended Risk Model (CERM)
Jean-Baptiste Gaudemet, Jules Deschamps, Olivier Vinciguerra
The initial Climate-Extended Risk Model (CERM) addresses the estimate of climate-related financial risk embedded within a bank loan portfolio, through a climatic extension of the B…