42 citations · 44 across the 6 of their papers we have counts for
6 papers
: A Time-Series Foundation Model for Forecasting with Context
Lucas Meyer, Claudio Sole, Huikan Xiang +6
We present , a family of open-weights foundation models for forecasting with multivariate context. We release its first two members: and …
Differentiable Electricity-Market Clearing for Gradient-Based Planning
Luca Mungo, Maarten P. Scholl, Arnau Quera-Bofarull
Planning a large data center is difficult because a facility big enough to matter changes the electricity prices it will pay. Those prices are set by market clearing, a constrained…
Learning to Manage Investment Portfolios beyond Simple Utility Functions
Maarten P. Scholl, Mahmoud Mahfouz, Anisoara Calinescu +1
While investment funds publicly disclose their objectives in broad terms, their managers optimize for complex combinations of competing goals that go beyond simple risk-return trad…
Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds
Aymeric Vie, Maarten Scholl, Alissa M. Kleinnijenhuis +1
The profitability of various investment styles in investment funds depends on macroeconomic conditions. Market ecology, which views financial markets as ecosystems of diverse, inte…
(Private)-Retroactive Carbon Pricing [(P)ReCaP]: A Market-based Approach for Climate Finance and Risk Assessment
Yoshua Bengio, Prateek Gupta, Dylan Radovic +5
Insufficient Social Cost of Carbon (SCC) estimation methods and short-term decision-making horizons have hindered the ability of carbon emitters to properly correct for the negativ…
How Market Ecology Explains Market Malfunction
Maarten P. Scholl, Anisoara Calinescu, J. Doyne Farmer
Standard approaches to the theory of financial markets are based on equilibrium and efficiency. Here we develop an alternative based on concepts and methods developed by biologists…