18 citations · 18 across the 2 of their papers we have counts for
2 papers
q-fin.ST2024
Stylized Facts and Market Microstructure: An In-Depth Exploration of German Bond Futures Market
Hamza Bodor, Laurent Carlier
This paper presents an in-depth analysis of stylized facts in the context of futures on German bonds. The study examines four futures contracts on German bonds: Schatz, Bobl, Bund…
cs.IR2023★ 18 cited
Adaptive Collaborative Filtering with Personalized Time Decay Functions for Financial Product Recommendation
Ashraf Ghiye, Baptiste Barreau, Laurent Carlier +1
Classical recommender systems often assume that historical data are stationary and fail to account for the dynamic nature of user preferences, limiting their ability to provide rel…