66 citations · 362 across the 77 of their papers we have counts for
3 papers · 1 filter
Risk Measures Estimation Under Wasserstein Barycenter
M. Andrea Arias-Serna, Jean-Michel Loubes, Francisco J. Caro-Lopera
Randomness in financial markets requires modern and robust multivariate models of risk measures. This paper proposes a new approach for modeling multivariate risk measures under Wa…
Deep Learning applied to Road Traffic Speed forecasting
Thomas Epelbaum, Fabrice Gamboa, Jean-Michel Loubes +1
In this paper, we propose deep learning architectures (FNN, CNN and LSTM) to forecast a regression model for time dependent data. These algorithm's are designed to handle Floating…
Big Data analytics. Three use cases with R, Python and Spark
Philippe Besse, Brendan Guillouet, Jean-Michel Loubes
Management and analysis of big data are systematically associated with a data distributed architecture in the Hadoop and now Spark frameworks. This article offers an introduction f…