3 papers
q-fin.RM2026
Modeling dependency between operational risk losses and macroeconomic variables using Hidden Markov Models
Nikeethan Selvaratnam, Dorinel Bastide, Clément Fernandes +1
Predicting future operational risk losses gives rise to a significant challenge due to the heterogeneous and time-dependent structures present in real-world data. Furthermore, stre…
cs.CV2025
Contextual Peano Scan and Fast Image Segmentation Using Hidden and Evidential Markov Chains
Clément Fernandes, Wojciech Pieczynski
Transforming bi-dimensional sets of image pixels into mono-dimensional sequences with a Peano scan (PS) is an established technique enabling the use of hidden Markov chains (HMCs)…
math.DS2024
Forecasting with Pairwise Gaussian Markov Models
Marc Escudier, Ikram Abdelkefi, Clément Fernandes +1
Pairwise Markov Models (PMMs) extend the wellknown Hidden Markov Models (HMMs). Being significantly more general, PMMs enable several types of processing, like Bayesian filtering o…