4 papers
Competition and Incentives in a Shared Order Book
René Aïd, Philippe Bergault, Mathieu Rosenbaum
Recent regulation on intraday electricity markets has led to the development of shared order books with the intention to foster competition and increase market liquidity. In this p…
From Hyper Roughness to Jumps as
Eduardo Abi Jaber, Elie Attal, Mathieu Rosenbaum
We investigate the weak limit of the hyper-rough square-root process as the Hurst index goes to . This limit corresponds to the fractional kernel losing…
Risk of Transfer Learning and its Applications in Finance
Haoyang Cao, Haotian Gu, Xin Guo +1
Transfer learning is an emerging and popular paradigm for utilizing existing knowledge from previous learning tasks to improve the performance of new ones. In this paper, we propos…
Towards mapping the contemporary art world with ArtLM: an art-specific NLP model
Qinkai Chen, Mohamed El-Mennaoui, Antoine Fosset +6
With an increasing amount of data in the art world, discovering artists and artworks suitable to collectors' tastes becomes a challenge. It is no longer enough to use visual inform…