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researcher

Mathieu Rosenbaum

11 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author2
  • last author8

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • q-fin.TR3
  • cs.LG2
  • math.PR2
  • math.ST1
  • q-fin.MF1
  • q-fin.PM1
ORCID 0000-0001-7489-1115
same name
  • Mathieu Rosenbaum — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20122023
most citedOn the universality of the volatility formation process: when machine learning and rough volatility agree

11 citations · 26 across the 11 of their papers we have counts for

collaborators
Showing 2012 · math.PRShow all

1 paper · 2 filters

math.PR2012

Testing the finiteness of the support of a distribution: a statistical look at Tsirelson's equation

Sylvain Delattre, Mathieu Rosenbaum

We consider the following statistical problem: based on an i.i.d.sample of size n of integer valued random variables with common law m, is it possible to test whether or not the su…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.