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Mathieu Rosenbaum

7 papers here

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

author position
  • first author1
  • middle author2
  • last author4

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • cs.LG2
  • math.PR2
  • math.ST1
  • q-fin.ST1
  • q-fin.TR1
ORCID 0000-0001-7489-1115
same name
  • Mathieu Rosenbaum — 6 papers, h 2
  • Mathieu Rosenbaum — 4 papers, h 2
  • Mathieu Rosenbaum — 3 papers, h 2
  • Mathieu Rosenbaum — 2 papers, h 2
  • 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 · 25 across the 7 of their papers we have counts for

collaborators
Showing q-fin.PMShow all

1 paper · 1 filter

q-fin.PM2023

Transfer Learning for Portfolio Optimization

Haoyang Cao, Haotian Gu, Xin Guo +1

In this work, we explore the possibility of utilizing transfer learning techniques to address the financial portfolio optimization problem. We introduce a novel concept called "tra…

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