3 papers
cs.LG2026
MIFair: A Mutual-Information Framework for Intersectionality and Multiclass Fairness
Jeanne Monnier, Thomas George, Frédéric Guyard +2
Fairness in machine learning remains challenging due to its ethical complexity, the absence of a universal definition, and the need for context-specific bias metrics. Existing meth…
q-fin.CP2013
Technical report : Risk-neutral density recovery via spectral analysis
Jean-Baptiste Monnier
In this paper, we propose a new method for estimating the conditional risk-neutral density (RND) directly from a cross-section of put option bid-ask quotes. More precisely, we prop…
math.ST2011
Classification via local multi-resolution projections
Jean-Baptiste Monnier
We focus on the supervised binary classification problem, which consists in guessing the label associated to a co-variate , given a set of independent and ident…