4 citations · 4 across the 2 of their papers we have counts for
7 papers
cCorrGAN: Conditional Correlation GAN for Learning Empirical Conditional Distributions in the Elliptope
Gautier Marti, Victor Goubet, Frank Nielsen
We propose a methodology to approximate conditional distributions in the elliptope of correlation matrices based on conditional generative adversarial networks. We illustrate the m…
Clustering patterns connecting COVID-19 dynamics and Human mobility using optimal transport
Frank Nielsen, Gautier Marti, Sumanta Ray +1
Social distancing and stay-at-home are among the few measures that are known to be effective in checking the spread of a pandemic such as COVID-19 in a given population. The patter…
CorrGAN: Sampling Realistic Financial Correlation Matrices Using Generative Adversarial Networks
Gautier Marti
We propose a novel approach for sampling realistic financial correlation matrices. This approach is based on generative adversarial networks. Experiments demonstrate that generativ…
Putting Self-Supervised Token Embedding on the Tables
Marc Szafraniec, Gautier Marti, Philippe Donnat
Information distribution by electronic messages is a privileged means of transmission for many businesses and individuals, often under the form of plain-text tables. As their numbe…
Clustering Financial Time Series: How Long is Enough?
Gautier Marti, Sébastien Andler, Frank Nielsen +1
Researchers have used from 30 days to several years of daily returns as source data for clustering financial time series based on their correlations. This paper sets up a statistic…
On clustering financial time series: a need for distances between dependent random variables
Gautier Marti, Frank Nielsen, Philippe Donnat +1
The following working document summarizes our work on the clustering of financial time series. It was written for a workshop on information geometry and its application for image a…