activity
20152021
most citedcCorrGAN: Conditional Correlation GAN for Learning Empirical Conditional Distributions in the Elliptope

4 citations · 4 across the 2 of their papers we have counts for

collaborators

7 papers

q-fin.ST20214 cited

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…

stat.AP2020

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…

q-fin.ST2019

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…

cs.IR2017

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…

stat.ML2016

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…

q-fin.ST2016

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…