Gautier Marti

33 Seguidores

quantitative finance machine learning clustering time series financial time series correlation deep learning clustering finance gan copula artificial intelligence trading risk management data geometry big data strategy stocks statistics asset management risk portfolio research market comments adml sentiment analysis setfit sentence transformers large language models natural language processing ebook bonds applications cloud computing bank open data business information technology academia ai conferences time series economy data mining networks high frequency trading cnn dependence measure phd economics market analysis transport science intelligence metrics hellebore capital management

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Gautier Marti

Apresentações

On clustering financial time series - A need for distances between dependent random variables

Clustering Random Walk Time Series

On the stability of clustering financial time series

Optimal Transport between Copulas for Clustering Time Series

On Clustering Financial Time Series - Beyond Correlation

Optimal Transport vs. Fisher-Rao distance between Copulas

Clustering Financial Time Series: How Long is Enough?

A closer look at correlations

Clustering Financial Time Series using their Correlations and their Distributions

Clustering CDS: algorithms, distances, stability and convergence rates

Some contributions to the clustering of financial time series - Applications to credit default swaps

Autoregressive Convolutional Neural Networks for Asynchronous Time Series

A review of two decades of correlations, hierarchies, networks and clustering in financial markets

Takeaways from ICML 2019, Long Beach, California

My recent attempts at using GANs for simulating realistic stocks returns

Applications of GANs in Finance

Generating Realistic Synthetic Data in Finance

How deep generative models can help quants reduce the risk of overfitting?

cCorrGAN: Conditional Correlation GAN for Learning Empirical Conditional Distributions in the Elliptope

A quick demo of Top2Vec With application on 2020 10-K business descriptions

What deep learning can bring to...

Using Large Language Models in 10 Lines of Code