research
∙
02/11/2019
Hawkes processes for credit indices time series analysis: How random are trades arrival times?
Targeting a better understanding of credit market dynamics, the authors ...
share
research
∙
07/28/2017
Putting Self-Supervised Token Embedding on the Tables
Information distribution by electronic messages is a privileged means of...
research
∙
10/30/2016
Exploring and measuring non-linear correlations: Copulas, Lightspeed Transportation and Clustering
We propose a methodology to explore and measure the pairwise correlation...
research
∙
04/28/2016
Optimal Transport vs. Fisher-Rao distance between Copulas for Clustering Multivariate Time Series
We present a methodology for clustering N objects which are described by...
research
∙
03/13/2016
Clustering Financial Time Series: How Long is Enough?
Researchers have used from 30 days to several years of daily returns as ...
research
∙
09/27/2015
Optimal Copula Transport for Clustering Multivariate Time Series
This paper presents a new methodology for clustering multivariate time s...
research
∙
06/02/2015