Gautier Marti

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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

Using Large Language Models in 10 Lines of Code

What deep learning can bring to...

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

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

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

Generating Realistic Synthetic Data in Finance

Applications of GANs in Finance

My recent attempts at using GANs for simulating realistic stocks returns

Takeaways from ICML 2019, Long Beach, California

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

Autoregressive Convolutional Neural Networks for Asynchronous Time Series

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

Clustering CDS: algorithms, distances, stability and convergence rates

Clustering Financial Time Series using their Correlations and their Distributions

A closer look at correlations

Clustering Financial Time Series: How Long is Enough?

Optimal Transport vs. Fisher-Rao distance between Copulas

On Clustering Financial Time Series - Beyond Correlation

Optimal Transport between Copulas for Clustering Time Series

On the stability of clustering financial time series