Fernando Hernandez | DeepAI

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Featured Co-authors

Jose Blanchet
56 publications
Viet Anh Nguyen
36 publications
Markus Pelger
8 publications
Xuhui Zhang
8 publications

research

∙ 02/02/2022

Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff

Missing time-series data is a prevalent problem in finance. Imputation m...

0 Jose Blanchet, et al. ∙

research

∙ 02/25/2021

Time-Series Imputation with Wasserstein Interpolation for Optimal Look-Ahead-Bias and Variance Tradeoff

Missing time-series data is a prevalent practical problem. Imputation me...

18 Jose Blanchet, et al. ∙

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