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07/22/2021
cCorrGAN: Conditional Correlation GAN for Learning Empirical Conditional Distributions in the Elliptope
We propose a methodology to approximate conditional distributions in the...
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07/21/2020
Clustering patterns connecting COVID-19 dynamics and Human mobility using optimal transport
Social distancing and stay-at-home are among the few measures that are k...
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10/21/2019
CorrGAN: Sampling Realistic Financial Correlation Matrices Using Generative Adversarial Networks
We propose a novel approach for sampling realistic financial correlation...
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07/28/2017
Putting Self-Supervised Token Embedding on the Tables
Information distribution by electronic messages is a privileged means of...
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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...
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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...
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03/13/2016
Clustering Financial Time Series: How Long is Enough?
Researchers have used from 30 days to several years of daily returns as ...
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09/27/2015
Optimal Copula Transport for Clustering Multivariate Time Series
This paper presents a new methodology for clustering multivariate time s...
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06/02/2015