Jean-Marc Patenaude

Publication Activity (10 Years)

Years Active: 2018-2024
Publications (10 Years): 11

Top Topics

Financial Markets

Temporal Dependencies

Top Venues

Publications

Kunpeng Xu, Lifei Chen, Jean-Marc Patenaude, Shengrui Wang
RHINE: A Regime-Switching Model with Nonlinear Representation for Discovering and Forecasting Regimes in Financial Markets. SDM (2024)
Abdallah Aaraba, Shengrui Wang, Jean-Marc Patenaude
LS: A Forecasting Model with Robust and Reduced Redundancy Latent Series. PAKDD (6) (2024)
Kunpeng Xu, Lifei Chen, Jean-Marc Patenaude, Shengrui Wang
Kernel Representation Learning with Dynamic Regime Discovery for Time Series Forecasting. PAKDD (6) (2024)
Patrick Asante Owusu, Etienne Gael Tajeuna, Jean-Marc Patenaude, Armelle Brun, Shengrui Wang
Rethinking Temporal Dependencies in Multiple Time Series: A Use Case in Financial Data. ICDM (2023)
Jean Marie Tshimula, D'Jeff K. Nkashama, Patrick Owusu, Marc Frappier, Pierre-Martin Tardif, Froduald Kabanza, Armelle Brun, Jean-Marc Patenaude, Shengrui Wang, Belkacem Chikhaoui
Characterizing Financial Market Coverage using Artificial Intelligence. CoRR (2023)
Rongbo Chen, Mingxuan Sun, Kunpeng Xu, Jean-Marc Patenaude, Shengrui Wang
Clustering-Based Cross-Sectional Regime Identification for Financial Market Forecasting. DEXA (2) (2022)
Rongbo Chen, Kunpeng Xu, Jean-Marc Patenaude, Shengrui Wang
Dynamic Cross-sectional Regime Identification for Financial Market Prediction. COMPSAC (2022)
Philippe Chatigny, Jean-Marc Patenaude, Shengrui Wang
Spatiotemporal adaptive neural network for long-term forecasting of financial time series. Int. J. Approx. Reason. 132 (2021)
Philippe Chatigny, Shengrui Wang, Jean-Marc Patenaude, Boris N. Oreshkin
Neural forecasting at scale. CoRR (2021)
Philippe Chatigny, Jean-Marc Patenaude, Shengrui Wang
Financial Time Series Representation Learning. CoRR (2020)
Philippe Chatigny, Rongbo Chen, Jean-Marc Patenaude, Shengrui Wang
A Variable-Order Regime Switching Model to Identify Significant Patterns in Financial Markets. ICDM (2018)