Philippe Chatigny

Publication Activity (10 Years)

Years Active: 2018-2023
Publications (10 Years): 6

Top Topics

Financial Markets

Forecast Models

Financial Time Series

Neural Computation

Top Venues

Int. J. Approx. Reason.

Publications

Philippe Chatigny, Ivan Sergienko, Ryan Ferguson, Jordan Weir, Maxime Bergeron
Learning the Efficient Frontier. NeurIPS (2023)
Philippe Chatigny, Ivan Sergienko, Ryan Ferguson, Jordan Weir, Maxime Bergeron
Learning the Efficient Frontier. CoRR (2023)
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)