Stéphane Crépey | DeepAI

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Featured Co-authors

Matthew Dixon
6 publications
Maud Thomas
5 publications
Areski Cousin
2 publications
Djibril Gueye
1 publication
Marc Chataigner
1 publication
Lehdili Noureddine
1 publication
Nisrine Madhar
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research

∙ 12/20/2022

Beyond Surrogate Modeling: Learning the Local Volatility Via Shape Constraints

We explore the abilities of two machine learning approaches for no-arbit...

0 Marc Chataigner, et al. ∙

research

∙ 09/22/2022

Anomaly Detection on Financial Time Series by Principal Component Analysis and Neural Networks

A major concern when dealing with financial time series involving a wide...

0 Stéphane Crépey, et al. ∙