Gaetan Bakalli | DeepAI

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Featured Co-authors

Stéphane Guerrier
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Samuel Orso
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Olivier Scaillet
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Yuming Zhang
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Jan Skaloud
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Juan Jurado
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Mehran Khaghani
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research

∙ 08/01/2022

A penalized two-pass regression to predict stock returns with time-varying risk premia

We develop a penalized two-pass regression with time-varying factor load...

0 Gaetan Bakalli, et al. ∙

research

∙ 06/23/2020

SWAG: A Wrapper Method for Sparse Learning

Predictive power has always been the main research focus of learning alg...

0 Roberto Molinari, et al. ∙

research

∙ 11/16/2019

Wavelet-Based Moment-Matching Techniques for Inertial Sensor Calibration

The task of inertial sensor calibration has required the development of ...

0 Stéphane Guerrier, et al. ∙