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  • Search: person:"Abidi, Aymen"
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Year of publication
Subject
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Forecasting model 1 Prognoseverfahren 1 Theorie 1 Theory 1 Time series analysis 1 Zeitreihenanalyse 1
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Free 1
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Book / Working Paper 1
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English 1
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Abidi, Aymen 1 El Marraki, Amine 1 Mercier, Jean-Marc 1 Miryusupov, Shohruh 1
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ECONIS (ZBW) 1
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Generative Models and Time Series Predictions for Financial Applications with Kernels Methods
Abidi, Aymen; El Marraki, Amine; Mercier, Jean-Marc; … - 2022
This numerical study deals with generative and predictive models based on kernel methods. Kernel methods are endowed with error estimates and have natural connections with optimal transport theory. We exploit these connections to describe the sampler, an algorithm allowing to reproduce any...
Persistent link: https://www.econbiz.de/10014238032
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