Charpentier, Arthur
- Reinforcement Learning in Economics and Finance
2020/03/22 by Charpentier, Arthur, Elie, Romuald, Remlinger, Carl · 6 citations
#Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Theoretical Economics (econ.TH)
- Tails of multivariate Archimedean copulas
2009/01/12 by Charpentier, Arthur, Segers, Johan · 2 citations
#60G70 #62E20 #FOS: Mathematics #Probability (math.PR)
- Probit transformation for nonparametric kernel estimation of the copula density
2014/04/17 by Geenens, Gery, Charpentier, Arthur, Paindaveine, Davy · 1 citation
#FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
- Extended Scale Free Networks
2019/05/24 by Arthur Charpentier, Charpentier, Arthur, Emmanuel Flachaire +1 · 1 citation
Computer Science · Mathematics · Physics and Astronomy · #Advanced Graph Theory Research #Complex Network Analysis Techniques #FOS: Computer and information sciences #FOS: Physical sciences #Graph theory and applications #Methodology (stat.ME) #Physics and Society (physics.soc-ph) #Social and Information Networks (cs.SI)
- A Fair Pricing Model via Adversarial Learning
2022/02/24 by Grari, Vincent, Charpentier, Arthur, Detyniecki, Marcin · 1 citation
#Applications (stat.AP) #Artificial Intelligence (cs.AI) #Computers and Society (cs.CY) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
- Multiarmed Bandits Problem Under the Mean-Variance Setting
2022/12/18 by Hongda Hu, Hu, Hongda, Arthur Charpentier +5 · 1 citation
Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Machine Learning and Algorithms #Optimization and Control (math.OC) #Reinforcement Learning in Robotics
- Quantifying fairness and discrimination in predictive models
2022/12/19 by Arthur Charpentier, Charpentier, Arthur · 1 citation
Decision Sciences · #Impact of AI and Big Data on Business and Society
- Optimal Transport for Counterfactual Estimation: A Method for Causal Inference
2023/01/18 by Arthur Charpentier, Charpentier, Arthur, Emmanuel Flachaire +3 · 1 citation
Mathematics · #Advanced Causal Inference Techniques #Statistical Methods in Clinical Trials #Statistical Methods and Bayesian Inference
- Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning
2021/03/05 by Denuit, Michel, Charpentier, Arthur, Trufin, Julien · 1 citation
#Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML)
- Sequential Conditional Transport on Probabilistic Graphs for Interpretable Counterfactual Fairness
2024/08/06 by Machado, Agathe Fernandes, Charpentier, Arthur, Gallic, Ewen · 2 citations
#FOS: Computer and information sciences #Machine Learning (cs.LG) #Methodology (stat.ME)
- Mitigating Discrimination in Insurance with Wasserstein Barycenters
2023/06/22 by Charpentier, Arthur, Hu, François, Ratz, Philipp · 1 citation
#Computers and Society (cs.CY) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
- Optimal Transport on Categorical Data for Counterfactuals using Compositional Data and Dirichlet Transport
2025/01/26 by Machado, Agathe Fernandes, Charpentier, Arthur, Gallic, Ewen · 1 citation
#FOS: Computer and information sciences #Machine Learning (cs.LG) #Methodology (stat.ME)