Thierry Roncalli

1. Financial Applications of Gaussian Processes and Bayesian Optimization
   2019/03/12 by Joan Gonzalvez, Edmond Lezmi, Gonzalvez, Joan +5 · 1 citation
   Computer Science · Decision Sciences · #90C30 #Advanced Bandit Algorithms Research #FOS: Computer and information sciences #FOS: Economics and business #G.1.6 #Gaussian Processes and Bayesian Inference #I.1.2 #Machine Learning (stat.ML) #Portfolio Management (q-fin.PM) #Time Series Analysis and Forecasting
2. Machine Learning Optimization Algorithms & Portfolio Allocation
   2019/09/23 by Sarah Perrin, Perrin, Sarah, Thierry Roncalli +1 · 1 citation
   Engineering · #90C30 #FOS: Computer and information sciences #FOS: Economics and business #G.1.6 #I.1.2 #Machine Learning (stat.ML) #Portfolio Management (q-fin.PM) #Reservoir Engineering and Simulation Methods