Jean-Marc Patenaude

According to our database1, Jean-Marc Patenaude authored at least 11 papers between 2018 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

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In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2024
RHINE: A Regime-Switching Model with Nonlinear Representation for Discovering and Forecasting Regimes in Financial Markets.
Proceedings of the 2024 SIAM International Conference on Data Mining, 2024

Kernel Representation Learning with Dynamic Regime Discovery for Time Series Forecasting.
Proceedings of the Advances in Knowledge Discovery and Data Mining, 2024

FR<sup>3</sup>LS: A Forecasting Model with Robust and Reduced Redundancy Latent Series.
Proceedings of the Advances in Knowledge Discovery and Data Mining, 2024

2023
Characterizing Financial Market Coverage using Artificial Intelligence.
CoRR, 2023

Rethinking Temporal Dependencies in Multiple Time Series: A Use Case in Financial Data.
Proceedings of the IEEE International Conference on Data Mining, 2023

2022
Clustering-Based Cross-Sectional Regime Identification for Financial Market Forecasting.
Proceedings of the Database and Expert Systems Applications, 2022

Dynamic Cross-sectional Regime Identification for Financial Market Prediction.
Proceedings of the 46th IEEE Annual Computers, Software, and Applications Conferenc, 2022

2021
Spatiotemporal adaptive neural network for long-term forecasting of financial time series.
Int. J. Approx. Reason., 2021

Neural forecasting at scale.
CoRR, 2021

2020
Financial Time Series Representation Learning.
CoRR, 2020

2018
A Variable-Order Regime Switching Model to Identify Significant Patterns in Financial Markets.
Proceedings of the IEEE International Conference on Data Mining, 2018


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