Philippe Chatigny

According to our database, Philippe Chatigny authored at least 5 papers between 2018 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Learning the Efficient Frontier.

Philippe Chatigny, Ivan Sergienko, Ryan Ferguson, Jordan Weir, Maxime Bergeron

Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023

2021

Spatiotemporal adaptive neural network for long-term forecasting of financial time series.

Philippe Chatigny, Jean-Marc Patenaude, Shengrui Wang

Int. J. Approx. Reason., 2021

Neural forecasting at scale.

Philippe Chatigny, Shengrui Wang, Jean-Marc Patenaude, Boris N. Oreshkin

CoRR, 2021

2020

Financial Time Series Representation Learning.

Philippe Chatigny, Jean-Marc Patenaude, Shengrui Wang

CoRR, 2020

2018

A Variable-Order Regime Switching Model to Identify Significant Patterns in Financial Markets.

Philippe Chatigny, Rongbo Chen, Jean-Marc Patenaude, Shengrui Wang

Proceedings of the IEEE International Conference on Data Mining, 2018