Thibault Soler

According to our database, Thibault Soler authored at least 2 papers in 2020.

Collaborative distances:

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

2020

Improving portfolios global performance using a cleaned and robust covariance matrix estimate.

Emmanuelle Jay, Thibault Soler, Eugénie Terreaux, Jean Philippe Ovarlez, Frédéric Pascal, Philippe de Peretti, Christophe Chorro

Soft Comput., 2020

Robust Covariance Matrix Estimation and Portfolio Allocation: The Case of Non-Homogeneous Assets.

Emmanuelle Jay, Thibault Soler, Jean Philippe Ovarlez, Philippe de Peretti, Christophe Chorro

Proceedings of the 2020 IEEE International Conference on Acoustics, 2020