Thierry Roncalli

According to our database, Thierry Roncalli authored at least 1 paper in 2020.

Collaborative distances:

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

2020

Improving the Robustness of Trading Strategy Backtesting with Boltzmann Machines and Generative Adversarial Networks.

Edmond Lezmi, Jules Roche, Thierry Roncalli, Jiali Xu

CoRR, 2020