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Research Publications

In partnership with the University of Sherbrooke
Dynamic Cross-sectional Regime identification for Financial Market Prediction.
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In partnership with the University of Sherbrooke
Kernel Representation Learning with Dynamic Regime Discovery for Time Series Forecasting
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In partnership with the University of Sherbrooke
A Variable-Order Regime Switching Model to Identify Significant Patterns in Financial Markets
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In partnership with the University of Sherbrooke
Financial Time Series Representation Learning
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In partnership with the University of Sherbrooke
Neural Forecasting at Scale
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In partnership with the University of Sherbrooke
FR3LS: a Forecasting model with Robust and Reduced Redundancy Latent Series
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In partnership with the University of Sherbrooke
Rethinking Temporal Dependencies in Multiple Time Series: A Use Case in Financial Data
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In partnership with the University of Sherbrooke
Clustering-Based Cross Sectional Regime Identification for Financial Market Forecasting
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In partnership with the University of Sherbrooke
Spatiotemporal Adaptive Neural Network for Long-term forecasting of time series
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In partnership with the University of Sherbrooke
Characterizing Financial Market Coverage using Artificial Intelligence
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In partnership with the University of Sherbrooke
RHINE: A Regime-Switching Model with Nonlinear Representation for Discovering and Forecasting Regimes in Financial Markets
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