| AdaVol: An Adaptive Recursive Volatility Prediction Method N Werge, O Wintenberger Econometrics and Statistics 23, 19-35, 2022 | 9 | 2022 |
| Non-asymptotic analysis of stochastic approximation algorithms for streaming data A Godichon-Baggioni, N Werge, O Wintenberger ESAIM: Probability and Statistics 27, 482-514, 2023 | 8 | 2023 |
| Learning from time-dependent streaming data with online stochastic algorithms A Godichon-Baggioni, N Werge, O Wintenberger Transactions on Machine Learning Research, 2023 | 5 | 2023 |
| Predicting risk-adjusted returns using an asset independent regime-switching model N Werge Expert Systems with Applications 184, 115576, 2021 | 3 | 2021 |
| An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition J de Vilmarest, N Werge arXiv preprint arXiv:2303.01855, 2023 | 1 | 2023 |
| Probabilistic Actor-Critic: Learning to Explore with PAC-Bayes Uncertainty B Tasdighi, N Werge, YS Wu, M Kandemir arXiv preprint arXiv:2402.03055, 2024 | | 2024 |
| On Adaptive Stochastic Optimization for Streaming Data: A Newton's Method with O(dN) Operations A Godichon-Baggioni, N Werge arXiv preprint arXiv:2311.17753, 2023 | | 2023 |
| Demystifying the Myths and Legends of Nonconvex Convergence of SGD A Dutta, EH Bergou, S Boucherouite, N Werge, M Kandemir, X Li arXiv preprint arXiv:2310.12969, 2023 | | 2023 |
| BOF-UCB: A Bayesian-Optimistic Frequentist Algorithm for Non-Stationary Contextual Bandits N Werge, A Akgül, M Kandemir arXiv preprint arXiv:2307.03587, 2023 | | 2023 |
| Learning from time-dependent streaming data with online stochastic algorithms N Werge Sorbonne Université, 2022 | | 2022 |
Olivier WintenbergerLPSM, Sorbonne UniversityVerified email at upmc.fr
