| Spatiotemporal Adaptive Neural Network for Long-term Forecasting of Financial Time Series P Chatigny, JM Patenaude, S Wang arXiv preprint arXiv:2003.12194, 2020 | 15* | 2020 |
| Asset pricing with attention guided deep learning P Chatigny, R Goyenko, C Zhang Available at SSRN 3971876, 2021 | 9 | 2021 |
| A variable-order regime switching model to identify significant patterns in financial markets P Chatigny, R Chen, JM Patenaude, S Wang 2018 IEEE International Conference on Data Mining (ICDM), 887-892, 2018 | 5 | 2018 |
| Neural forecasting at scale P Chatigny, S Wang, JM Patenaude, BN Oreshkin arXiv preprint arXiv:2109.09705, 2021 | 3 | 2021 |
| Learning the efficient frontier P Chatigny, I Sergienko, R Ferguson, J Weir, M Bergeron Advances in Neural Information Processing Systems 36, 2024 | | 2024 |
| Méthode par gabarit à ordre variable pour la prédiction de séries chronologiques financières P Chatigny Université de Sherbrooke, 2022 | | 2022 |
Jean-Marc PatenaudeLaplace InsightsVerified email at laplaceinsights.com
