VWAP Execution with Signature-Enhanced Transformers: A Multi-Asset Learning Approach

Authors: Genet, Remi

Subject Terms: Quantitative Finance - Statistical Finance, Computer Science - Machine Learning

Access URL: http://arxiv.org/abs/2503.02680

Recurrent Neural Networks for Dynamic VWAP Execution: Adaptive Trading Strategies with Temporal Kolmogorov-Arnold Networks

Authors: Genet, Remi

Subject Terms: Quantitative Finance - Statistical Finance, Computer Science - Machine Learning

Access URL: http://arxiv.org/abs/2502.18177

Deep Learning for VWAP Execution in Crypto Markets: Beyond the Volume Curve

Authors: Genet, Remi

Subject Terms: Quantitative Finance - Statistical Finance, Computer Science - Machine Learning

Access URL: http://arxiv.org/abs/2502.13722

SigGate: Enhancing Recurrent Neural Networks with Signature-Based Gating Mechanisms

Authors: Genet, Rémi, Inzirillo, Hugo

Subject Terms: Computer Science - Machine Learning

Access URL: http://arxiv.org/abs/2502.09318

STAN: Smooth Transition Autoregressive Networks

Authors: Inzirillo, Hugo, Genet, Remi

Subject Terms: Computer Science - Machine Learning

Access URL: http://arxiv.org/abs/2501.18699

Keras Sig: Efficient Path Signature Computation on GPU in Keras 3

Authors: Genet, Rémi, Inzirillo, Hugo

Subject Terms: Computer Science - Machine Learning, Computer Science - Distributed, Parallel, and Cluster Computing

Access URL: http://arxiv.org/abs/2501.08455

Finite Element Neural Network Interpolation. Part I: Interpretable and Adaptive Discretization for Solving PDEs

Authors: Škardová, Kateřina, Daby-Seesaram, Alexandre, Genet, Martin

Subject Terms: Mathematics - Numerical Analysis, Computer Science - Machine Learning, Physics - Computational Physics

Access URL: http://arxiv.org/abs/2412.05719

Finite Element Neural Network Interpolation. Part II: Hybridisation with the Proper Generalised Decomposition for non-linear surrogate modelling

Authors: Daby-Seesaram, Alexandre, Škardová, Kateřina, Genet, Martin

Subject Terms: Physics - Computational Physics

Access URL: http://arxiv.org/abs/2412.05714

CaAdam: Improving Adam optimizer using connection aware methods

Authors: Genet, Remi, Inzirillo, Hugo

Subject Terms: Computer Science - Machine Learning

Access URL: http://arxiv.org/abs/2410.24216

A Temporal Linear Network for Time Series Forecasting

Authors: Genet, Remi, Inzirillo, Hugo

Subject Terms: Computer Science - Machine Learning

Access URL: http://arxiv.org/abs/2410.21448

Common Cause Failures Quantification in Fault Trees: A Space-specific Analysis and Methodology

Authors: Giugliarelli, Marco, Genet, Emilien

Source: 2024 IEEE Aerospace Conference Aerospace Conference, 2024 IEEE. :1-19 Mar, 2024

Relation: 2024 IEEE Aerospace Conference

A Gated Residual Kolmogorov-Arnold Networks for Mixtures of Experts

Authors: Inzirillo, Hugo, Genet, Remi

Subject Terms: Computer Science - Machine Learning, Computer Science - Neural and Evolutionary Computing

Access URL: http://arxiv.org/abs/2409.15161

Neurosymbolic Methods for Dynamic Knowledge Graphs

Authors: Alam, Mehwish, Gesese, Genet Asefa, Paris, Pierre-Henri

Subject Terms: Computer Science - Artificial Intelligence

Access URL: http://arxiv.org/abs/2409.04572

NFDI4DSO: Towards a BFO Compliant Ontology for Data Science

Authors: Gesese, Genet Asefa, Waitelonis, Jörg, Chen, Zongxiong, Schimmler, Sonja, Sack, Harald

Subject Terms: Computer Science - Artificial Intelligence, Computer Science - Databases

Access URL: http://arxiv.org/abs/2408.08698

Chirality and dimensionality in the ultrastrong light-matter coupling regime

Authors: Avriller, R., Genet, C.

Subject Terms: Physics - Optics, Condensed Matter - Mesoscale and Nanoscale Physics

Access URL: http://arxiv.org/abs/2408.01275

SigKAN: Signature-Weighted Kolmogorov-Arnold Networks for Time Series

Authors: Inzirillo, Hugo, Genet, Remi

Subject Terms: Computer Science - Machine Learning

Access URL: http://arxiv.org/abs/2406.17890

A Temporal Kolmogorov-Arnold Transformer for Time Series Forecasting

Authors: Genet, Remi, Inzirillo, Hugo

Subject Terms: Computer Science - Machine Learning

Access URL: http://arxiv.org/abs/2406.02486

TKAN: Temporal Kolmogorov-Arnold Networks

Authors: Genet, Remi, Inzirillo, Hugo

Subject Terms: Computer Science - Machine Learning, Computer Science - Artificial Intelligence

Access URL: http://arxiv.org/abs/2405.07344

Incremental Plasma Etching and Depletion of Metal Mask for Generating ARSS on Fused Silica Optical Windows

Authors: Vaca, Benjamin A., Yoshino, Jude K., Genet, William E., Benge, Tyler A., Aggarwal, Ishwar D., Hutchens, Thomas C.

Source: 2024 Conference on Lasers and Electro-Optics (CLEO) Lasers and Electro-Optics (CLEO), 2024 Conference on. :1-2 May, 2024

Relation: 2024 Conference on Lasers and Electro-Optics (CLEO)

Metal Etch Mask Morphology for Silica Optical Windows Verified by Transmission Spectra

Authors: Vaca, Benjamin A., Yoshino, Jude K., Genet, William E., Benge, Tyler A., Aggarwal, Ishwar D., Hutchens, Thomas C.

Source: 2024 Conference on Lasers and Electro-Optics (CLEO) Lasers and Electro-Optics (CLEO), 2024 Conference on. :1-2 May, 2024

Relation: 2024 Conference on Lasers and Electro-Optics (CLEO)