Research
Research
Working Papers
Deep Learning for VWAP Execution in Crypto Markets: Beyond the Volume Curve
R Genet
Publication: arXiv preprint arXiv:2502.13722
Date: 2025-02-19
PDF | GitHub | Categories: VWAP Execution, Deep Learning, Time Series
STAN: Smooth Transition Autoregressive Networks
H Inzirillo, R Genet
Publication: arXiv preprint arXiv:2501.18699
Date: 2025-01-30
PDF | Categories: Deep Learning, Econometric, Keras, Time Series
Keras Sig: Efficient Path Signature Computation on GPU in Keras 3
R Genet, H Inzirillo
Publication: arXiv preprint arXiv:2501.08455
Date: 2025-01-14
PDF | GitHub | Categories: Path Signature, Deep Learning, Recurrent Neural Networks, Keras, GPU
CaAdam: Improving Adam optimizer using connection aware methods
R Genet, H Inzirillo
Publication: arXiv preprint arXiv:2410.24216
Date: 2024-10-31
PDF | GitHub | Categories: Machine Learning, Optimization, Adam, Deep Learning
A Temporal Linear Network for Time Series Forecasting
R Genet, H Inzirillo
Publication: arXiv preprint arXiv:2410.21448
Date: 2024-10-28
PDF | GitHub | Categories: Machine Learning, Time Series, Linear Model, Deep Learning
A Gated Residual Kolmogorov-Arnold Networks for Mixtures of Experts
H Inzirillo, R Genet
Publication: arXiv preprint arXiv:2409.15161
Date: 2024-09-23
PDF | GitHub | Categories: Machine Learning, Time Series, Mixtures of Experts, KAN
SigKAN: Signature-Weighted Kolmogorov-Arnold Networks for Time Series
H Inzirillo, R Genet
Publication: arXiv preprint arXiv:2406.17890
Date: 2024-06-25
PDF | GitHub | Categories: Machine Learning, Time Series, Signature Methods, KAN
A Temporal Kolmogorov-Arnold Transformer for Time Series Forecasting
R Genet, H Inzirillo
Publication: arXiv preprint arXiv:2406.02486
Date: 2024-06-04
PDF | GitHub | Categories: Machine Learning, Time Series, Transformers, KAN
Tkan: Temporal kolmogorov-arnold networks
R Genet, H Inzirillo
Publication: arXiv preprint arXiv:2405.07344
Date: 2024-05-12
PDF | GitHub | Categories: Machine Learning, Time Series, KAN
Conferences & Posters
Poster Session: Deep Learning for VWAP Execution
Authors: Genet R., Riva F.
Conference: 16th Annual Hedge Fund Research Conference, Paris, France
Date: 2025-01-01
Time Series Analysis with Signature-Weighted Kolmogorov-Arnold Networks
Authors: Rémi Genet
Conference: Turing Institute: Bridging Rough Paths and Deep Learning: New Frontiers
Date: 2024-01-01
Kolmogorov-Arnold Networks For Time Series Forecasting
Authors: Rémi Genet, Hugo Inzirillo
Conference: 3e édition des Dauphine Digital Days
Date: 2024-01-01