no code implementations • 19 Sep 2018 • Jessica Martin, Anthony Réveillac
In this paper we provide an alternative framework to tackle the first-best Principal-Agent problem under CARA utilities.
no code implementations • 2 Oct 2017 • Thomas Epelbaum, Fabrice Gamboa, Jean-Michel Loubes, Jessica Martin
In this paper, we propose deep learning architectures (FNN, CNN and LSTM) to forecast a regression model for time dependent data.