Jean-Marc Patenaude

According to our database, Jean-Marc Patenaude authored at least 8 papers between 2018 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

Characterizing Financial Market Coverage using Artificial Intelligence.

Jean Marie Tshimula, D'Jeff K. Nkashama, Patrick Owusu, Marc Frappier, Pierre-Martin Tardif, Froduald Kabanza, Armelle Brun, Jean-Marc Patenaude, Shengrui Wang, Belkacem Chikhaoui

CoRR, 2023

Rethinking Temporal Dependencies in Multiple Time Series: A Use Case in Financial Data.

Patrick Asante Owusu, Etienne Gael Tajeuna, Jean-Marc Patenaude, Armelle Brun, Shengrui Wang

Proceedings of the IEEE International Conference on Data Mining, 2023

2022

Clustering-Based Cross-Sectional Regime Identification for Financial Market Forecasting.

Rongbo Chen, Mingxuan Sun, Kunpeng Xu, Jean-Marc Patenaude, Shengrui Wang

Proceedings of the Database and Expert Systems Applications, 2022

Dynamic Cross-sectional Regime Identification for Financial Market Prediction.

Rongbo Chen, Kunpeng Xu, Jean-Marc Patenaude, Shengrui Wang

Proceedings of the 46th IEEE Annual Computers, Software, and Applications Conferenc, 2022

2021

Spatiotemporal adaptive neural network for long-term forecasting of financial time series.

Philippe Chatigny, Jean-Marc Patenaude, Shengrui Wang

Int. J. Approx. Reason., 2021

Neural forecasting at scale.

Philippe Chatigny, Shengrui Wang, Jean-Marc Patenaude, Boris N. Oreshkin

CoRR, 2021

2020

Financial Time Series Representation Learning.

Philippe Chatigny, Jean-Marc Patenaude, Shengrui Wang

CoRR, 2020

2018

A Variable-Order Regime Switching Model to Identify Significant Patterns in Financial Markets.

Philippe Chatigny, Rongbo Chen, Jean-Marc Patenaude, Shengrui Wang

Proceedings of the IEEE International Conference on Data Mining, 2018