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Generalized FGM dependence: Geometrical representation and convex boun

Publication: Generalized FGM dependence: Geometrical representation and convex bounds on sums. Published Jun 15, 2024.

Research & Papers
arxiv.orgPublished Jun 15, 2024
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Overview

Publication: Generalized FGM dependence: Geometrical representation and convex bounds on sums. Published Jun 15, 2024.

Publication information

Publication title
Generalized FGM dependence: Geometrical representation and convex bounds on sums
Authors
Hélène Cossette, Etienne Marceau, Alessandro Mutti, Patrizia Semeraro
Published
Jun 15, 2024
Last publication revision
Oct 8, 2024
Subject areas
q-fin.MF, math.ST
Publication source
arxiv.org · abs/2406.10648v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2406.10648 ↗

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
RepositoryChecked capture

DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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