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Learning from time-dependent streaming data with online stochastic algorithms

Nicklas Werge
Statistics [math.ST]. Sorbonne Université, 2022. English. ⟨NNT : 2022SORUS217⟩
Thèse tel-03827838v1
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Non-Asymptotic Analysis of Stochastic Approximation Algorithms for Streaming Data

Antoine Godichon-Baggioni , Nicklas Werge , Olivier Wintenberger
2022
Pré-publication, Document de travail hal-03343481v3
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Learning from time-dependent streaming data with online stochastic algorithms

Antoine Godichon-Baggioni , Nicklas Werge , Olivier Wintenberger
2022
Pré-publication, Document de travail hal-03677328v1
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AdaVol: An Adaptive Recursive Volatility Prediction Method

Nicklas Werge , Olivier Wintenberger
Econometrics and Statistics , 2022, 23, pp.2452-3062. ⟨10.1016/j.ecosta.2021.01.004⟩
Article dans une revue hal-02733439v3
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On Adaptive Stochastic Optimization for Streaming Data: A Newton's Method with O(dN) Operations

Antoine Godichon-Baggioni , Nicklas Werge
2024
Pré-publication, Document de travail hal-04308712v2