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Thibault BOURGERON, Edmond LEZMI, Thierry RONCALLI
In the last five years, the financial industry has been impacted by the emergence of digitalization and machine learning. In this article, we explore two methods that have undergone rapid development in recent years: Gaussian processes and Bayesian optimization.
Joan GONZALVEZ, Edmond LEZMI, Thierry RONCALLI, Jiali XU