Time Series Forecasting with Transformer Models and application for Asset Management
Since its introduction in 2017 (Vaswani et al., 2017), the Transformer model has excelled in a wide range of tasks involving natural language processing...

Edmond is the Head of Alternative Quant Portfolio Strategy at Amundi Investment Institute. He is involved in the application of machine learning techniques, notably optimisation, Bayesian optimisation, graph neural networks and generative models.