Head of research @Califrais

Published articles

  • Non-asymptotic Analysis of Biased Adaptive Stochastic Approximation. Surendran, S., Godichon-Baggioni, A., Fermanian, A., Le Corff, S. (2024)
    in Advances in Neural Information Processing Systems
    article

  • The insertion method to invert the signature of a path. Fermanian, A., Chang, J., Lyons, T., Biau, G. (2024)
    in Recent Advances in Econometrics and Statistics, ed. Barigozzi, M., Hörmann, S., Paindaveine, D., Springer Cham
    article code

  • Dynamical Survival Analysis with Controlled Latent States. Bleistein, L., Nguyen, V. T., Fermanian, A., Guilloux, A. (2024)
    in Proceedings of the 41st International Conference on Machine Learning
    article code

  • Learning the Dynamics of Sparsely Observed Interacting Systems. Bleistein, L., Fermanian, A., Jannot, A.S., Guilloux, A. (2023)
    in Proceedings of the 40th International Conference on Machine Learning
    article code

  • New Directions in the Applications of Rough Path Theory. Fermanian, A., Lyons, T., Morrill, J., Salvi, C. (2023)
    in IEEE BITS the Information Theory Magazine
    article

  • Functional linear regression with truncated signatures. Fermanian, A. (2022)
    Journal of Multivariate Analysis, Vol. 192, 105031
    article code

  • Framing RNN as a kernel method: A neural ODE approach. Fermanian, A., Marion, P., Vert, J.P., Biau, G. (2021)
    in Advances in Neural Information Processing Systems, ed. Ranzato, M., Beygelzimer, A., Dauphin, Y., Liang, P.S. and Wortman Vaughan, J., Vol. 34, pp. 3121-3134, Curran Associates, Inc. (oral presentation)
    article code

  • Embedding and learning with signatures. Fermanian, A. (2021)
    Computational Statistics & Data Analysis, Vol. 157, 107148
    article code

Preprints

  • Online Policy Selection for Inventory Problems. Hihat, M., Fermanian, A. (2024)
    article

  • Multivariate Online Linear Regression for Hierarchical Forecasting. Hihat, M., Garrigos, G., Fermanian, A., Bussy, S. (2024)
    article

  • FLASH: a Fast joint model for Longitudinal And Survival data in High dimension. Nguyen, V. T., Fermanian, A., Guilloux, A., Barbieri, A., Zohar, S., Jannot, A.-S., Bussy, S. (2023)
    article code

  • Scaling ResNets in the Large-depth Regime. Marion, P., Fermanian, A., Biau, G., Vert, J.P. (2022)
    article code

  • A Generalised Signature Method for Multivariate Time Series Feature Extraction. Morrill, J., Fermanian, A., Kidger, P., Lyons, T. (2020)
    article code

PhD dissertation

I have defended my PhD thesis in October 2021, you can find my dissertation, entitled Learning time-dependent data with the signature transform here.

Conference proceedings and miscellaneous

  • Rough paths and SPDE. Bailleul, I., Bellingeri, C., Bruned, Y., Fermanian, A., Marie, N. (2023) in ESAIM: Proceedings and surveys, Vol. 74, pp. 169-184 article

  • Learning with signatures. Biau, G. and Fermanian, A. (2020)
    in Functional and High-Dimensional Statistics and Related Fields, pp. 19-26, Springer, Cham.
    article

  • Master thesis.(2018)
    pdf