Publications

Selected publications (click on the title to access paper)

Working papers

  • “Theoretical Comparison of the Functional Principal Component Analysis and Functional Partial Least Squares”, with Idriss Tsafack. Link to a 5 minutes video.
Theoretical Comparison of the Functional Principal Component Analysis and Functional Partial Least Squares by Marine Carrasco (University of Montreal)
  •  “Optimal Portfolio Selection Using Regularization”, with Nérée Noumon.


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