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Applications

Applied examples using R-INLA and inlabru on concrete finance problems, with a focus on forecasting, risk, and decision support.

Daily joint prediction of CAC40 opening and closing levels

This application studies a joint forecasting problem for the CAC 40 opening and closing levels. Rather than treating the intraday move as a single response, the…
Apr 12, 2026
Olivier Supplisson
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Olivier Supplisson (2026).