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Daily joint prediction of CAC40 opening and closing levels
Applications
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
Censored binomial likelihood in R-INLA
Methods
Download
cloglike-censored-binomial.c
Apr 12, 2026
Olivier Supplisson
Univariate P-splines in R-INLA and inlabru
Methods
P-splines combine a flexible B-spline basis with a roughness penalty on the coefficients. Their main practical objective is to make model specification more robust to the…
Apr 12, 2026
Olivier Supplisson
Welcome!
News
Welcome to my brand-new blog. If you would like to know more about my academic and professional background, you can visit my LinkedIn or read my CV. I hope you will find the…
Apr 12, 2026
Olivier Supplisson
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