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Mamadou Yamar Thioub
Mamadou Yamar Thioub
PhD Student, Data Science, HEC Montreal
Verified email at hec.ca
Title
Cited by
Cited by
Year
Goodness‐of‐fit for regime‐switching copula models with application to option pricing
BR Nasri, BN Remillard, MY Thioub
Canadian Journal of Statistics 48 (1), 79-96, 2020
162020
Leveraging machine learning approaches for predicting potential Lyme disease cases and incidence rates in the United States using Twitter
S Boligarla, EKE Laison, J Li, R Mahadevan, A Ng, Y Lin, MY Thioub, ...
BMC Medical Informatics and Decision Making 23 (1), 217, 2023
42023
Are Information criteria good enough to choose the right the number of regimes in Hidden Markov Models?
BR Nasri, BN Rémillard, MY Thioub
arXiv preprint arXiv:2308.04374, 2023
2023
HMMcopula: Markov Regime Switching Copula Models Estimation and Goodness of Fit
BR Mamadou Yamar Thioub, Bouchra Nasri, Romanic Pieugueu
https://CRAN.R-project.org/package=HMMcopula, 2018
2018
Estimation et test d’adéquation pour des modèles de copules à changement de régime, avec application
MY Thioub, BN Rémillard, BR Nasri
2018
Estimation and Goodness-of-Fit for Regime-Switching Copula Models with Application to Option Pricing
BR Nasri, B Remillard, MY Thioub
Available at SSRN 3271474, 2018
2018
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