Personal profile
Research interests
Engineering and Technology
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Dive into the research topics where Jean-David Fermanian is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Distribution Free Tests for Model Selection Based on Maximum Mean Discrepancy with Estimated Parameters
Brück, F., Fermanian, J. D. & Min, A., 1 Jan 2025, In: Journal of Machine Learning Research. 26Research output: Contribution to journal › Article › peer-review
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Fair Learning by Model Averaging
Fermanian, J. D., Guégan, D. & Liu, X., 1 May 2025, In: Risk and Decision Analysis. 11, 1-2, p. 20-49 30 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Machine learning & fairness: an integrated multicriteria approach for the evaluation of supervised classifiers
Fermanian, J. D., Xidonas, P. & Corrente, S., 1 Jan 2025, (Accepted/In press) In: Journal of the Operational Research Society.Research output: Contribution to journal › Article › peer-review
Open Access -
Model-based vs. agnostic methods for the prediction of time-varying covariance matrices
Fermanian, J. D., Poignard, B. & Xidonas, P., 1 Mar 2025, In: Annals of Operations Research. 346, 1, p. 511-548 38 p.Research output: Contribution to journal › Article › peer-review
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Model-based vs. agnostic methods for the prediction of time-varying covariance matrices
Fermanian, J. D., Poignard, B. & Xidonas, P., 1 Jan 2024, (Accepted/In press) In: Annals of Operations Research.Research output: Contribution to journal › Article › peer-review
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Risk Budgeting portfolios: Existence and computation
Cetingoz, A. R., Fermanian, J. D. & Guéant, O., 1 Jul 2024, In: Mathematical Finance. 34, 3, p. 896-924 29 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Sparse M-estimators in semi-parametric copula models
Fermanian, J. D. & Poignard, B., 1 Aug 2024, In: Bernoulli. 30, 3, p. 2475-2500 26 p.Research output: Contribution to journal › Article › peer-review
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A corrected Clarke test for model selection and beyond
Brück, F., Fermanian, J. D. & Min, A., 1 Jul 2023, In: Journal of Econometrics. 235, 1, p. 105-132 28 p.Research output: Contribution to journal › Article › peer-review
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Estimation of Copulas via Maximum Mean Discrepancy
Alquier, P., Chérief-Abdellatif, B. E., Derumigny, A. & Fermanian, J. D., 1 Jan 2023, In: Journal of the American Statistical Association. 118, 543, p. 1997-2012 16 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Testing for equality between conditional copulas given discretized conditioning events
Derumigny, A., Fermanian, J. D. & Min, A., 1 Dec 2023, In: Canadian Journal of Statistics. 51, 4, p. 1084-1110 27 p.Research output: Contribution to journal › Article › peer-review
Open Access