Biography
Rémi Genet is a researcher and lecturer in machine learning and computer science at Université Paris-Dauphine. He is currently pursuing his PhD in Finance, sponsored by Aplo, where his research focuses on deep learning techniques for forecasting and optimal trading execution in cryptocurrency markets. His academic work combines expertise in computer science, quantitative finance, and digital asset markets.
Publications
Communications sans actes
Genet R., Riva F. (2025), Poster Session: Deep Learning for VWAP Execution, 16th Annual Hedge Fund Research Conference, Paris, France
Genet R., Inzirillo H. (2024), Poster Session: Kolmogorov-Arnold Networks For Time Series Forecasting, 3e édition des Dauphine Digital Days, Paris, France
Prépublications / Cahiers de recherche
Inzirillo H., Genet R. (2025), STAN: Smooth Transition Autoregressive Networks, ArXiv
Genet R. (2025), Deep Learning for VWAP Execution in Crypto Markets: Beyond the Volume Curve, SSRN Working Paper Series, 45 p.
Genet R., Inzirillo H. (2025), Keras Sig: Efficient Path Signature Computation on GPU in Keras 3, ArXiv, 17 p. 
Genet R. (2025), Recurrent Neural Networks for Dynamic VWAP Execution: Adaptive Trading Strategies with Temporal Kolmogorov-Arnold Networks, SSRN Working Paper Series, 43 p.
Genet R., Inzirillo H. (2025), SigGate: Enhancing Recurrent Neural Networks with Signature-Based Gating Mechanisms, ArXiv
Genet R. (2025), VWAP Execution with Signature-Enhanced Transformers: A Multi-Asset Learning Approach, SSRN Electronic Journal
Inzirillo H., Genet R. (2025), Kolmogorov-arnold networks for time series analysis and forecasting: a survey, SSRN Electronic Journal
Inzirillo H., Genet R. (2024), A Gated Residual Kolmogorov-Arnold Networks for Mixtures of Experts, ArXiv, 14 p.
Genet R., Inzirillo H. (2024), TKAN: Temporal Kolmogorov-Arnold Networks, ArXiv, 6 p.
Genet R., Inzirillo H. (2024), CaAdam: Improving Adam optimizer using connection aware methods, ArXiv, 11 p.
Genet R., Inzirillo H. (2024), A Temporal Linear Network for Time Series Forecasting, ArXiv, 37 p.
Genet R., Inzirillo H. (2024), A Temporal Kolmogorov-Arnold Transformer for Time Series Forecasting, ArXiv, 8 p.
Inzirillo H., Genet R. (2024), SigKAN: Signature-Weighted Kolmogorov-Arnold Networks for Time Series, ArXiv, 8 p.