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2020 – today
- 2024
[i9]Khaled AlNuaimi, Gautier Marti, Mathieu Ravaut, Abdulla AlKetbi, Andreas Henschel, Ra'ed M. Jaradat:
Enriching Datasets with Demographics through Large Language Models: What's in a Name? CoRR abs/2409.11491 (2024)- 2021
- [c10]Gautier Marti
, Victor Goubet, Frank Nielsen:
cCorrGAN: Conditional Correlation GAN for Learning Empirical Conditional Distributions in the Elliptope. GSI 2021: 613-620 - [i8]Gautier Marti, Victor Goubet, Frank Nielsen:
cCorrGAN: Conditional Correlation GAN for Learning Empirical Conditional Distributions in the Elliptope. CoRR abs/2107.10606 (2021) - 2020
- [c9]Gautier Marti:
CORRGAN: Sampling Realistic Financial Correlation Matrices Using Generative Adversarial Networks. ICASSP 2020: 8459-8463
2010 – 2019
- 2018
- [c8]Mikolaj Binkowski, Gautier Marti, Philippe Donnat:
Autoregressive Convolutional Neural Networks for Asynchronous Time Series. ICML 2018: 579-588 - 2017
- [b1]Gautier Marti:
Some contributions to the clustering of financial time series and applications to credit default swaps. (Quelques contributions aux méthodes de partitionnement automatique des séries temporelles financières, et applications aux couvertures de défaillance). University of Paris-Saclay, France, 2017 - [c7]Marc Szafraniec, Gautier Marti, Philippe Donnat:
Putting Self-Supervised Token Embedding on the Tables. ICMLA 2017: 707-710 - [i7]Mikolaj Binkowski, Gautier Marti, Philippe Donnat:
Autoregressive Convolutional Neural Networks for Asynchronous Time Series. CoRR abs/1703.04122 (2017) - [i6]Marc Szafraniec, Gautier Marti, Philippe Donnat:
Putting Self-Supervised Token Embedding on the Tables. CoRR abs/1708.04120 (2017) - 2016
- [j1]Philippe Donnat, Gautier Marti, Philippe Very:
Toward a generic representation of random variables for machine learning. Pattern Recognit. Lett. 70: 24-31 (2016) - [c6]Gautier Marti, Frank Nielsen, Philippe Donnat:
Optimal copula transport for clustering multivariate time series. ICASSP 2016: 2379-2383 - [c5]Gautier Marti, Sébastien Andler, Frank Nielsen, Philippe Donnat:
Clustering Financial Time Series: How Long Is Enough?. IJCAI 2016: 2583-2589 - [c4]Gautier Marti, Sébastien Andler, Frank Nielsen, Philippe Donnat:
Exploring and measuring non-linear correlations: Copulas, Lightspeed Transportation and Clustering. NIPS Time Series Workshop 2016: 59-69 - [c3]Gautier Marti, Sébastien Andler, Frank Nielsen, Philippe Donnat:
Optimal transport vs. Fisher-Rao distance between copulas for clustering multivariate time series. SSP 2016: 1-5 - 2015
- [c2]Gautier Marti, Frank Nielsen, Philippe Very, Philippe Donnat:
Clustering Random Walk Time Series. GSI 2015: 675-684 - [c1]Gautier Marti, Philippe Very, Philippe Donnat, Frank Nielsen:
A Proposal of a Methodological Framework with Experimental Guidelines to Investigate Clustering Stability on Financial Time Series. ICMLA 2015: 32-37 - [i5]Gautier Marti, Philippe Very, Philippe Donnat:
Toward a generic representation of random variables for machine learning. CoRR abs/1506.00976 (2015) - [i4]Gautier Marti, Frank Nielsen, Philippe Very, Philippe Donnat:
Comment partitionner automatiquement des marches aléatoires ? Avec application à la finance quantitative. CoRR abs/1506.09163 (2015) - [i3]Gautier Marti, Philippe Donnat, Frank Nielsen, Philippe Very:
HCMapper: An interactive visualization tool to compare partition-based flat clustering extracted from pairs of dendrograms. CoRR abs/1507.08137 (2015) - [i2]Gautier Marti, Philippe Very, Philippe Donnat, Frank Nielsen:
A proposal of a methodological framework with experimental guidelines to investigate clustering stability on financial time series. CoRR abs/1509.05475 (2015) - [i1]Gautier Marti, Frank Nielsen, Philippe Donnat:
Optimal Copula Transport for Clustering Multivariate Time Series. CoRR abs/1509.08144 (2015)
Coauthor Index
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