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Emmanuel Bacry
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Journal Articles
- 2024
- [j13]Maria A Rujano, Jan-Willem Boiten, Christian Ohmann, Steve Canham, Sergio Contrino, Romain David, Jonathan Ewbank, Claudia Filippone, Claire Connellan, Ilse Custers, Rick van Nuland, Michaela Theresia Mayrhofer, Petr Holub, Eva García Álvarez, Emmanuel Bacry, Nigel Hughes, Mallory Ann Freeberg, Birgit Schaffhauser, Harald Wagener, Alex Sánchez-Pla, Guido Bertolini, Maria Panagiotopoulou:
Sharing sensitive data in life sciences: an overview of centralized and federated approaches. Briefings Bioinform. 25(4) (2024) - 2020
- [j12]Emmanuel Bacry, Stéphane Gaïffas, Fanny Leroy, Maryan Morel, Dinh Phong Nguyen, Youcef Sebiat, Dian Sun:
SCALPEL3: A scalable open-source library for healthcare claims databases. Int. J. Medical Informatics 141: 104203 (2020) - [j11]Anastasiia Kabeshova, Yiyang Yu, Bertrand Lukacs, Emmanuel Bacry, Stéphane Gaïffas:
ZiMM: A deep learning model for long term and blurry relapses with non-clinical claims data. J. Biomed. Informatics 110: 103531 (2020) - [j10]Emmanuel Bacry, Martin Bompaire, Stéphane Gaïffas, Jean-François Muzy:
Sparse and low-rank multivariate Hawkes processes. J. Mach. Learn. Res. 21: 50:1-50:32 (2020) - 2017
- [j9]Massil Achab, Emmanuel Bacry, Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy:
Uncovering Causality from Multivariate Hawkes Integrated Cumulants. J. Mach. Learn. Res. 18: 192:1-192:28 (2017) - [j8]Emmanuel Bacry, Martin Bompaire, Philip Deegan, Stéphane Gaïffas, Søren Poulsen:
tick: a Python Library for Statistical Learning, with an emphasis on Hawkes Processes and Time-Dependent Models. J. Mach. Learn. Res. 18: 214:1-214:5 (2017) - 2016
- [j7]Emmanuel Bacry, Jean-François Muzy:
First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation. IEEE Trans. Inf. Theory 62(4): 2184-2202 (2016) - 2012
- [j6]Emmanuel Bacry, Laurent Duvernet, Jean-François Muzy:
Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns. J. Appl. Probab. 49(2): 482-502 (2012) - 2011
- [j5]Ilya Pollak, Marco Avellaneda, Emmanuel Bacry, Rama Cont, Sanjeev R. Kulkarni:
Improving the Visibility of Financial Applications Among Signal Processing Researchers[From the Guest Editors]. IEEE Signal Process. Mag. 28(5): 14-15 (2011) - 2008
- [j4]Guoshen Yu, Stéphane Mallat, Emmanuel Bacry:
Audio Denoising by Time-Frequency Block Thresholding. IEEE Trans. Signal Process. 56(5): 1830-1839 (2008) - 2003
- [j3]Gianpaolo Evangelista, Mark Kahrs, Emmanuel Bacry:
Editorial. EURASIP J. Adv. Signal Process. 2003(10): 939-940 (2003) - [j2]Rémi Gribonval, Emmanuel Bacry:
Harmonic decomposition of audio signals with matching pursuit. IEEE Trans. Signal Process. 51(1): 101-111 (2003) - 2002
- [j1]Benjamin Audit, Emmanuel Bacry, Jean-François Muzy, Alain Arneodo:
Wavelet-based estimators of scaling behavior. IEEE Trans. Inf. Theory 48(11): 2938-2954 (2002)
Conference and Workshop Papers
- 2017
- [c4]Massil Achab, Emmanuel Bacry, Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy:
Uncovering Causality from Multivariate Hawkes Integrated Cumulants. ICML 2017: 1-10 - 2011
- [c3]Emmanuel Bacry, Sylvain Delattre, Marc Hoffmann, Jean-François Muzy:
Modeling microstructure noise using Hawkes processes. ICASSP 2011: 5740-5743 - 2007
- [c2]Guoshen Yu, Emmanuel Bacry, Stéphane Mallat:
Audio Signal Denoising with Complex Wavelets and Adaptive Block Attenuation. ICASSP (3) 2007: 869-872 - 1996
- [c1]Rémi Gribonval, Philippe Depalle, Xavier Rodet, Emmanuel Bacry, Stéphane Mallat:
Sound Signals Decomposition Using a High Resolution Matching Pursuit. ICMC 1996
Informal and Other Publications
- 2024
- [i11]Justine Frija, Juliette Millet, Emilie Bequignon, Ala Covali, Guillaume Cathelain, Josselin Houenou, Helene Benzaquen, Pierre Alexis Geoffroy, Emmanuel Bacry, Mathieu Grajoszex, Marie-Pia d Ortho:
Validation of a new, minimally-invasive, software smartphone device to predict sleep apnea and its severity: transversal study. CoRR abs/2406.16953 (2024) - [i10]Konark Jain, Jean-François Muzy, Jonathan Kochems, Emmanuel Bacry:
No Tick-Size Too Small: A General Method for Modelling Small Tick Limit Order Books. CoRR abs/2410.08744 (2024) - 2023
- [i9]Ruihua Ruan, Emmanuel Bacry, Jean-François Muzy:
Agent market orders representation through a contrastive learning approach. CoRR abs/2306.05987 (2023) - 2021
- [i8]Daniel de Barros Soares, François Andrieux, Bastien Hell, Julien Lenhardt, Jordi Badosa, Sylvain Gavoille, Stéphane Gaïffas, Emmanuel Bacry:
Predicting the Solar Potential of Rooftops using Image Segmentation and Structured Data. CoRR abs/2106.15268 (2021) - 2020
- [i7]Ibrahim Merad, Yiyang Yu, Emmanuel Bacry, Stéphane Gaïffas:
About contrastive unsupervised representation learning for classification and its convergence. CoRR abs/2012.01064 (2020) - 2019
- [i6]Emmanuel Bacry, Stéphane Gaïffas, Fanny Leroy, Maryan Morel, Dinh Phong Nguyen, Youcef Sebiat, Dian Sun:
SCALPEL3: a scalable open-source library for healthcare claims databases. CoRR abs/1910.07045 (2019) - [i5]Emmanuel Bacry, Stéphane Gaïffas, Anastasiia Kabeshova, Yiyang Yu:
ZiMM: a deep learning model for long term adverse events with non-clinical claims data. CoRR abs/1911.05346 (2019) - 2018
- [i4]Martin Bompaire, Emmanuel Bacry, Stéphane Gaïffas:
Dual optimization for convex constrained objectives without the gradient-Lipschitz assumption. CoRR abs/1807.03545 (2018) - 2016
- [i3]Massil Achab, Emmanuel Bacry, Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy:
Uncovering Causality from Multivariate Hawkes Integrated Cumulants. CoRR abs/1607.06333 (2016) - 2015
- [i2]Massil Achab, Agathe Guilloux, Stéphane Gaïffas, Emmanuel Bacry:
SGD with Variance Reduction beyond Empirical Risk Minimization. CoRR abs/1510.04822 (2015) - [i1]Emmanuel Bacry, Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy:
Mean-field inference of Hawkes point processes. CoRR abs/1511.01512 (2015)
Coauthor Index
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