Browsing CEREMADE : Publications by Author "Bacry, Emmanuel"

About contrastive unsupervised representation learning for classification and its convergence

Merad, Ibrahim; Yu, Yiyang; Bacry, Emmanuel; Gaïffas, Stéphane (2021) Document de travail / Working paper

Concentration inequalities for matrix martingales in continuous time

Bacry, Emmanuel; Muzy, Jean-François; Gaïffas, Stéphane (2018) Article accepté pour publication ou publié

ConvSCCS: convolutional self-controlled case-seris model for lagged adverser event detection

Morel, Maryan; Bacry, Emmanuel; Gaïffas, Stéphane; Guilloux, Agathe; Leroy, Fanny (2019) Article accepté pour publication ou publié

Disentangling and quantifying market participant volatility contributions

Rambaldi, Marcello; Bacry, Emmanuel; Muzy, Jean-François (2019) Article accepté pour publication ou publié

Dual Optimization for convex constrained objectives without the gradient-Lipschitz assumptions

Bompaire, Martin; Gaïffas, Stéphane; Bacry, Emmanuel (2018) Document de travail / Working paper

From rough to multifractal volatility: The log S-fBM model

Wu, Peng; Muzy, Jean-François; Bacry, Emmanuel (2022) Article accepté pour publication ou publié

Modelling microstructure noise with mutually exciting point processes

Muzy, Jean-François; Hoffmann, Marc; Delattre, Sylvain; Bacry, Emmanuel (2013) Article accepté pour publication ou publié

Predicting the Solar Potential of Rooftops using Image Segmentation and Structured Data

de Barros Soares, Daniel; Andrieux, François; Hell, Bastien; Lenhardt, Julien; Badosa, Jordi; Gavoille, Sylvain; Bacry, Emmanuel (2021) Communication / Conférence

Queue-reactive Hawkes models for the order flow

Wu, Peng; Rambaldi, Marcello; Muzy, Jean-François; Bacry, Emmanuel (2019) Document de travail / Working paper

SCALPEL3 : a scalable open-source library for healthcare claims databases

Bacry, Emmanuel; Gaïffas, Stéphane; Leroy, Fanny; Morel, Maryan; Nguyen, Dinh-Phong; Sebiat, Youcef; Sun, Dian (2020) Article accepté pour publication ou publié

SCALPEL3: a scalable open-source library for healthcare claims databases

Bacry, Emmanuel; Gaiffas, Stéphane; Leroy, Fanny; Morel, Maryan; Nguyen, D.P.; Sebiat, Youcef; Sun, D. (2019) Document de travail / Working paper

Screening anxiolytics, hypnotics, antidepressants and neuroleptics for bone fracture risk among elderly: a nation-wide dynamic multivariate self-control study using the SNDS claims database

Morel, Maryan; Bouyer, Benjamin; Guilloux, Agathe; LAANANI, Moussa; Leroy, Fanny; Nguyen, Dinh Phong; Sebiat, Youcef; Bacry, Emmanuel; Gaïffas, Stéphane (2021) Document de travail / Working paper

Self-exclusion in online poker gamblers: effect on time and money as compared to matched controls

Luquiens, Amandine; Dugravot, Aline; Panjo, Henri; Benyamina, Amine; Gaïffas, Stéphane; Bacry, Emmanuel (2019) Article accepté pour publication ou publié

Some limit theorems for Hawkes processes and application to financial statistics

Muzy, Jean-François; Delattre, Sylvain; Hoffmann, Marc; Bacry, Emmanuel (2013) Article accepté pour publication ou publié

Sparse and low-rank multivariate Hawkes processes

Bacry, Emmanuel; Bompaire, Martin; Gaïffas, Stéphane; Muzy, Jean-François (2020) Article accepté pour publication ou publié

Uncovering Causality from Multivariate Hawkes Integrated Cumulants

Achab, Massil; Bacry, Emmanuel; Gaïffas, Stéphane; Mastromatteo, Iacopo; Muzy, Jean-François (2017) Article accepté pour publication ou publié

ZiMM : a deep learning model for long term adverse events with non-clinical claims data

Kabeshova, Anastasiia; Yu, Yiyang; Lukacs, Bertrand; Bacry, Emmanuel; Gaïffas, Stéphane (2020) Article accepté pour publication ou publié