Emmanuel Bacry

According to our database, Emmanuel Bacry authored at least 25 papers between 1996 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

No Tick-Size Too Small: A General Method for Modelling Small Tick Limit Order Books.

Konark Jain, Jean-François Muzy, Jonathan Kochems, Emmanuel Bacry

CoRR, 2024

Validation of a new, minimally-invasive, software smartphone device to predict sleep apnea and its severity: transversal study.

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

CoRR, 2024

Sharing sensitive data in life sciences: an overview of centralized and federated approaches.

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

Briefings Bioinform., 2024

2023

Agent market orders representation through a contrastive learning approach.

Ruihua Ruan, Emmanuel Bacry, Jean-François Muzy

CoRR, 2023

2021

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

Daniel de Barros Soares, François Andrieux, Bastien Hell, Julien Lenhardt, Jordi Badosa, Sylvain Gavoille, Stéphane Gaïffas, Emmanuel Bacry

CoRR, 2021

2020

Sparse and low-rank multivariate Hawkes processes.

Emmanuel Bacry, Martin Bompaire, Stéphane Gaïffas, Jean-François Muzy

J. Mach. Learn. Res., 2020

ZiMM: A deep learning model for long term and blurry relapses with non-clinical claims data.

Anastasiia Kabeshova, Yiyang Yu, Bertrand Lukacs, Emmanuel Bacry, Stéphane Gaïffas

J. Biomed. Informatics, 2020

SCALPEL3: A scalable open-source library for healthcare claims databases.

Emmanuel Bacry, Stéphane Gaïffas, Fanny Leroy, Maryan Morel, Dinh Phong Nguyen, Youcef Sebiat, Dian Sun

Int. J. Medical Informatics, 2020

About contrastive unsupervised representation learning for classification and its convergence.

Ibrahim Merad, Yiyang Yu, Emmanuel Bacry, Stéphane Gaïffas

CoRR, 2020

2019

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

Emmanuel Bacry, Stéphane Gaïffas, Anastasiia Kabeshova, Yiyang Yu

CoRR, 2019

2018

Dual optimization for convex constrained objectives without the gradient-Lipschitz assumption.

Martin Bompaire, Emmanuel Bacry, Stéphane Gaïffas

CoRR, 2018

2017

tick: a Python Library for Statistical Learning, with an emphasis on Hawkes Processes and Time-Dependent Models.

Emmanuel Bacry, Martin Bompaire, Philip Deegan, Stéphane Gaïffas, Søren Poulsen

J. Mach. Learn. Res., 2017

Uncovering Causality from Multivariate Hawkes Integrated Cumulants.

Massil Achab, Emmanuel Bacry, Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy

J. Mach. Learn. Res., 2017

2016

First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation.

Emmanuel Bacry, Jean-François Muzy

IEEE Trans. Inf. Theory, 2016

2015

Mean-field inference of Hawkes point processes.

Emmanuel Bacry, Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy

CoRR, 2015

SGD with Variance Reduction beyond Empirical Risk Minimization.

Massil Achab, Agathe Guilloux, Stéphane Gaïffas, Emmanuel Bacry

CoRR, 2015

2012

Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns.

Emmanuel Bacry, Laurent Duvernet, Jean-François Muzy

J. Appl. Probab., 2012

2011

Improving the Visibility of Financial Applications Among Signal Processing Researchers[From the Guest Editors].

Ilya Pollak, Marco Avellaneda, Emmanuel Bacry, Rama Cont, Sanjeev R. Kulkarni

IEEE Signal Process. Mag., 2011

Modeling microstructure noise using Hawkes processes.

Emmanuel Bacry, Sylvain Delattre, Marc Hoffmann, Jean-François Muzy

Proceedings of the IEEE International Conference on Acoustics, 2011

2008

Audio Denoising by Time-Frequency Block Thresholding.

Guoshen Yu, Stéphane Mallat, Emmanuel Bacry

IEEE Trans. Signal Process., 2008

2007

Audio Signal Denoising with Complex Wavelets and Adaptive Block Attenuation.

Guoshen Yu, Emmanuel Bacry, Stéphane Mallat

Proceedings of the IEEE International Conference on Acoustics, 2007

2003

Harmonic decomposition of audio signals with matching pursuit.

Rémi Gribonval, Emmanuel Bacry

IEEE Trans. Signal Process., 2003

Editorial.

Gianpaolo Evangelista, Mark Kahrs, Emmanuel Bacry

EURASIP J. Adv. Signal Process., 2003

2002

Wavelet-based estimators of scaling behavior.

Benjamin Audit, Emmanuel Bacry, Jean-François Muzy, Alain Arneodo

IEEE Trans. Inf. Theory, 2002

1996

Sound Signals Decomposition Using a High Resolution Matching Pursuit.

Rémi Gribonval, Philippe Depalle, Xavier Rodet, Emmanuel Bacry, Stéphane Mallat

Proceedings of the 1996 International Computer Music Conference, 1996