Gautier Marti

Orcid: 0000-0001-6497-5702

According to our database1, Gautier Marti authored at least 16 papers between 2015 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2024
Mapping Hong Kong's Financial Ecosystem: A Network Analysis of the SFC's Licensed Professionals and Institutions.
CoRR, 2024

Enriching Datasets with Demographics through Large Language Models: What's in a Name?
CoRR, 2024

2021
cCorrGAN: Conditional Correlation GAN for Learning Empirical Conditional Distributions in the Elliptope.
Proceedings of the Geometric Science of Information - 5th International Conference, 2021

2020
CORRGAN: Sampling Realistic Financial Correlation Matrices Using Generative Adversarial Networks.
Proceedings of the 2020 IEEE International Conference on Acoustics, 2020

2018
Autoregressive Convolutional Neural Networks for Asynchronous Time Series.
Proceedings of the 35th International Conference on Machine Learning, 2018

2017
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).
PhD thesis, 2017

Putting Self-Supervised Token Embedding on the Tables.
Proceedings of the 16th IEEE International Conference on Machine Learning and Applications, 2017

2016
Toward a generic representation of random variables for machine learning.
Pattern Recognit. Lett., 2016

Optimal transport vs. Fisher-Rao distance between copulas for clustering multivariate time series.
Proceedings of the IEEE Statistical Signal Processing Workshop, 2016

Exploring and measuring non-linear correlations: Copulas, Lightspeed Transportation and Clustering.
Proceedings of the NIPS 2016 Time Series Workshop, 2016

Clustering Financial Time Series: How Long Is Enough?.
Proceedings of the Twenty-Fifth International Joint Conference on Artificial Intelligence, 2016

Optimal copula transport for clustering multivariate time series.
Proceedings of the 2016 IEEE International Conference on Acoustics, 2016

2015
Comment partitionner automatiquement des marches aléatoires ? Avec application à la finance quantitative.
CoRR, 2015

HCMapper: An interactive visualization tool to compare partition-based flat clustering extracted from pairs of dendrograms.
CoRR, 2015

A Proposal of a Methodological Framework with Experimental Guidelines to Investigate Clustering Stability on Financial Time Series.
Proceedings of the 14th IEEE International Conference on Machine Learning and Applications, 2015

Clustering Random Walk Time Series.
Proceedings of the Geometric Science of Information - Second International Conference, 2015


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