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Intermittent process analysis with scattering moments
Jean-François Muzy
,
Emmanuel Bacry
,
Stéphane Mallat
,
Joan Bruna
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hal-01297107v1
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THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS
J. F. Muzy
,
Emmanuel Bacry
,
A. Arneodo
International journal of bifurcation and chaos in applied sciences and engineering , 1994, 4 (2), pp.245-302. ⟨10.1142/s0218127494000204⟩
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hal-01557136v1
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Concentration for matrix martingales in continuous time and microscopic activity of social networks
Emmanuel Bacry
,
J.-F. Muzy
,
Stéphane Gaïffas
Probability Theory and Related Fields, 2017
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hal-02409098v1
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Analysis of order book flows using a non-parametric estimation of the branching ratio matrix
M. Achab
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Emmanuel Bacry
,
J. Muzy
,
M. Rambaldi
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hal-02399477v1
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ZiMM: a deep learning model for long term adverse events with non-clinical claims data
Anastasiia Kabeshova
,
Yiyang Yu
,
Bertrand Lukacs
,
Emmanuel Bacry
,
Stéphane Gaïffas
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hal-02409033v1
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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
Maryan Morel
,
Benjamin Bouyer
,
Agathe Guilloux
,
Moussa Laanani
,
Fanny Leroy
,
et al.
2021
Pré-publication, Document de travail
hal-03438806v1
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Sparse and low-rank multivariate Hawkes processes
Emmanuel Bacry
,
Martin Bompaire
,
Stéphane Gaïffas
,
Jean-François Muzy
Journal of Machine Learning Research, 2020, 21 (50), pp.1 - 32
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hal-02735273v1
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Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics
Emmanuel Bacry
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Thibault Jaisson
,
Jean-François Muzy
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hal-01313833v1
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First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation
Emmanuel Bacry
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Jean-François Muzy
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hal-01313834v1
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Linear processes in high dimensions: Phase space and critical properties
Iacopo Mastromatteo
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Emmanuel Bacry
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Jean-François Muzy
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hal-01313839v1
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Dual Optimization for convex constrained objectives without the gradient-Lipschitz assumptions
Stéphane Gaïffas
,
Martin Bompaire
,
Emmanuel Bacry
2021
Pré-publication, Document de travail
hal-02409079v1
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Predicting the Solar Potential of Rooftops using Image Segmentation and Structured Data
Daniel de Barros Soares
,
François Andrieux
,
Bastien Hell
,
Julien Lenhardt
,
Jordi Badosa
,
et al.
NIPS Proceedings, 2021
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hal-03438761v1
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Multifractal formalism for fractal signals: The structure-function approach versus the wavelet-transform modulus-maxima method
Jean-François Muzy
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Emmanuel Bacry
,
Alain Arnéodo
Article dans une revue
hal-01557138v1
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Hawkes Processes in Finance
Emmanuel Bacry
,
Iacopo Mastromatteo
,
Jean-François Muzy
Article dans une revue
hal-01313838v1
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Uncovering Causality from Multivariate Hawkes Integrated Cumulants
Massil Achab
,
Emmanuel Bacry
,
Stéphane Gaïffas
,
Iacopo Mastromatteo
,
Jean-François Muzy
Journal of Machine Learning Research, 2018, 18, pp.192
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hal-02393136v1
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Random cascades on wavelet dyadic trees
Alain Arneodo
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Emmanuel Bacry
,
Jean-François Muzy
Article dans une revue
hal-01557121v1
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Multifractal analysis in a mixed asymptotic framework
Emmanuel Bacry
,
Arnaud Gloter
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Marc Hoffmann
,
J.-F. Muzy
Article dans une revue
hal-00604467v1
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Harmonic Decomposition of Audio Signals with Matching Pursuit
Rémi Gribonval
,
Emmanuel Bacry
Article dans une revue
inria-00576203v1
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Classification et détection de signaux à l'aide de la transformée en ondelettes
Rémi Gribonval
,
Emmanuel Bacry
,
Stéphane Mallat
Actes des rencontres 1998 de la Société Francophone de Classification (SFC'98), Sep 1998, Montpellier, France
Communication dans un congrès
inria-00576653v1
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Analysis of Sound Signals with High Resolution Matching Pursuit
Rémi Gribonval
,
Emmanuel Bacry
,
Stéphane Mallat
,
Philippe Depalle
,
Xavier Rodet
Communication dans un congrès
inria-00576196v1
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Sound Signals Decomposition Using a High Resolution Matching Pursuit
Rémi Gribonval
,
Philippe Depalle
,
Xavier Rodet
,
Emmanuel Bacry
,
Stéphane Mallat
Proc. Int. Computer Music Conf. (ICMC'96), Aug 1996, Hong-Kong, Hong Kong SAR China. pp.293-296
Communication dans un congrès
inria-00576655v1
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Singularity spectrum of multifractal functions involving oscillating singularities
A. Arneodo
,
Emmanuel Bacry
,
S. Jaffard
,
J. F. Muzy
Article dans une revue
istex
hal-01557117v1
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BEYOND CLASSICAL MULTIFRACTAL ANALYSIS USING WAVELETS: UNCOVERING A MULTIPLICATIVE PROCESS HIDDEN IN THE GEOMETRICAL COMPLEXITY OF DIFFUSION LIMITED AGGREGATES
A. Arneodo
,
Françoise Argoul
,
J. F. Muzy
,
M. Tabard
,
Emmanuel Bacry
Article dans une revue
hal-01556994v1
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Nucleotide composition effects on the long-range correlations in human genes
A. Arneodo
,
Y. d'Aubenton-Carafa
,
B. Audit
,
Emmanuel Bacry
,
J. F. Muzy
,
et al.
The European Physical Journal B: Condensed Matter and Complex Systems, 1998, 1 (2), pp.259-263. ⟨10.1007/s100510050180⟩
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istex
hal-01557119v1
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Log-normal continuous cascade model of asset returns: aggregation properties and estimation
Emmanuel Bacry
,
Alexey Kozhemyak
,
Jean-François Muzy
Article dans une revue
hal-01313842v1
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Oscillating singularities in locally self-similar functions
Alain Arneodo
,
Emmanuel Bacry
,
Jean-François Muzy
Article dans une revue
hal-01557134v1
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Some limit theorems for Hawkes processes and application to financial statistics
Emmanuel Bacry
,
Sylvain Delattre
,
Marc Hoffmann
,
Jean-François Muzy
Article dans une revue
hal-01313994v1
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WAVELETS AND MULTIFRACTAL FORMALISM FOR SINGULAR SIGNALS - APPLICATION TO TURBULENCE DATA
J. F. Muzy
,
Emmanuel Bacry
,
A. Arneodo
Article dans une revue
hal-01557140v1
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Modelling microstructure noise with mutually exciting point processes
Emmanuel Bacry
,
Sylvain Delattre
,
Marc Hoffmann
,
Jean-François Muzy
Article dans une revue
hal-00779787v1
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Characterizing long-range correlations in DNA-sequences from wavelet analysis
Alain Arneodo
,
Emmanuel Bacry
,
P. V. Graves
,
Jean-François Muzy
Article dans une revue
hal-01557132v1
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