Browsing CEREMADE (UMR CNRS 7534) by Author "Bacry, Emmanuel"
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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 -
Modelling microstructure noise with mutually exciting point processes
Muzy, Jean-François; Hoffmann, Marc; Delattre, Sylvain; Bacry, Emmanuel (2013) Article accepté pour publication ou publié -
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 (2019) 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 -
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 (2019) Document de travail / Working paper