Zobrazeno 1 - 10
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pro vyhledávání: '"Bacry, Emmanuel"'
Autor:
Frija, Justine, Millet, Juliette, Bequignon, Emilie, Covali, Ala, Cathelain, Guillaume, Houenou, Josselin, Benzaquen, Helene, Geoffroy, Pierre Alexis, Bacry, Emmanuel, Grajoszex, Mathieu, Ortho, Marie-Pia d
Obstructive sleep apnea (OSA) is frequent and responsible for cardiovascular complications and excessive daytime sleepiness. It is underdiagnosed due to the difficulty to access the gold standard for diagnosis, polysomnography (PSG). Alternative meth
Externí odkaz:
http://arxiv.org/abs/2406.16953
Thanks to the access to the labeled orders on the CAC40 data from Euronext, we are able to analyze agents' behaviors in the market based on their placed orders. In this study, we construct a self-supervised learning model using triplet loss to effect
Externí odkaz:
http://arxiv.org/abs/2306.05987
The bid-ask spread, which is defined by the difference between the best selling price and the best buying price in a Limit Order Book at a given time, is a crucial factor in the analysis of financial securities. In this study, we propose a "State-dep
Externí odkaz:
http://arxiv.org/abs/2303.02038
We introduce a family of random measures $M_{H,T} (d t)$, namely log S-fBM, such that, for $H>0$, $M_{H,T}(d t) = e^{\omega_{H,T}(t)} d t$ where $\omega_{H,T}(t)$ is a Gaussian process that can be considered as a stationary version of an $H$-fraction
Externí odkaz:
http://arxiv.org/abs/2201.09516
Autor:
Soares, Daniel de Barros, Andrieux, François, Hell, Bastien, Lenhardt, Julien, Badosa, Jordi, Gavoille, Sylvain, Gaiffas, Stéphane, Bacry, Emmanuel
Estimating the amount of electricity that can be produced by rooftop photovoltaic systems is a time-consuming process that requires on-site measurements, a difficult task to achieve on a large scale. In this paper, we present an approach to estimate
Externí odkaz:
http://arxiv.org/abs/2106.15268
Contrastive representation learning has been recently proved to be very efficient for self-supervised training. These methods have been successfully used to train encoders which perform comparably to supervised training on downstream classification t
Externí odkaz:
http://arxiv.org/abs/2012.01064
This paper considers the problems of modeling and predicting a long-term and ``blurry'' relapse that occurs after a medical act, such as a surgery. The relapse is observed only indirectly, in a ``blurry'' fashion, through longitudinal prescriptions o
Externí odkaz:
http://arxiv.org/abs/1911.05346
Autor:
Bacry, Emmanuel, Gaïffas, Stéphane, Leroy, Fanny, Morel, Maryan, Nguyen, Dinh Phong, Sebiat, Youcef, Sun, Dian
This article introduces SCALPEL3, a scalable open-source framework for studies involving Large Observational Databases (LODs). Its design eases medical observational studies thanks to abstractions allowing concept extraction, high-level cohort manipu
Externí odkaz:
http://arxiv.org/abs/1910.07045
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In this work we introduce two variants of multivariate Hawkes models with an explicit dependency on various queue sizes aimed at modeling the stochastic time evolution of a limit order book. The models we propose thus integrate the influence of both
Externí odkaz:
http://arxiv.org/abs/1901.08938