Jean-François Muzy

Publication Activity (10 Years)

Years Active: 2002-2023
Publications (10 Years): 6

Top Topics

Multivariate Data

Point Processes

Causal Relations

Top Venues

J. Mach. Learn. Res.

IEEE Trans. Inf. Theory

Publications

Ruihua Ruan, Emmanuel Bacry, Jean-François Muzy
Agent market orders representation through a contrastive learning approach. CoRR (2023)
Emmanuel Bacry, Martin Bompaire, Stéphane Gaïffas, Jean-François Muzy
Sparse and low-rank multivariate Hawkes processes. J. Mach. Learn. Res. 21 (2020)
Massil Achab, Emmanuel Bacry, Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy
Uncovering Causality from Multivariate Hawkes Integrated Cumulants. J. Mach. Learn. Res. 18 (2017)
Massil Achab, Emmanuel Bacry, Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy
Uncovering Causality from Multivariate Hawkes Integrated Cumulants. ICML (2017)
Emmanuel Bacry, Jean-François Muzy
First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation. IEEE Trans. Inf. Theory 62 (4) (2016)
Massil Achab, Emmanuel Bacry, Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy
Uncovering Causality from Multivariate Hawkes Integrated Cumulants. CoRR (2016)
Emmanuel Bacry, Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy
Mean-field inference of Hawkes point processes. CoRR (2015)
Emmanuel Bacry, Laurent Duvernet, Jean-François Muzy
Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns. J. Appl. Probab. 49 (2) (2012)
Emmanuel Bacry, Sylvain Delattre, Marc Hoffmann, Jean-François Muzy
Modeling microstructure noise using Hawkes processes. ICASSP (2011)
Benjamin Audit, Emmanuel Bacry, Jean-François Muzy, Alain Arneodo
Wavelet-based estimators of scaling behavior. IEEE Trans. Inf. Theory 48 (11) (2002)