Emmanuel Bacry

Emmanuel Bacry

École Polytechnique

H-index: 48

Europe-France

About Emmanuel Bacry

Emmanuel Bacry, With an exceptional h-index of 48 and a recent h-index of 27 (since 2020), a distinguished researcher at École Polytechnique, specializes in the field of Self-similarity, Multifractal, Stochastic modeling, Statistical finance, Financial time-series modelization.

His recent articles reflect a diverse array of research interests and contributions to the field:

Probabilistic Prediction of Arrivals and Hospitalizations in Emergency Departments in Île-de-France

Liquidity takers behavior representation through a contrastive learning approach

Agent market orders representation through a contrastive learning approach

The self-exciting nature of the bid-ask spread dynamics

A single queue-reactive Hawkes model for the order flow

Le premier data challenge organisé par la Société Française de Pathologie: une compétition internationale en 2020, un outil de recherche en intelligence artificielle pour l’avenir?

The first data challenge of the french society of pathology: An international competition in 2020, a research tool in AI for the future?

Strongly Connected Digraph

Emmanuel Bacry Information

University

Position

CNRS

Citations(all)

12297

Citations(since 2020)

3096

Cited By

10526

hIndex(all)

48

hIndex(since 2020)

27

i10Index(all)

70

i10Index(since 2020)

47

Email

University Profile Page

École Polytechnique

Google Scholar

View Google Scholar Profile

Emmanuel Bacry Skills & Research Interests

Self-similarity

Multifractal

Stochastic modeling

Statistical finance

Financial time-series modelization

Top articles of Emmanuel Bacry

Title

Journal

Author(s)

Publication Date

Probabilistic Prediction of Arrivals and Hospitalizations in Emergency Departments in Île-de-France

Herbert Susmann

Antoine Chambaz

Julie Josse

Mathias Wargon

Philippe Aegerter

...

2024/4/9

Liquidity takers behavior representation through a contrastive learning approach

Ruihua Ruan

2023/11/27

Agent market orders representation through a contrastive learning approach

arXiv preprint arXiv:2306.05987

Ruihua Ruan

Emmanuel Bacry

Jean-François Muzy

2023/6/9

The self-exciting nature of the bid-ask spread dynamics

arXiv preprint arXiv:2303.02038

Ruihua Ruan

Emmanuel Bacry

Jean-François Muzy

2023/3/3

A single queue-reactive Hawkes model for the order flow

Market microstructure and liquidity

Peng Wu

Marcello Rambaldi

Jean-François Muzy

Emmanuel Bacry

2023

Le premier data challenge organisé par la Société Française de Pathologie: une compétition internationale en 2020, un outil de recherche en intelligence artificielle pour l’avenir?

Annales de Pathologie

Agathe Delaune

Séverine Valmary-Degano

Nicolas Loménie

Karim Zryouil

Nesrine Benyahia

...

2022/3/1

The first data challenge of the french society of pathology: An international competition in 2020, a research tool in AI for the future?

Annales de Pathologie

Agathe Delaune

Séverine Valmary-Degano

Nicolas Loménie

Karim Zryouil

Nesrine Benyahia

...

2022/1/7

Strongly Connected Digraph

SA Burr

2022/11/5

From rough to multifractal volatility: The log S-fBM model

Physica A: Statistical Mechanics and its Applications

Peng Wu

Jean-François Muzy

Emmanuel Bacry

2022/10/15

Kolmogorov, s Axioms

E Bacry

S Delattre

M Hoffmann

JF Muzy

2021/4/27

Random Variable

E Bacry

S Delattre

M Hoffmann

JF Muzy

2021/4/20

Screening anxiolytics, hypnotics, antidepressants and neuroleptics for bone fracture risk among elderly: a nation-wide dynamic multivariate self-control study using the SNDS …

Maryan Morel

Benjamin Bouyer

Agathe Guilloux

Moussa Laanani

Fanny Leroy

...

2021/11/24

Dual Optimization for convex constrained objectives without the gradient-Lipschitz assumptions

Stéphane Gaïffas

Martin Bompaire

Emmanuel Bacry

2021/11/24

Predicting the solar potential of rooftops using image segmentation and structured data

arXiv preprint arXiv:2106.15268

Daniel de Barros Soares

François Andrieux

Bastien Hell

Julien Lenhardt

Jordi Badosa

...

2021/5/28

SCALPEL3: a scalable open-source library for healthcare claims databases

International Journal of Medical Informatics

Emmanuel Bacry

Stéphane Gaiffas

Fanny Leroy

Maryan Morel

Dinh-Phong Nguyen

...

2020/9/1

To search for subject areas, please see Biostatistics online at https://academic. oup. com/biostatistics, which is searchable across the volume.

Biostatistics

KATHERINE L ANDERS

NICHOLAS P JEWELL

KLAUS K ANDERSEN

LUISE CEDERKVIST

BRIAN AVANTS

...

2019

About contrastive unsupervised representation learning for classification and its convergence

arXiv preprint arXiv:2012.01064

Ibrahim Merad

Yiyang Yu

Emmanuel Bacry

Stéphane Gaïffas

2020/12/2

Machine Learning and Massive Health Data: Partnership Between the Caisse Nationale d’Assurance Maladie and the École Polytechnique

Healthcare and Artificial Intelligence

Emmanuel Bacry

Stéphane Gaïffas

2020

Sparse and low-rank multivariate Hawkes processes

Journal of Machine Learning Research

Emmanuel Bacry

Martin Bompaire

Stéphane Gaïffas

Jean-Francois Muzy

2020

ZiMM: A deep learning model for long term and blurry relapses with non-clinical claims data

Journal of Biomedical Informatics

Anastasiia Kabeshova

Yiyang Yu

Bertrand Lukacs

Emmanuel Bacry

Stéphane Gaïffas

2020/10/1

See List of Professors in Emmanuel Bacry University(École Polytechnique)

Co-Authors

H-index: 70
Stephane Mallat

Stephane Mallat

École Normale Supérieure

H-index: 66
Rémi Gribonval

Rémi Gribonval

École Normale Supérieure de Lyon

H-index: 25
Marc Hoffmann

Marc Hoffmann

Université Paris-Dauphine

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