Gautier Marti

发表

CORRGAN: Sampling Realistic Financial Correlation Matrices Using Generative Adversarial Networks

Gautier Marti, Gautier Marti, 2019, ICASSP 2020 - 2020 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

Optimal Transport between Copulas for Clustering Time Series

Gautier Marti, 2016 .

HCMapper: An interactive visualization tool to compare partition-based flat clustering extracted from pairs of dendrograms pdf

Frank Nielsen, Gautier Marti, Philippe Donnat, 2015, ArXiv.

Clustering Random Walk Time Series

Frank Nielsen, Gautier Marti, Philippe Donnat, 2015, GSI.

Autoregressive Convolutional Neural Networks for Asynchronous Time Series pdf

Gautier Marti, Philippe Donnat, Mikolaj Binkowski, 2017, ICML.

Exploring and measuring non-linear correlations: Copulas, Lightspeed Transportation and Clustering

Frank Nielsen, Gautier Marti, Philippe Donnat, 2016, NIPS Time Series Workshop.

A Proposal of a Methodological Framework with Experimental Guidelines to Investigate Clustering Stability on Financial Time Series

Frank Nielsen, Gautier Marti, Philippe Donnat, 2015, 2015 IEEE 14th International Conference on Machine Learning and Applications (ICMLA).

Toward a generic representation of random variables for machine learning

Gautier Marti, Philippe Donnat, Philippe Very, 2015, Pattern Recognit. Lett..

Some contributions to the clustering of financial time series and applications to credit default swaps. (Quelques contributions aux méthodes de partitionnement automatique des séries temporelles financières, et applications aux couvertures de défaillance)

Gautier Marti, 2017 .

Clustering Financial Time Series: How Long Is Enough?

Frank Nielsen, Gautier Marti, Philippe Donnat, 2016, IJCAI.

Optimal copula transport for clustering multivariate time series

Frank Nielsen, Gautier Marti, Philippe Donnat, 2016, 2016 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets

Frank Nielsen, Gautier Marti, Philippe Donnat, 2017, Signals and Communication Technology.

Comment partitionner automatiquement des marches aléatoires ? Avec application à la finance quantitative pdf

Frank Nielsen, Gautier Marti, Philippe Donnat, 2015, ArXiv.

Clustering patterns connecting COVID-19 dynamics and Human mobility using optimal transport

Frank Nielsen, Gautier Marti, Sumanta Ray, 2020 .

Putting Self-Supervised Token Embedding on the Tables

Gautier Marti, Marc Szafraniec, Philippe Donnat, 2017, 2017 16th IEEE International Conference on Machine Learning and Applications (ICMLA).

Clustering Patterns Connecting COVID-19 Dynamics and Human Mobility Using Optimal Transport

Frank Nielsen, Gautier Marti, Saumyadipta Pyne, 2021, Sankhya. Series B.

cCorrGAN: Conditional Correlation GAN for Learning Empirical Conditional Distributions in the Elliptope pdf

Frank Nielsen, Gautier Marti, Victor Goubet, 2021, GSI.

On Clustering Financial Time Series: A Need for Distances Between Dependent Random Variables

Frank Nielsen, Gautier Marti, Philippe Donnat, 2016, 1603.07822.