Emmanuel Bacry
Scholar

Emmanuel Bacry

Google Scholar ID: vQ0_nz8AAAAJ
CNRS Ecole Polytechnique
Self-similarityMultifractalStochastic modelingStatistical financeFinancial time-series modelization
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Citations & Impact
All-time
Citations
3,559
 
H-index
28
 
i10-index
52
 
Publications
20
 
Co-authors
4
list available
Contact
No contact links provided.
Publications
3 items
PARHAF, a human-authored corpus of clinical reports for fictitious patients in French
2026
Cited
0
KANFormer for Predicting Fill Probabilities via Survival Analysis in Limit Order Books
2025
Cited
0
No Tick-Size Too Small: A General Method for Modelling Small Tick Limit Order Books
arXiv.org · 2024
Cited
1
Resume (English only)
Co-authors
4 total
J.F. Muzy
J.F. Muzy
CNRS
Marc Hoffmann
Marc Hoffmann
Professor of Statistics, University Paris-Dauphine
Stephane Mallat
Stephane Mallat
Professeur de Mathématiques Appliquées et Informatique, École Normale Supérieure
Rémi Gribonval
Rémi Gribonval
Inria & ENS de Lyon