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06/09/2023
Agent market orders representation through a contrastive learning approach
Due to the access to the labeled orders on the CAC40 data from Euronext,...
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12/02/2020
About contrastive unsupervised representation learning for classification and its convergence
Contrastive representation learning has been recently proved to be very ...
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11/13/2019
ZiMM: a deep learning model for long term adverse events with non-clinical claims data
This paper considers the problem of modeling long-term adverse events fo...
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10/15/2019
SCALPEL3: a scalable open-source library for healthcare claims databases
This article introduces SCALPEL3, a scalable open-source framework for s...
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07/10/2018
Dual optimization for convex constrained objectives without the gradient-Lipschitz assumption
The minimization of convex objectives coming from linear supervised lear...
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12/21/2017
ConvSCCS: convolutional self-controlled case series model for lagged adverse event detection
With the increased availability of large databases of electronic health ...
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07/10/2017
tick: a Python library for statistical learning, with a particular emphasis on time-dependent modeling
tick is a statistical learning library for Python 3, with a particular e...
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07/21/2016
Uncovering Causality from Multivariate Hawkes Integrated Cumulants
We design a new nonparametric method that allows one to estimate the mat...
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10/16/2015
SGD with Variance Reduction beyond Empirical Risk Minimization
We introduce a doubly stochastic proximal gradient algorithm for optimiz...
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01/04/2015
A generalization error bound for sparse and low-rank multivariate Hawkes processes
We consider the problem of unveiling the implicit network structure of u...
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12/24/2014