Gautier Marti

According to our database, Gautier Marti authored at least 14 papers between 2015 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

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

Gautier Marti, Victor Goubet, Frank Nielsen

Proceedings of the Geometric Science of Information - 5th International Conference, 2021

2020

CORRGAN: Sampling Realistic Financial Correlation Matrices Using Generative Adversarial Networks.

Gautier Marti

Proceedings of the 2020 IEEE International Conference on Acoustics, 2020

2018

Autoregressive Convolutional Neural Networks for Asynchronous Time Series.

Mikolaj Binkowski, Gautier Marti, Philippe Donnat

Proceedings of the 35th International Conference on Machine Learning, 2018

2017

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

PhD thesis, 2017

Putting Self-Supervised Token Embedding on the Tables.

Marc Szafraniec, Gautier Marti, Philippe Donnat

Proceedings of the 16th IEEE International Conference on Machine Learning and Applications, 2017

2016

Toward a generic representation of random variables for machine learning.

Philippe Donnat, Gautier Marti, Philippe Very

Pattern Recognit. Lett., 2016

Optimal transport vs. Fisher-Rao distance between copulas for clustering multivariate time series.

Gautier Marti, Sébastien Andler, Frank Nielsen, Philippe Donnat

Proceedings of the IEEE Statistical Signal Processing Workshop, 2016

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

Gautier Marti, Sébastien Andler, Frank Nielsen, Philippe Donnat

Proceedings of the NIPS 2016 Time Series Workshop, 2016

Clustering Financial Time Series: How Long Is Enough?.

Gautier Marti, Sébastien Andler, Frank Nielsen, Philippe Donnat

Proceedings of the Twenty-Fifth International Joint Conference on Artificial Intelligence, 2016

Optimal copula transport for clustering multivariate time series.

Gautier Marti, Frank Nielsen, Philippe Donnat

Proceedings of the 2016 IEEE International Conference on Acoustics, 2016

2015

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

Gautier Marti, Frank Nielsen, Philippe Very, Philippe Donnat

CoRR, 2015

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

Gautier Marti, Philippe Donnat, Frank Nielsen, Philippe Very

CoRR, 2015

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

Gautier Marti, Philippe Very, Philippe Donnat, Frank Nielsen

Proceedings of the 14th IEEE International Conference on Machine Learning and Applications, 2015

Clustering Random Walk Time Series.

Gautier Marti, Frank Nielsen, Philippe Very, Philippe Donnat

Proceedings of the Geometric Science of Information - Second International Conference, 2015