Clustering Random Walk Time Series. - Gautier Marti; Frank Nielsen; Philippe Very; Philippe Donnat (GSI, 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 (ICMLA, 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)

Comment partitionner automatiquement des marches aléatoires ? Avec application à la finance quantitative. - Gautier Marti; Frank Nielsen; Philippe Very; Philippe Donnat (CoRR, 2015)

Optimal copula transport for clustering multivariate time series. - Gautier Marti; Frank Nielsen; Philippe Donnat (ICASSP, 2016)

Clustering Financial Time Series: How Long Is Enough?. - Gautier Marti; Sébastien Andler; Frank Nielsen; Philippe Donnat (IJCAI, 2016)

Exploring and measuring non-linear correlations: Copulas, Lightspeed Transportation and Clustering. - Gautier Marti; Sébastien Andler; Frank Nielsen; Philippe Donnat (NIPS Time Series Workshop, 2016)

Optimal transport vs. Fisher-Rao distance between copulas for clustering multivariate time series. - Gautier Marti; Sébastien Andler; Frank Nielsen; Philippe Donnat (SSP, 2016)

Toward a generic representation of random variables for machine learning. - Philippe Donnat; Gautier Marti; Philippe Very (Pattern Recognit. Lett., 2016)

Putting Self-Supervised Token Embedding on the Tables. - Marc Szafraniec; Gautier Marti; Philippe Donnat (ICMLA, 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 (2017)

Autoregressive Convolutional Neural Networks for Asynchronous Time Series. - Mikolaj Binkowski; Gautier Marti; Philippe Donnat (ICML, 2018)

CORRGAN: Sampling Realistic Financial Correlation Matrices Using Generative Adversarial Networks. - Gautier Marti (ICASSP, 2020)

cCorrGAN: Conditional Correlation GAN for Learning Empirical Conditional Distributions in the Elliptope. - Gautier Marti; Victor Goubet; Frank Nielsen (GSI, 2021)

Enriching Datasets with Demographics through Large Language Models: What's in a Name? - Khaled AlNuaimi; Gautier Marti; Mathieu Ravaut; Abdulla AlKetbi; Andreas Henschel; Ra'ed M. Jaradat (CoRR, 2024)

Mapping Hong Kong's Financial Ecosystem: A Network Analysis of the SFC's Licensed Professionals and Institutions. - Abdulla AlKetbi; Gautier Marti; Khaled AlNuaimi; Ra'ed M. Jaradat; Andreas Henschel (CoRR, 2024)

Residual Speech Embeddings for Tone Classification: Removing Linguistic Content to Enhance Paralinguistic Analysis. - Hamdan Al Ahbabi; Gautier Marti; Saeed AlMarri; Ibrahim M. Elfadel (CoRR, 2025)