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)

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