Muzy, Jean-François

2 publications

JMLR 2020 Sparse and Low-Rank Multivariate Hawkes Processes Emmanuel Bacry, Martin Bompaire, Stéphane Gaïffas, Jean-Francois Muzy

ICML 2017 Uncovering Causality from Multivariate Hawkes Integrated Cumulants Massil Achab, Emmanuel Bacry, Stéphane Gaı̈ffas, Iacopo Mastromatteo, Jean-François Muzy