132 citations
- Strateji Araşdırmalar MərkəziAZ14 papers
- Université Paris 1 Panthéon-SorbonneFR9 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR7 papers
- Centre National de la Recherche ScientifiqueFR6 papers
- Laboratoire de Probabilités, Statistique et ModélisationFR6 papers
- Sorbonne UniversitéFR6 papers
- Université Paris CitéFR5 papers
- Mathématiques Appliquées à Paris 5FR4 papers
- Centre de Recherche en Mathématiques de la DécisionFR3 papers
- Florida International UniversityUS3 papers
- Institut FourierFR3 papers
- Laboratoire de Physique des PlasmasFR3 papers
4 papers · 1 filter
Modeling First Line Of An Order Book With Multivariate Marked Point Processes
Alexis Fauth, Ciprian A. Tudor
We introduce a new model in order to describe the fluctuation of tick-by-tick financial time series. Our model, based on marked point process, allows us to incorporate in a unique…
A Discussion on Parallelization Schemes for Stochastic Vector Quantization Algorithms
Matthieu Durut, Benoît Patra, Fabrice Rossi
This paper studies parallelization schemes for stochastic Vector Quantization algorithms in order to obtain time speed-ups using distributed resources. We show that the most intuit…
Modularity-Based Clustering for Network-Constrained Trajectories
Mohamed Khalil El Mahrsi, Fabrice Rossi
We present a novel clustering approach for moving object trajectories that are constrained by an underlying road network. The approach builds a similarity graph based on these traj…
Dissimilarity Clustering by Hierarchical Multi-Level Refinement
Brieuc Conan-Guez, Fabrice Rossi
We introduce in this paper a new way of optimizing the natural extension of the quantization error using in k-means clustering to dissimilarity data. The proposed method is based o…