86 citations · 86 across the 2 of their papers we have counts for
2 papers
stat.ML2011
Online algorithms for Nonnegative Matrix Factorization with the Itakura-Saito divergence
Augustin Lefèvre, Francis Bach, Cédric Févotte
Nonnegative matrix factorization (NMF) is now a common tool for audio source separation. When learning NMF on large audio databases, one major drawback is that the complexity in ti…
q-fin.ST2008★ 86 cited
Stock price jumps: news and volume play a minor role
Armand Joulin, Augustin Lefevre, Daniel Grunberg +1
In order to understand the origin of stock price jumps, we cross-correlate high-frequency time series of stock returns with different news feeds. We find that neither idiosyncratic…