Emmanuel Bacry

CNRS Research Fellow
Associate professor in Applied Mathematics
Head of the Data Science Initiative

C.M.A.P (Centre de Mathématiques Appliquées)
Ecole Polytechnique
91128 Palaiseau Cedex - France
Tel : (+33) (1) 69 33 45 69


Some Research interests : Point processes, Large dimensions, Big data, Statistical signal processing, Machine learning, Multifractal, Statistical finance, High frequency finance modeling, ...


2017 Data Science Summer School at Polytechnique is a great success. !

The machine learning open source library tick has been released ! It is able to deal with time-dependent modeling (includinh Hawkes processes) and is supported by Intel !




Publications available through internet.



Material for MVA Master

Material for Paris 6 Master