CURRICULUM

BACK TO MAIN PAGE

Strategic Roles and Leadership , Students/PostDocs/Engineers, Paper, Softwares, Diploma, Media,

---

Selected Strategic Roles and Leadership

• 2025 : Organization of an AI training day for the Kent Global Leadership Program on Conflict Resolution at Columbia University (New York, USA), designed for diplomats from all countries
  
  
• 2025- : Coordinator (with my Health Data Hub team) of the european project SHAIPED on AI in medical devices an European Health Data Space (with 30+ institutions including other national platforms, Health institutions and startups)
  
  
• 2025- : Coordinator (with my Health Data Hub team) of the national PARTAGES project that aims at producing common goods for the use of LLM in hospitals (with 20 health institutions, 10 research temps in NLP for health and the startups Mistral and Recital)
  
  
• 2025 : Member of the National AI for Health Strategy Committee (on behalf of the Health Data Hub)
  
  
• 2023- : Member of the European Data Innovation Board (on behalf of the Health Data Hub)
  
  
• 2023- : Member of the European BigData Steering Group of EMA (European Medecines Agency) (on behalf of the Health Data Hub)
  
  
• 2023- : Member of the scientific board of Institut Louis Bachelier
  
  
• 2022- : Member of the scientific advisory board of PariSante Campus (on behalf of the Health Data Hub)
  
  
• 2022-2024 : Coordinator (with my Health Data Hub team) of the pilot project of the European Health Data Space HealthData@EU (15 institutions).
  
  
• 2020-2023 : Member of the National AI Committee (on behalf of the Health Data Hub)
  
  
• 2020- : Member of numerous national and international juries for call for projects in AI or Health
  
  
• 2020 : Co-lead (mandated by Prime Minister Edouard Philippe) of the task force Data vs Covid
  
  
• 2017- : Creator and main organizer of numerous events, including 3 opuses of the largest (in France) International School on AI (Polytechnique school, 650 participants from 35 countries), 3 opuses of the international AI4Health School (200 people), the "AI for Medicine" Symposium with MIT, \ldots
  
  
• 2015-2020 : Head of Partnership (team of 8 people) between CNAMTS (Caisse Nationale d'Assurance Maladie) and Ecole Polytechnique on Big Data for Health.
  
  
• 2018 : Contract with Euronext
  
  
• 2016-2024 : PREPS (Programme de recherche sur la performance du système des soins) with several hospitals of Ile-de-France. Forecasting arrival flows in 80 emergency services in Paris neighborhood.


• 2015-2016 : Partnership between the CMAP and ETALAB (administrateur Général des Données Gouvernementales).
  
  

Students/PostDoc/Engineers

• 2025- : Ugo Meli (PhD student) co-direction with X. Jouven
  
  
• 2025- : Antoine Poirot Bourdain (PhD student) co-direction with A.S. Jannot and J.Feydi
  
  
• 2024-2025 : Jinfeng Zhong (PostDoc) co-direction with J.F. Muzy
  
  
• 2023-2025 : Antoine Poirot Bourdain (Engineer on large scale survival analysis) co-direction with A.S. Jannot and J.Feydi
  
  
• 2023-2024 : Herbert Susmann (PostDoc on AI and forecasting venues in emergency services) co-direction with A.Chambaz and J.Josse
  
  
• 2023-2024 : Safa Boudabous (PostDoc on AI and sleep apnea)
  
  
• 2022- : Othmane Zarhali (PhD) co-direction with J.F.Muzy
  
  
• 2020-2023 : Ibrahim Merad (PhD) co-direction with S.Gaiffas
  
  
• 2019-2023 : Ruihua Ruan (PhD) in Modelling agent behaviour on financial markets
  
  
• 2019-2020 : Angel Francisco Orta, engineer for the CNAMTS partnership
  
  
• 2018-2021 : Yiyang Yu (PhD, co-directed with S.Gaïffas) "Deep learning for public health"
  
  
• 2018-2020 : Anastasiia Nitavskyi (Postdoc, co-directed with S.Gaïffas)
  
  
• 2018-2019 : Qing Chen (Postdoc, co-directed with J.D.Fekete and S.Gaïffas)
  
  
• 2018-2020 : Dian Sun, engineer for the CNAMTS partnership
   
• 2017- : Peng Wu (PhD, co-directed with J.F.Muzy) "Analysis and Modelisation of High-frequency financial time-series"
   
• 2017-2019 : Philip Deegan, engineer for the Tick open source library
  
  
• 2016-2020 : Youcef Sebiat, engineer for the CNAMTS partnership
  
  
• 2016-2018 : Daniel de Paula Silva, engineer for the CNAMTS partnership
  
  
• 2016-2017 : Sathiya Kumar, engineer for the CNAMTS partnership
  
  
• 2016-2018 : Marcello Rambaldi (PostDoc)
  
  
• 2016-2017 : Soeren Poulsen, engineer for the Tick open source library
  
  
• 2015-2016 : Michel Blancard, Data scientist for the ETALAB partnership
  
  
• 2015-2017 : Prosper Burq, engineer for the CNAMTS partnership
  
  
• 2015-2017 : Christos Giatsidis engineer for the CNAMTS partnership
  
  
• 2015- : Maryan Morel, data scientist then PhD (co-directed with S.Gaiffas) for the CNAMTS partnership
  
  
• 2015- : Alain Virouleau (PhD, co-directed with S.Gaiffas)
  "Statistics of point processes"
  
  
• 2015-2019 : Martin Bompaire (PhD, co-directed with S.Gaiffas)
  "Hawkes processes in large dimension"
  
  
• 2014-2015 : Iacoppo Mastromatteo (PostDoc)


• 2014-2017 : Massil Achab (PhD, co-directed with S.Gaiffas)
  "Machine learning and Big Data for Public Health"


• 2012-2015 : Thibault Jaisson (PhD, co-directed with M.Rosenbaum)
  "Studies of some statistical problems issued from market microstructure"


• 2010-2014 : Adrian Iuga (PhD, co-directed with M.Hoffmann)
  "Modeling and statistical analysis of price formation through the scales."


• 2008-2011 : Khalil Al Dayri (PhD, co-directed with M.Hoffmann)
  "Market Microstructure and Modeling of the Trading Flow
  Statistics of High Frequency Financial Data"


• 2007-2010 : Laurent Duvernet (PhD, co-directed with M.Hoffmann)
  "Analyse statistique des processus de marche aléatoire multifractale."


• 2004-2007 : You can find Alexey Kozhemyak Phd Thesis here
  "Modélisation de séries financières à l'aide de processus invariants d'échelle.
  Application à la prédiction du risque."
  


• 1996-1999 : Rémi Gribonval (PhD, co-directed with S. Mallat)
  
  

Papers

• From rough to multifractal multidimensional volatility: A multidimensional Log S-fBM model
  O.Zarhali, E.B., J.-F.Muzy
  preprint (2026)
  
  
• Why is the volatility of single stocks so much rougher than that of the S&P500?
  O.Zarhali, C.Aubrun, E.B., J.-P.Bouchaud, J.-F.Muzy
  preprint (2025)
  
  
• Probabilistic Prediction of Arrivals and Hospitalizations in Emergency Departments in Ile-de-France.
  H.Susmann, A.Chambaz, J.Josse, M.Wargon, E.Bacry.
  Submitted to International Journal of Medical Informatics (2025)
  
  
• EEG-Free sleep micro-arousal identification.
  S.Boudabous, J.Millet, E.Bacry.
  Preprint (2025)
  
  
• Validation of a new, minimally-invasive, software smartphone device to predict sleep apnea and its severity.
  J.Frija, J.Millet, G.Cathelain, E.B\'equignon, A.Covali, J.Houenou, H.Benzaquen, P.A.Geoffroy, M.Grajoszex, M.P. díOrtho, E.Bacry.
  Preprint (2024)
  
  
• The self-exciting nature of the bid-ask spread dynamics.
  R.Ruan, E.Bacry, J.F.Muzy.
  Market Microstructure and Liquidity (2024)
  
  
• Sharing sensitive data in life sciences: An overview of centralised and federated approaches.
  M.A.Rujano1, J.W.Boiten, C.Ohmann, S.Canham, S.Contrino, R.David, J.Ewbank, CFilippone, C.Connellan, I.Custers, R. van Nuland, M.Th.Mayrhofer, P.Holub, E.García Álvarez, E.Bacry, N.Hughes, M.A.Freeberg, B.Schaffhauser, H.Wagener, A.Sánchez-Pla, G.Bertolini, M.Panagiotopoulou.
  Preprint (2023)
  
  
• Liquidity takers behavior representation through a contrastive learning approach.
  R.Ruan, E.Bacry, J.F.Muzy.
  Preprint (2023)
  
  
• A single queue-reactive Hawkes model for the order flow.
  P.Wu, J.F.Muzy, M.Rambaldi, E.Bacry.
  Market Microstructure and Liquidity (2023)
  
  
• The first data challenge of the french society of pathology: An international competition in 2020, a research tool in A.I. for the future?
  A.Delaune, S.Valmary-Degano, N.Loménie, K.Zryouil, N.Benyahia, O.Trassard, V.Eraville, C.Bergeron, M.Devouassoux-Shisheboran, C.Glaser, G.Bataillon, E.Bacry, S.Combes, S.Prevot, P.Bertheau
  Annals of Patholology, 42(2):119-128 (2022)
  
  
• From Rough to Multifractal volatility: the log S-fBM model. (Arxiv link)
  P.Wu, E.Bacry, J.Muzy
  Preprint (2021)
  
  
• About contrastive unsupervised representation learning for classification and its convergence. .
  I.Merad, Y.Yu, E.Bacry, S.Ga\"iffas
  Preprint (2021)
  
  
• Predicting the Solar Potential of Rooftops using Image Segmentation and Structured Data. .
  D.Soares, F.Andrieux, B.Hell, J.Lenhardt, J.Badosa, S.Gavoille, S.Ga\"iffas, E.Bacry
  Neurips (2020)
  
  
• Sparse and low-rank multivariate Hawkes processes. . (abstract and/or ftp)
  E.Bacry, M.Bompaire, S.Gaïffas, J.-F.Muzy
  Journal of Machine Learning Research, vol. 21 (2020)
  
  
• Screening anxiolytics, hypnotics, antidepressants and neuroleptics for bone fracture risk among elderly: a nation-wide dynamic multivariate self-control study using the SNDS claims database. (Arxiv link)
  M.Morel, B.Bouyer, A.Guilloux, M.Laanani, F.Leroy, D.P.Nguyen, Y.Sebiat, E.Bacry, S.Gaiffas
  Submitted to Drugs Safety (2020)
  
  
• ZiMM: a deep learning model for long term adverse events with non-clinical claims data. (Arxiv link)
  E.Bacry, S.Gaïffas, A.Kabeshova, Y.Yu
  Machine Learning for Health (ML4H) at NeurIPS (2019)Extended Abstract
  Journal of Biomedical Informatics or Journal of Biomedical Informatics-X (2020)
  
  
• SCALPEL3: a scalable open-source library for healthcare claims databases. (Arxiv link)
  E.Bacry, S.Gaïffas, F.Leroy, M.Morel, D.P.Nguyen, Y.Sebiat, D.Sun
  International Journal of Medical Informatics, Vol. 141 (2020)
  
  
• Self-exclusion in online poker gamblers: effect on time and money as compared to matched controls.
  A.Luquiens, A.Dugravot, H.Panjo, A.Benyamina, S.Gaiffas, E.Bacry
  International Journal of Environmental Research and Public Health (2019)
  
  
• ConvSCCS: convolutional self-controlled case-seris model for lagged adverser event detection. (Arxiv link)
  M.Morel, E.Bacry, S.Gaiffas, A.Guilloux, F.Leroy
  Biostatistics, kxz003, https://doi.org/10.1093/biostatistics/kxz003 (2019)
  
  
• Dual Optimization for convex constrained objectives without the gradient-Lipschitz assumptions. (Arxiv link)
  M.Bombaire, S.Gaiffas, E.Bacry
  Submitted to Journal of Machine Learning Research (2018)
  
  
• Disentangling and quantifying market participant volatility contributions. (Arxiv link)
  M.Rambaldi, E.Bacry, J.F.Muzy
  Quantitative Finance, 19:10, 1613-1625 (2018)
  
  
• Dual Optimization for convex constrained objectives without the gradient-Lipschitz assumptions.
  M.Bombaire, S.Ga\"iffas, E.Bacry
  submitted to JMLR (2018)
  
  
• Description and assessment of trustability of motives for self-exclusion reported by online poker gamblers in a cohort using account-based gambling data
  A.Luquiens, D.Vendryes, H.-J.Aubin, A.Benyamina, S.Gaiffas, E.Bacry
  BMJ Open 22;8(12) (2018)>
  
• Machine learning et big data en santé : le partenariat entre la Caisse Nationale d'Assurance Maladie et l'Ecole Polytechnique (Arxiv link)
  E.Bacry, S.Gaiffas
  in "Livre IA et santé : présent et futur", Académie Nationale de Médecine (2018)
  
  
• Analysis of order book flows using a nonparametric estimation of the branching ratio matrix. (Arxiv link)
  M.Achab, E.Bacry, J.-F.Muzy, M.Rambaldi
  Quantitative Finance, Volume 18, Issue 2 (2018)
  
  
• tick: a Python library for statistical learning, with a particular emphasis on time-dependent modeling. (Arxiv link)
  M.Achab, E.Bacry, M.Bompaire, S.Gaiffas, S.Poulsen
  Journal of Machine Learning Research (2017)
  
  
• Uncovering Causality from Multivariate Hawkes Integrated Cumulants.
  M.Achab, E.Bacry, S.Gaïffas, I.Mastromatteo, J.-F.Muzy
  ICML and Journal of Machine Learning (2017)
  
  
• Concentration for matrix martingales in continuous time and microscopic activity of social networks. (Arxiv link)
  E.Bacry, S.Gaïffas, J.-F.Muzy
  Probability Theory and Related Fields (2017)
  
  
• SGD with Variance Reduction beyond Empirical Risk Minimization (Arxiv link)
  M.Achab, A.Guilloux, S.Gaiffas, E.Bacry
  International Conference of Monte Carlo Methods and Applications (2017)
  
  
• The role of volume in order book dynamics: a multivariate Hawkes process analysis (Arxiv link)
  M. Rambaldi, E.Bacry, F.Lillo,
  Quantitative Finance Vol. 17, Issue 7 (2017)
  
  
• Mean-field inference of Hawkes point processes (Arxiv link)
  E.Bacry, S.Gaïffas, I.Mastromatteo, J.-F.Muzy,
  Journ. of Phys. A, Volume 49, Number 17, 2016
  
  
• Estimation of slowly decreasing Hawkes kernels: Application to high frequency order book modelling. (abstract and/or ftp)
  E.Bacry, T.Jaisson, J.-F.Muzy
  Quantitative Finance Vol. 16 , Iss. 8 (2016)
  
  
• Second order statistics characterization of Hawkes processes and non-parametric estimation. (abstract and/or ftp)
  E. Bacry, J.F. Muzy
  Trans. in Inf. Theory, Vol.2 Iss. 4 (2016)
  
  
• Hawkes processes in finance. (abstract and/or ftp)
  E.Bacry, I.Mastromatteo, J.-F.Muzy
  Market Microstructure and Liquidity Vol. 01, No. 01, 1550005 (2015).
  
  
• Linear processes in high-dimension: phase space and critical properties. (abstract and/or ftp)
  I.Mastromatteo, E.Bacry, J.-F.Muzy
  Physical Review E (Vol.91, No.4), 2015
  
  
• Market impacts and the life cycle of investors orders. (abstract and/or ftp)
  E. Bacry, A.Iuga, M.Lasnier, C-A.Lehalle
  Market Microstructure and Liquidity Vol. 1, No. 2 (2015)
  
  
• Intermittent process analysis with scattering moments. (abstract and/or ftp)
  J. Bruna , S. Mallat, E. Bacry, J.F. Muzy
  Annals of Statistics, Vol. 43, No. 1, 323-351 (2015).
  
  
• Hawkes Model for price and trades high-frequency dynamics. (abstract and/or ftp)
  E. Bacry , J.F. Muzy
  Quantitative Finance, Vol. 14, Issue 7 (2014)
  
  
• Random cascade models in the limit of infinite integral scale as the exponential of a non stationary 1/f noise. Application to volatility fluctuations in stick markets . (abstract and/or ftp)
  J.F. Muzy, R. Baïle, E. Bacry
  Phys. Rev. E, Vol. 87, No. 4 (2013)
  
  
• Scaling limits for Hawkes processes and application to financial statistics . (abstract
  E. Bacry, S. Delattre, M. Hoffmann, J.F. Muzy
  Stochastic Processes and Applications, Volume 123, Issue 7, pp 2475-2499 (2013)
  
  
• Modelling microstructure noise with mutually exciting point processes. (abstract and/or ftp)
  E. Bacry, S. Delattre, M. Hoffmann, J.F. Muzy
  Quantitative finance, Volume 13, Issue 1, January 2013, pages 65-77
  
  
• Log-Normal continuous cascades: aggregation properties and estimation. Application to financial time-series. (abstract and/or ftp)
  E.Bacry, A.Kozhemyak, J.F.Muzy
  Quantitative finance, Volume 13, Issue 5, pp 795-818 (2013)
  


• Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data. (abstract and/or ftp)
  K. Al Dayri, E. Bacry, J.F.Muzy
  Eur. Phys. J. B, 85: 157 (2012).
  
  
• Continuous-time skewed multifractal processes as a model for financial returns. (abstract and/or ftp)
  E.Bacry, L.Duvernet, J.F.Muzy
  Journal of Applied Probability Volume 49, Number 2 (2012), 482-502.
  
  
• Modelling microstructure noise with Hawkes processes. (abstract and/or ftp)
  E. Bacry, S. Delattre, M. Hoffmann, J.F. Muzy
  "Signal Processing Methods in Finance Applications", ICASSP (2011).
  
  
• The nature of price returns during periods of high market activity. (abstract and/or ftp)
  K. Al Dayri, E. Bacry, J.F.Muzy
  Proceedings of Econophys-Kolkata V (Kolkata, India, 2010).
  
  
• Multifractal models for asset prices. (abstract and/or ftp)
  E.Bacry, J.F.Muzy
  Encyclopedia of quantitative finance, Wiley (2010).
  
  
• Multifractal analysis in a mixed asymptotic framework . (abstract and/or ftp)
  E.Bacry, A.Gloter, M.Hoffmann, J.F.Muzy
  Annals of Applied Proba Volume 20, Number 5, 1729-1760 (2010).
  
• Uncovering latent singularities from multifractal scaling laws in mixed asymptotic regime. Application to turbulence (abstract and/or ftp)
  J.F.Muzy, E.Bacry, R.Baile, P.Poggi
  Published in Euro. Physics Letter (2008)
  
  
• Long time behavior for the partition function (abstract and/or ftp)
  E.Bacry, A.Gloter, M.Hoffmann, J.F.Muzy
  Proceedings of IWAP08 (International Workshop on Applied Probability, Compiègne, France, July 2008).
  
  
• Continuous cascade models for asset returns (abstract and/or ftp)
  E.Bacry, A. Kozhemyak, J.F. Muzy
  Journal of Economic Dynamics and Control, Volume 32, Issue 1, January, 156-199 (2008).
  
  
• Audio denoising by Time-Frequency Block Thresholding (abstract and/or ftp)
  G.Yu, S.Mallat, E.Bacry
  IEEE Trans. Signal Processing, 56 (5), 1830-1839 (2008)
  
  
• Audio signal denoising with complex wavelets and adaptive block attenuation (abstract and/or ftp)
  G.Yu, E.Bacry, S.Mallat
  Accepted for oral presentation at ICASSP (2007, Hawai)
  
  
• Are asset return tail estimations related to volatility long-range correlations ? (abstract and/or ftp)
  E.Bacry, A. Kozhemyak, J.F. Muzy
  Proc. Econophysics Colloquium (Canberra, Australie, November 2005)
  Published in Physica A (2006).
  
  
• Extreme values and fat tails of multifractal fluctuations (abstract and/or ftp)
  J.F. Muzy, E. Bacry, A. Kozhemyak
  Phys. Rev. E 73, 066114 (2006).
  
  
• Log-infinitely divisible multifractal processes (abstract and/or ftp)
  E. Bacry, J.F. Muzy
  Commun. Math. Phys. 236, 449-475 (2003)
  
  
• Harmonic decomposition of audio signals with matching pursuit (abstract and/or ftp)
  R. Gribonval , E. Bacry
  IEEE, Trans. in Sig. Proc. 51, 1, pp. 101-111 (2003)
  
  
• Multifractal stationary random measures and multifractal random walks with log-infinitely divisible scaling laws (2002) (abstract and/or ftp)
  J.F. Muzy, E. Bacry
  Phys. Rev. E 66 (2002).
  
  
• Wavelets based estimators of scaling behavior (abstract and/or ftp)
  B. Audit, E. Bacry, J.F. Muzy, A. Arneodo,
  IEEE, Trans. in Information Theory 48, 11 pp 2938-2954 (2002).
  
  
• Multifractal Random Walks. (abstract and/or ftp)
  E. Bacry, J.F. Muzy, J. Delour,
  Phys. Rev. E 64, 026103-026106 (2001).
  
  
• Modelling fluctuations of financial time series: from cascade process to stochastic volatility model. (abstract and/or ftp)
  J.F. Muzy, J. Delour, E. Bacry.
  Euro. Phys. Journal B 17, pp 537-548 (2000)
  
  
• What can we learn with wavelets about DNA sequences ?
  A. Arneodo, Y. d'Aubenton-Carafa, B. Audit, E. Bacry, J.F. Muzy and C. Thermes, Physica A, 249, p 439 (1998).
  
  
• A thermodynamics of fractals signals based on wavelet analysis: application to fully developed turbulence data and DNA sequences.
  A. Arneodo, B. Audit, E. Bacry, S. Manneville, J.F. Muzy et S.G. Roux,
  Notes : Published in Physica A (1998).
  
  
• Random cascades on wavelet dyadic trees.
  A. Arneodo, E. Bacry and J.F. Muzy, Journal of Mathematical Physics, vol. 39, (1998).
  
  
• Analysis of random wavelet cascades using space-scale correlation functions.
  A. Arneodo, E. Bacry, S. Maneville and J.F. Muzy. Phys. Rev. Lett., p.708, Vol 80, no 4, (1998).
  
  
• Nucleotide composition effects on the long range correlation in DNA sequences.
  A. Arneodo, Y. d'Aubenton-Carafa, B. Audit, E. Bacry, J.F. Muzy., and C. Thermes, Euro. Phys. J. vol.~B1, p129 (1998).
  
  
• Oscillating singularities on Cantor sets. A grand canonical multifractal formalism. (abstract and/or ftp)
  A. Arneodo, E. Bacry, S. Jaffard and J.F. Muzy, J. Stat. Phys., Vol. 87 1/2, p. 179-209 (1997).
  
  
• Singularity spectrum of multifractal functions involving oscillatying singularities. (abstract and/or ftp)
  A. Arneodo, E. Bacry, S. Jaffard and J.F. Muzy, Journal of Fourier analysis and applications (1997).
  
  
• Wavelet based fractal analysis of DNA sequences.
  A. Arneodo, Y. d'Aubenton-Carafa, E. Bacry, P.V. Graves, J.F. Muzy, C. Thermes, Physica D, vol. 96, p 291 (1996).
  
  
• A wavelet based multifractal formalism: application to the study of DNA sequences. E. Bacry, A. Arneodo, J.F. Muzy and P.V. Graves, J. Tech. Phys., vol.~37, p 281 (1996).
  
  
• Oscillating singularities in locally self-similar functions.
  A. Arneodo, E. Bacry and J.F. Muzy, Phys. Rev. Lett. 74, 4823 (1995).
  
  
• Characterizing long-range correlations in DNA sequences from wavelet analysis.
  A. Arneodo, E. Bacry, P.V. Graves and J.F. Muzy, Phys. Rev. Lett. 74, 3293 (1995).
  
  
• Uncovering a multiplicative process in one-dimensional cuts of diffusion-limited aggregates.
  A. Arneodo, F. Argoul, E. Bacry, J.F. Muzy and M. Tabard, J. of Diff. Eq. and App. 1, 117 (1995).
  
  
• The thermodynamics of fractals revisited with wavelets.
  A. Arneodo, E. Bacry and J.F. Muzy, Physica A 213, 232 (1994).
  
  
• The multifractal formalism revisited with wavelets.
  J.F. Muzy, E. Bacry and A. Arneodo, Int. J. of Bifurcation and Chaos 4, 245 (1994).
  
  
• Beyond classical multifractal analysis using wavelets : uncovering a multiplicative process hidden in the geometrical complexity of diffusion limited aggregates.
  A. Arneodo, F. Argoul, J.F. Muzy, M. Tabard and E. Bacry, Fractals 1, 629 (1993).
  
  
• Solving the inverse fractal problem from wavelet analysis.
  A. Arneodo, E. Bacry and J.F. Muzy, Europhys. Lett. 25, 479 (1993).
  
  
• Multifractal formalism for fractal signals: the structure fonction approach versus the wavelet transform modulus maxima method.
  J.F. Muzy, E. Bacry and A. Arneodo, Phys. Rev. E 47, 875 (1993).
  
  
• Singularity spectrum of fractal signals from wavelet analysis: exact results
  E. Bacry, J.F. Muzy and A. Arneodo, J. Stat. Phys. 70, 635 (1993).
  
  
• A wavelet based space-time adaptive numerical method for partial differential equation
  E. Bacry, S. Mallat and G. Papanicolaou, Mathematical Modelling and Numerical Analysis, 26, n. 7, p. 793 (1992).
  
  
• Golden mean arithmetic in the fractal branching of diffusion-limited aggregates
  A. Arneodo, F. Argoul, E. Bacry, J.F. Muzy and M. Tabard, Phys. Rev. Lett. 68, 3456 (1992).
  
  
• Wavelets and multifractal formalism for singular signals : application to turbulence data
  J.F. Muzy, E. Bacry and A. Arneodo, Phys. Rev. Lett. 67, 3515 (1991).
  
  

Proceedings

• Differentiating asthma from chronic obstructive pulmonary disease (COPD) in medico-economic databases : Myth or reality ?
  M.Maravic, R.Sigogne, A.Bourdin, N.Roche, S.Mounir, D.Milic, M.Geoffroy, S.Ga\"iffas, E.Bacry
  ERS Madrid 2019 International Congress (Madrid, Espagne, 09/2019)
  
  
• Long time behavior for the partition function
  E.Bacry, A.Gloter, M.Hoffmann, J.F.Muzy
  Proc. IWAP08 (International Workshop on Applied Probability), Compi\`egne, France, 2008
  
  
• Audio signal denoising with complex wavelets and adaptive block attenuation
  G.Yu, E.Bacry, S.Mallat
  Proc. IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP, pp. 869-872 (Hawaii,2007))
  
  
• Are asset return fat tails related to volatility long-range correlation?
  E. Bacry, A.Kozhemyak, J.F.Muzy,
  Proc. Econophysics Colloquium (Canberra, Australie, Novembre 2005)
  Published in Physica A (2006)
  
  
• Modeling financial time series using Multifractal (abstract and/or ftp)
  E. Bacry, J.F. Muzy, J. Delour,
  Physica A 299, 84-92 (2001)
  Nato Advanced Research Workshop on ``Application of Physics in Economic Modelling'', Praha, 2001.
  
  
• Time-invariant Detection and Classification of Noisy Signals with Decision Trees and Wavelet Transform Modulus Maxima.
  R. Gribonval, E. Bacry and S. Mallat, Proc. Wavelet and Applications Workshop (WAW'98), october 1998.
  
  
• Classification et détection de signaux à l'aide de la transformée en ondelettes.
  R. Gribonval, E. Bacry and S. Mallat, Proceedings of the Rencontres de la Sociét é Francophone de Classification (SFC'98), september 1998.
  
  
• Scale invariance and beyond: what can we learn from wavelet analysis ?
  A. Arneodo, B. Audit, E. Bacry, S. Manneville, J.F. Muzy and S.G. Roux, in Proceedings of the Ecole des Houches on Scale Invariance and Beyond, eds B. Dubrulle, F. Graner and D. Sornette (Springer EDP Sciences, 1997), p. 37.
  
  
• Analysis of sound signals with high resolution matching pursuit.
  R. Gribonval, E. Bacry, S. Mallat, Ph. Depalle and X. Rodet, in the Proceedings of TFTS, IEEE (Paris, 1996), p. 125.
  
  
• Sound Signals Decomposition Using a High Resolution Matching Pursuit.
  R. Gribonval, Ph. Depalle, X. Rodet, E. Bacry and S. Mallat, Proc. International Computer Music Conference (ICMC'96), p 293-296, 1996.
  
  
• Wavelet based multifractal formalism : application to the study of DNA sequences.
  E. Bacry, A. Arneodo, Y. d'Aubenton-Carafa, J.F. Muzy and C. Thermes. J. of Tech. Phys. 1996, Vol 37 3-4, p 281-284.
  
  
• A wavelet based multifractal formalism.
  E. Bacry, A. Arneodo, J.F. Muzy, P.V. Graves, Proc. of Nonlinear dynamics, chaotic and complex systems, Zakopane (Pologne), 1995.
  
  
• Wavelet analysis of DNA sequences.
  E. Bacry, A. Arneodo, J.F. Muzy, P,V. Graves, Proc. of Wavelet Applications in Signal and Image Processing III, A.F. Laine and M.A. Unser, eds. (SPIE, Washington,1995), p. 489.
  
  
• Wavelet analysis of single-point turbulence data.
  A. Arneodo, J.F. Muzy and E. Bacry, in Turbulence, A Tentative Dictionary, P. Tabeling and O. Cardoso, eds. (Plenum, New-York, 1995), p. 139.
  
  
• Du chaos à la turbulence : la transformation en ondelettes, un outil d'avenir pour l'analyse des signaux fractals.
  A. Arneodo, F. Argoul, E. Bacry, J. Elezgaray and J.F. Muzy, Rapport 12, Secrétariat Général de la Défense Nationale (1994).
  
  
• Wavelet analysis of fractal signals. Application to fully developed turbulence data.
  A. Arneodo, J.F. Muzy and E. Bacry, in Eddy Structure Identification in Free Turbulent Shear Flows, J.P. Bonnet and M.N. Glauser, eds. (Kluwer Academic Press, Dordrecht, 1993), p. 153.
  
  
• Uncovering the quasifractality of diffusion-limited aggregates with wavelets. Towards a statistical thermodynamics of Laplacian fractals.
  A. Arneodo, F. Argoul, E. Bacry, J. Elezgaray, J.F. Muzy and M. Tabard, in Progress in Wavelet Analysis and Applications, Y. Meyer and S. Roques, eds. (Frontières, Gif sur Yvette, 1993), p. 21.
  
  
• A wavelet based space-time adaptive numerical method for partial differential equations.
  E. Bacry, S. Mallat and G. Papanicolaou, in Progress in Wavelet Analysis and Applications, Y. Meyer and S. Roques, eds. (Frontières, Gif sur Yvette, 1993), p. 677.
  
  
• Multifractal formalism for singular signals based on wavelet analysis.
  J.F. Muzy, E. Bacry and A. Arneodo, in Progress in Wavelet Analysis and Applications, Y. Meyer and S. Roques, eds. (Frontières, Gif sur Yvette, 1993), p. 323.
  
• Wavelet analysis of fractal signals: direct determination of the singularity spectrum of fully developed turbulence data.
  A. Arneodo, E. Bacry and J.F. Muzy, in the proceedings of the USA-French Workshop Wavelets and Turbulence (Springer, Berlin, 1993),
  Notes : To appear
  
  
• Fibonacci sequences in diffusion-limited aggregation.
  A. Arneodo, F. Argoul, E. Bacry, J.F. Muzy and M. Tabard, in Growth Patterns in Physical Sciences and Biology, J.M. Garcia Ruiz, E. Louis, P. Meakin and L.M. Sander, eds. (Plenum, New-York, 1993), p. 191.
  
  
• Analyse en ondelettes de signaux fractals. Application à l'étude de la turbulence pleinement développée.
  A. Arneodo, E. Bacry and J.F. Muzy, Comptes Rendus du 29ème Colloque d'Aérodynamique Appliquée, C.E.L. Biscarosse (Septembre 1992)
  
  
• Wavelet transform of fractals : I. From the transition to chaos to fully developed turbulence. II. Optical wavelet transform of fractal growth phenomena.
  A. Arneodo, F. Argoul, E. Bacry, J. Elezgaray, E. Freysz, G. Grasseau, J.F. Muzy and B. Pouligny, in Wavelets and Applications, Y. Meyer, ed. (Springer, Berlin, 1992), p. 286.
  
  
• Wavelet analysis of fully developed turbulence data and measurement of scaling exponents.
  E. Bacry, A. Arneodo, U. Frisch, Y. Gagne and E. Hopfinger, in Turbulence and Coherent Structures, M. Lesieur and O. Métais, eds. (Kluwer Academic Publishers, 1990) p. 203.
  

Media

• Regularly interviewed/cited by numerous newspapers french or european (Les Echos, Forbes France, Politico, LeMonde, Sciences et Avenir, ...)

• TV shows or interviews (France 2, Euronews, ...)

• Fractal geometry and Finance (Hear it)
  invited with B.Mandelbrot
  Two "Science Frictions" shows (30mn each) on French radio France Culture (June 2005)
  

Phd Thesis and Habilitation

• Utilisation de la transformation en ondelettes pour l'analyse de signaux fractals
  et pour la résolution d'équations aux dérivées partielles.
  E.Bacry
  Phd Thesis in Mathematics, University Paris VII, France (1992)
  
  
• Habilitation à diriger des recherches, University of Paris VII (1996)
  
  

Softwares