Emmanuel Bacry
Impact in
- Finance top 0.5%
- Financial Risk and Volatility Modeling
- Economics and Econometrics top 0.2%
- Complex Systems and Time Series Analysis
Papers in
- Finance 19
- Financial Risk and Volatility Modeling 19
-
- Point processes and geometric inequalities 12
- Co-authors
- Jean–François MuzyA. ArnéodoJ. DelourRémi GribonvalStéphane MallatPierre Vincent GravesIacopo MastromatteoMarc Hoffmann
- Journals
- Physica A Statistical Mechanics and its Applications (6 papers)Quantitative Finance (5 papers)Physical Review Letters (5 papers)Journal of Statistical Physics (2 papers)Europhysics Letters (EPL) (2 papers)
- Partner nations
- FranceUnited StatesUnited Kingdom
In The Last Decade
Emmanuel Bacry
60 papers receiving 4.8k citations
Hit Papers
Peers
Comparison fields: 5 of 145
- Finance 1.0k
- Economics and Econometrics 2.5k
- Statistical and Nonlinear Physics 1.0k
- Applied Mathematics 683
- Signal Processing 508
Countries citing papers authored by Emmanuel Bacry
This map shows the geographic impact of Emmanuel Bacry's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Emmanuel Bacry with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Emmanuel Bacry more than expected).
Fields of papers citing papers by Emmanuel Bacry
This network shows the impact of papers produced by Emmanuel Bacry. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Emmanuel Bacry. The network helps show where Emmanuel Bacry may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Emmanuel Bacry, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2022 | 1 | |
| 2 | 2020 | 5 | |
| 3 | 2019 | 12 | |
| 4 | 2019 | 7 | |
| 5 | tick: a Python Library for Statistical Learning, with an emphasis on Hawkes Processes and Time-Dependent Models | 2018 | 42 |
| 6 | 2018 | 11 | |
| 7 | 2017 | 4 | |
| 8 | 2015 | 1 | |
| 9 | Hawkes Processes in Finance Hit paper breakdown → | 2015 | 244 |
| 10 | 2013 | 126 | |
| 11 | 2013 | 8 | |
| 12 | 2012 | 14 | |
| 13 | 2012 | 5 | |
| 14 | 2008 | 101 | |
| 15 | 2002 | 103 | |
| 16 | 2002 | 78 | |
| 17 | 2001 | 309 | |
| 18 | Sound signals decomposition using a high resolution matching pursuit | 1996 | 22 |
| 19 | 1996 | 113 | |
| 20 | 1994 | 19 |
About Emmanuel Bacry
Emmanuel Bacry is a scholar working on Finance, Applied Mathematics, Mathematical Physics, Economics and Econometrics and Statistical and Nonlinear Physics, having authored 61 papers that have together received 5.1k indexed citations. Recurring topics across this work include Complex Systems and Time Series Analysis (28 papers), Financial Risk and Volatility Modeling (19 papers), Image and Signal Denoising Methods (13 papers), Point processes and geometric inequalities (12 papers), Chaos control and synchronization (9 papers), Theoretical and Computational Physics (9 papers), Mathematical Dynamics and Fractals (8 papers) and Fractal and DNA sequence analysis (6 papers). The work is most often cited by research in Finance (1.0k citations), Economics and Econometrics (2.5k citations), Statistical and Nonlinear Physics (1.0k citations), Applied Mathematics (683 citations) and Signal Processing (508 citations). Emmanuel Bacry has collaborated with scholars based in France, United States and United Kingdom. Frequent co-authors include Jean–François Muzy, A. Arnéodo, J. Delour, Rémi Gribonval, Stéphane Mallat, Pierre Vincent Graves, Iacopo Mastromatteo, Marc Hoffmann, Sylvain Delattre and Benjamin Audit. Their work appears in journals such as Physica A Statistical Mechanics and its Applications, Quantitative Finance, Physical Review Letters, Journal of Statistical Physics and Europhysics Letters (EPL).
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.