| Trades, quotes and prices: financial markets under the microscope JP Bouchaud, J Bonart, J Donier, M Gould Cambridge University Press, 2018 | 234 | 2018 |
| A fully consistent, minimal model for non-linear market impact J Donier, JF Bonart, I Mastromatteo, JP Bouchaud Quantitative Finance 15 (7), 1109-1121, 2015 | 121 | 2015 |
| Quadratic Hawkes processes for financial prices P Blanc, J Donier, JP Bouchaud Quantitative Finance 17 (2), 171-188, 2017 | 98 | 2017 |
| Why do markets crash? Bitcoin data offers unprecedented insights J Donier, JP Bouchaud PloS one 10 (10), e0139356, 2015 | 98 | 2015 |
| A million metaorder analysis of market impact on the Bitcoin J Donier, J Bonart Market Microstructure and Liquidity 1 (02), 1550008, 2015 | 74 | 2015 |
| From Walras’ auctioneer to continuous time double auctions: A general dynamic theory of supply and demand J Donier, JP Bouchaud Journal of Statistical Mechanics: Theory and Experiment 2016 (12), 123406, 2016 | 30 | 2016 |
| Unravelling the trading invariance hypothesis M Benzaquen, J Donier, JP Bouchaud Market Microstructure and Liquidity 2 (03n04), 1650009, 2016 | 20 | 2016 |
| Trades, Quotes and Prices: Financial Markets Under the Microscope, 2018 JP Bouchaud, J Bonart, J Donier, M Gould Cambridge University Press: Cambridge, 0 | 16 | |
| Debosh: Deep bayesian shape optimization N Durasov, A Lukoyanov, J Donier, P Fua arXiv preprint arXiv:2109.13337, 2021 | 15 | 2021 |
| Market impact with autocorrelated order flow under perfect competition J Donier arXiv preprint arXiv:1212.4770, 2012 | 14 | 2012 |
| Hybridsdf: Combining deep implicit shapes and geometric primitives for 3d shape representation and manipulation S Vasu, N Talabot, A Lukoianov, P Baqué, J Donier, P Fua 2022 International Conference on 3D Vision (3DV), 617-626, 2022 | 12 | 2022 |
| The universality of skipping behaviours on music streaming platforms J Donier arXiv preprint arXiv:2005.06987, 2020 | 6 | 2020 |
| Enabling Uncertainty Estimation in Iterative Neural Networks N Durasov, D Oner, J Donier, H Le, P Fua arXiv preprint arXiv:2403.16732, 2024 | 5 | 2024 |
| Audio fingerprint extraction and audio recognition using said fingerprints J Donier, T Hoffmann US Patent 10,657,175, 2020 | 5 | 2020 |
| Community-based cover song detection M Sarfati, A Hu, J Donier Proceedings of the International Society for Music Information Retrieval …, 2019 | 5 | 2019 |
| Hybridsdf: combining free form shapes and geometric primitives for effective shape manipulation S Vasu, N Talabot, A Lukoianov, P Baque, J Donier, P Fua ArXiv abs/2109.10767 4, 2021 | 4 | 2021 |
| Ensemble-based cover song detection M Sarfati, A Hu, J Donier arXiv preprint arXiv:1905.11700, 2019 | 3 | 2019 |
| Capacity allocation analysis of neural networks: A tool for principled architecture design J Donier arXiv preprint arXiv:1902.04485, 2019 | 2 | 2019 |
| Capacity allocation through neural network layers J Donier arXiv preprint arXiv:1902.08572, 2019 | 1 | 2019 |
| Differentiable parametric computer-assisted design solution P Baqué, A Lukoianov, J Donier, T Allard US Patent App. 18/270,835, 2024 | | 2024 |
Jean-Philippe BouchaudHead of Research, CFMVerified email at cfm.fr
