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Jonathan Donier
Jonathan Donier
Senior Research Scientist, Spotify
Verified email at polytechnique.org
Title
Cited by
Cited by
Year
Trades, quotes and prices: financial markets under the microscope
JP Bouchaud, J Bonart, J Donier, M Gould
Cambridge University Press, 2018
2102018
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
1192015
Why do markets crash? Bitcoin data offers unprecedented insights
J Donier, JP Bouchaud
PloS one 10 (10), e0139356, 2015
912015
Quadratic Hawkes processes for financial prices
P Blanc, J Donier, JP Bouchaud
Quantitative Finance 17 (2), 171-188, 2017
862017
A million metaorder analysis of market impact on the bitcoin
J Donier, J Bonart
Market Microstructure and Liquidity 1 (02), 1550008, 2015
712015
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
292016
Unravelling the trading invariance hypothesis
M Benzaquen, J Donier, JP Bouchaud
Market Microstructure and Liquidity 2 (03n04), 1650009, 2016
172016
Market impact with autocorrelated order flow under perfect competition
J Donier
arXiv preprint arXiv:1212.4770, 2012
152012
Trades, quotes and prices: financial markets under the microscope, 2018
JP Bouchaud, J Bonart, J Donier, M Gould
Cambridge University Press: Cambridge, 0
14
Debosh: Deep bayesian shape optimization
N Durasov, A Lukoyanov, J Donier, P Fua
arXiv preprint arXiv:2109.13337, 2021
122021
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
62022
Audio fingerprint extraction and audio recognition using said fingerprints
J Donier, T Hoffmann
US Patent 10,657,175, 2020
52020
The universality of skipping behaviours on music streaming platforms
J Donier
arXiv preprint arXiv:2005.06987, 2020
52020
Community-based cover song detection
M Sarfati, A Hu, J Donier
Proceedings of the International Society for Music Information Retrieval …, 2019
52019
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
42021
Ensemble-based cover song detection
M Sarfati, A Hu, J Donier
arXiv preprint arXiv:1905.11700, 2019
32019
Capacity allocation through neural network layers
J Donier
arXiv preprint arXiv:1902.08572, 2019
12019
Capacity allocation analysis of neural networks: A tool for principled architecture design
J Donier
arXiv preprint arXiv:1902.04485, 2019
12019
Ensemble-based data comparison
M Sarfati, J Donier
US Patent 11,822,601, 2023
2023
Systems and methods for generating a mixed audio file in a digital audio workstation
J Donier, F Pachet, P Roy, OJ Okubadejo
US Patent App. 17/515,184, 2023
2023
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