Jonathan Donier
Jonathan Donier
Senior Research Scientist, Spotify
Verified email at polytechnique.org
Title
Cited by
Cited by
Year
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
852015
Trades, quotes and prices: financial markets under the microscope
JP Bouchaud, J Bonart, J Donier, M Gould
Cambridge University Press, 2018
802018
Why do markets crash? Bitcoin data offers unprecedented insights
J Donier, JP Bouchaud
PloS one 10 (10), e0139356, 2015
762015
A million metaorder analysis of market impact on the Bitcoin
J Donier, J Bonart
Market Microstructure and Liquidity 1 (02), 1550008, 2015
472015
Quadratic Hawkes processes for financial prices
P Blanc, J Donier, JP Bouchaud
Quantitative Finance 17 (2), 171-188, 2017
452017
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
222016
Market impact with autocorrelated order flow under perfect competition
J Donier
Available at SSRN 2191660, 2012
142012
Unravelling the trading invariance hypothesis
M Benzaquen, J Donier, JP Bouchaud
Market Microstructure and Liquidity 2 (03n04), 1650009, 2016
132016
Trades, quotes and prices: financial markets under the microscope, 2018
JP Bouchaud, J Bonart, J Donier, M Gould
Cambridge University Press: Cambridge, 0
10
Community-Based Cover Song Detection
M Sarfati, A Hu, J Donier
Proceedings of the International Society for Music Information Retrieval …, 2019
42019
Ensemble-based cover song detection
M Sarfati, A Hu, J Donier
arXiv preprint arXiv:1905.11700, 2019
12019
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 App. 16/797,415, 2020
2020
Fingerprint clustering for content-based audio recognition
J Donier, T Hoffmann
US Patent 10,776,420, 2020
2020
Audio fingerprint extraction and audio recognition using said fingerprints
J Donier, T Hoffmann
US Patent 10,657,175, 2020
2020
The universality of skipping behaviours on music streaming platforms
J Donier
arXiv preprint arXiv:2005.06987, 2020
2020
Scaling up deep neural networks: a capacity allocation perspective
J Donier
arXiv preprint arXiv:1903.04455, 2019
2019
Agents hétérogènes et formation des prix sur les marchés financiers
J Donier
Université Pierre et Marie Curie-Paris VI, 2016
2016
Priority Who? 1 Prioritize
J Donier, JP Bouchaud
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