LassoNet: A neural network with feature sparsity
[pdf][JMLR copy] Ismael Lemhadri, Feng Ruan, Louis Abraham, Robert Tibshirani
Journal of Machine Learning Research, 2021
A neural network with feature sparsity
[pdf] Ismael Lemhadri, Feng Ruan, Robert Tibshirani
AISTATS 2021
Price Impact in a Latent Order Book
[pdf][MML copy] Ismael Lemhadri Market Microstructure and Liquidity, 2020
Preprints and notes
Exact recovery in the stochastic block model with the relaxed K-means
[pdf] Ismael Lemhadri, Youssouf Emin
Deep Learning based Endoscopy Video Classification
[pdf]
Oussama Fadil, Ismael Lemhadri, Crystal Zheng