Jean-François Muzy

发表

Beyond Classical Multifractal Analysis Using Wavelets: Uncovering a Multiplicative Process Hidden in the Geometrical Complexity of Diffusion Limited Aggregates

Emmanuel Bacry, Françoise Argoul, Alain Arneodo, 1994 .

Second order statistics characterization of Hawkes processes and non-parametric estimation

Emmanuel Bacry, Jean-François Muzy, E. Bacry, 2014, 1401.0903.

Modelling microstructure noise with mutually exciting point processes

Emmanuel Bacry, Marc Hoffmann, Jean-François Muzy, 2011, 1101.3422.

Intermittency model for surface layer wind speed fluctuations. Applications to short term forecasting and calibration of the wind resource.

Jean-François Muzy, Philippe Poggi, Rachel Baïle, 2010 .

Mean-field inference of Hawkes point processes pdf

Emmanuel Bacry, Stéphane Gaïffas, Jean-François Muzy, 2015, ArXiv.

Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns

Emmanuel Bacry, Jean-François Muzy, Laurent Duvernet, 2012, J. Appl. Probab..

Modeling microstructure noise using Hawkes processes

Emmanuel Bacry, Marc Hoffmann, Jean-François Muzy, 2011, 2011 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

Uncovering Causality from Multivariate Hawkes Integrated Cumulants

Emmanuel Bacry, Stéphane Gaïffas, Jean-François Muzy, 2016, ICML.

Wavelet-based estimators of scaling behavior

Emmanuel Bacry, Alain Arneodo, Jean-François Muzy, 2002, IEEE Trans. Inf. Theory.

An M-Rice wind speed frequency distribution

Jean-François Muzy, Philippe Poggi, Rachel Baïle, 2011 .

THE THERMODYNAMICS OF FRACTALS REVISITED WITH WAVELETS

Emmanuel Bacry, Alain Arneodo, Jean-François Muzy, 1995 .

Continuous cascade models for asset returns

Emmanuel Bacry, Jean-François Muzy, E. Bacry, 2008 .

Wavelet based fractal analysis of DNA sequences

Emmanuel Bacry, Alain Arneodo, Jean-François Muzy, 1996 .

Volatility Fingerprints of Large Shocks: Endogenous Versus Exogenous

Didier Sornette, Jean-François Muzy, Yannick Malevergne, 2002 .

Random cascades on wavelet dyadic trees

Emmanuel Bacry, Alain Arneodo, Jean-François Muzy, 1998 .

Towards log-normal statistics in high Reynolds number turbulence

Alain Arneodo, Jean-François Muzy, Sébastien Manneville, 1998 .

Log-normal continuous cascade model of asset returns: aggregation properties and estimation

Emmanuel Bacry, Jean-François Muzy, E. Bacry, 2013 .

Wavelet Based Multifractal Formalism: Applications to DNA Sequences, Satellite Images of the Cloud Structure, and Stock Market Data

Alain Arneodo, Jean-François Muzy, Benjamin Audit, 2002 .

Structure functions in turbulence, in various flow configurations, at Reynolds number between 30 and 5000, using extended self-similarity

Roberto Benzi, Joachim Peinke, Alain Arneodo, 1996 .

Hawkes model for price and trades high-frequency dynamics

Emmanuel Bacry, Jean-François Muzy, E. Bacry, 2013, 1301.1135.

Uncovering Fibonacci sequences in the fractal morphology of diffusion-limited aggregates

Françoise Argoul, Alain Arneodo, Jean-François Muzy, 1992 .

Concentration inequalities for matrix martingales in continuous time

Emmanuel Bacry, Stéphane Gaïffas, Jean-François Muzy, 2018 .

Wildfire spread experiments: Fluctuations in thermal measurements ☆

Jean-François Muzy, Xavier Silvani, Frédéric Morandini, 2009 .

Structural five-fold symmetry in the fractal morphology of diffusion-limited aggregates

Françoise Argoul, Alain Arneodo, Jean-François Muzy, 1992 .

Oscillating singularities on cantor sets: A grand-canonical multifractal formalism

Emmanuel Bacry, Alain Arneodo, Stéphane Jaffard, 1997 .

Disentangling and quantifying market participant volatility contributions

Emmanuel Bacry, Jean-François Muzy, Marcello Rambaldi, 2018, Quantitative Finance.

Detecting vorticity filaments using wavelet analysis: About the statistical contribution of vorticity filaments to intermittency in swirling turbulent flows

Alain Arneodo, Jean-François Muzy, J. Muzy, 1999 .

Modelling financial time series using multifractal random walks

Emmanuel Bacry, Jean-François Muzy, J. Delour, 2001 .

Optical wavelet transform and local scaling properties of fractals

Françoise Argoul, Alain Arneodo, Jean-François Muzy, 1991 .

Experimental analysis of self-similarity and random cascade processes : Application to fully developed turbulence data

Alain Arneodo, Jean-François Muzy, J. Muzy, 1997 .

Spatial intermittency of surface layer wind fluctuations at mesoscale range.

Jean-François Muzy, Rachel Baïle, J. Muzy, 2010, Physical review letters.

Thermodynamics of fractal signals based on wavelet analysis: application to fully developed turbulence data and DNA sequences

Emmanuel Bacry, Alain Arneodo, Jean-François Muzy, 1998 .

Singularity spectrum of multifractal functions involving oscillating singularities

Emmanuel Bacry, Alain Arneodo, Stéphane Jaffard, 1998 .

Intermittency of surface-layer wind velocity series in the mesoscale range.

Jean-François Muzy, Philippe Poggi, Rachel Baïle, 2009, Physical review. E, Statistical, nonlinear, and soft matter physics.

THE DYNAMICS OF FINANCIAL MARKETS - MANDELBROT'S MULTIFRACTAL CASCADES, AND BEYOND

Jean-Philippe Bouchaud, Jean-François Muzy, Gilles O. Zumbach, 2005, cond-mat/0501292.

Short‐term forecasting of surface layer wind speed using a continuous random cascade model

Jean-François Muzy, Philippe Poggi, Rachel Baïle, 2011 .

What can we learn with wavelets about DNA sequences

Emmanuel Bacry, Alain Arneodo, Jean-François Muzy, 1998 .