Emmanuelle Jay

Publication Activity (10 Years)

Years Active: 1999-2020
Publications (10 Years): 4

Top Topics

Class Conditional Densities

Eigendecomposition

Mahalanobis Distance

Top Venues

IEEE J. Sel. Top. Signal Process.

Publications

Emmanuelle Jay, Thibault Soler, Jean Philippe Ovarlez, Philippe de Peretti, Christophe Chorro
Robust Covariance Matrix Estimation and Portfolio Allocation: The Case of Non-Homogeneous Assets. ICASSP (2020)
Emmanuelle Jay, Thibault Soler, Eugénie Terreaux, Jean Philippe Ovarlez, Frédéric Pascal, Philippe de Peretti, Christophe Chorro
Improving portfolios global performance using a cleaned and robust covariance matrix estimate. Soft Comput. 24 (12) (2020)
Emmanuelle Jay, Eugénie Terreaux, Jean Philippe Ovarlez, Frédéric Pascal
Improving Portfolios Global Performance with Robust Covariance Matrix Estimation: Application to the Maximum Variety Portfolio. EUSIPCO (2018)
Ali N. Akansu, Dmitry Malioutov, Daniel P. Palomar, Emmanuelle Jay, Danilo P. Mandic
Introduction to the Issue on Financial Signal Processing and Machine Learning for Electronic Trading. IEEE J. Sel. Top. Signal Process. 10 (6) (2016)
Emmanuelle Jay, Patrick Duvaut, Serge Darolles, Christian Gouriéroux
-regularization of the Kalman Filter for exogenous outlier removal: Application to hedge funds analysis. CAMSAP (2011)
Emmanuelle Jay, Patrick Duvaut, Serge Darolles, Arnaud Chrétien
Multifactor Models. IEEE Signal Process. Mag. 28 (5) (2011)
Emmanuelle Jay, Jean Philippe Ovarlez, David Declercq, Patrick Duvaut
BORD: bayesian optimum radar detector. Signal Process. 83 (6) (2003)
Emmanuelle Jay, Jean Philippe Ovarlez, David Declercq, Patrick Duvaut
Bayesian Optimum Radar Detector in non-Gaussian noise. ICASSP (2002)
Emmanuelle Jay, Jean Philippe Ovarlez, Patrick Duvaut
New methods of radar performances analysis. Signal Process. 80 (12) (2000)
Jean Philippe Ovarlez, Emmanuelle Jay
New methods of radar detection performances analysis. ICASSP (1999)