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Laurent Jaffres
Publication Activity (10 Years)
Years Active: 2016-2020
Publications (10 Years): 3
Top Topics
Deep Learning
Multivariate Time Series
Dimension Reduction
Graphical Models
Top Venues
IEEE J. Sel. Top. Signal Process.
ICASSP
EUSIPCO
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Publications
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P. Liotet
,
Patrice Abry
,
Roberto F. Leonarduzzi
,
Marc Senneret
,
Laurent Jaffres
,
Gerald Perrin
Deep Learning Abilities to Classify Intricate Variations in Temporal Dynamics of Multivariate Time Series.
ICASSP
(2020)
Patrice Abry
,
Yannick Malevergne
,
Herwig Wendt
,
Marc Senneret
,
Laurent Jaffres
,
Blaise Liaustrat
Shuffling for understanding multifractality, application to asset price time series.
EUSIPCO
(2019)
Marc Senneret
,
Yannick Malevergne
,
Patrice Abry
,
Gerald Perrin
,
Laurent Jaffres
Covariance Versus Precision Matrix Estimation for Efficient Asset Allocation.
IEEE J. Sel. Top. Signal Process.
10 (6) (2016)