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Marc Senneret
Publication Activity (10 Years)
Years Active: 2016-2023
Publications (10 Years): 5
Top Topics
Multivariate Time Series
Multifractal Analysis
Foreign Exchange
Deep Learning
Top Venues
ICASSP
EUSIPCO
IEEE J. Sel. Top. Signal Process.
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Publications
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Th. Beroud
,
Patrice Abry
,
Yannick Malevergne
,
Marc Senneret
,
Gerald Perrin
,
J. Macq
Wassertein Gan Synthesis for Time Series with Complex Temporal Dynamics: Frugal Architectures and Arbitrary Sample-Size Generation.
ICASSP
(2023)
Patrice Abry
,
Yannick Malevergne
,
Herwig Wendt
,
Stéphane Jaffard
,
Marc Senneret
,
Laurent Jaffrès
Foreign Exchange Multivariate Multifractal Analysis.
EUSIPCO
(2022)
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)