Olivier Scaillet

Publication Activity (10 Years)

Years Active: 1998-2023
Publications (10 Years): 4

Top Topics

Wavelet Decomposition

Sparse Learning

Top Venues

IEEE Trans. Signal Process.

Comput. Stat. Data Anal.

Publications

Gaetan Bakalli, Davide A. Cucci, Ahmed Radi, Naser El-Sheimy, Roberto Molinari, Olivier Scaillet, Stéphane Guerrier
Multi-Signal Approaches for Repeated Sampling Schemes in Inertial Sensor Calibration. IEEE Trans. Signal Process. 71 (2023)
Denisa Banulescu-Radu, Christophe Hurlin, Jérémy Leymarie, Olivier Scaillet
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures. Manag. Sci. 67 (9) (2021)
Roberto Molinari, Gaetan Bakalli, Stéphane Guerrier, Cesare Miglioli, Samuel Orso, Olivier Scaillet
SWAG: A Wrapper Method for Sparse Learning. CoRR (2020)
Pierre Bajgrowicz, Olivier Scaillet, Adrien Treccani
Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News. Manag. Sci. 62 (8) (2016)
Erricos John Kontoghiorghes, Herman K. van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D. S. G. Pollock, Tommaso Proietti, Jeroen V. K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu
CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. Comput. Stat. Data Anal. 76 (2014)
Bruno N. Rémillard, Olivier Scaillet
Testing for equality between two copulas. J. Multivar. Anal. 100 (3) (2009)
Paolo Battocchio, Francesco Menoncin, Olivier Scaillet
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases. Ann. Oper. Res. 152 (1) (2007)
Michel Denuit, Anne-Cécile Goderniaux, Olivier Scaillet
A Kolmogorov-Smirnov-Type Test for Shortfall Dominance Against Parametric Alternatives. Technometrics 49 (1) (2007)
Boris Leblanc, Olivier Renault, Olivier Scaillet
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary. Finance Stochastics 4 (1) (2000)
Jean-Philippe Lesne, Jean-Luc Prigent, Olivier Scaillet
Convergence of discrete time option pricing models under stochastic interest rates. Finance Stochastics 4 (1) (2000)
Boris Leblanc, Olivier Scaillet
Path dependent options on yields in the affine term structure model. Finance Stochastics 2 (4) (1998)