Philippe de Peretti

Publication Activity (10 Years)

Years Active: 2013-2020
Publications (10 Years): 5

Top Topics

Class Conditional Densities

Top Venues

Publications

Philippe de Peretti, Bice Cavallo, Biagio Simonetti, Massimo Squillante, Jorgen Vitting-Andersen
Special issue on dynamics of socioeconomic systems: systemic risk - finance. Soft Comput. 24 (12) (2020)
Hayette Gatfaoui, Philippe de Peretti
Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent. Soft Comput. 24 (12) (2020)
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)
Bice Cavallo, Philippe de Peretti, Biagio Simonetti, Massimo Squillante, Jorgen Vitting-Andersen
Special issue on dynamics of socioeconomic systems: systemic risk - complex systems. Soft Comput. 24 (18) (2020)
Dominique Guégan, Philippe de Peretti
An omnibus test to detect time-heterogeneity in time series. Comput. Stat. 28 (3) (2013)