Yannick Malevergne

Publication Activity (10 Years)

Years Active: 2016-2023
Publications (10 Years): 5

Top Topics

Asset Allocation

Multifractal Analysis

Foreign Exchange

Multivariate Normal

Top Venues

IEEE J. Sel. Top. Signal Process.

Int. J. Bifurc. Chaos

Publications

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)
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)
Jeroen C. Rozendaal, Yannick Malevergne, Didier Sornette
Macroeconomic Dynamics of Assets, Leverage and Trust. Int. J. Bifurc. Chaos 26 (8) (2016)