Login / Signup
Shuffling for understanding multifractality, application to asset price time series.
Patrice Abry
Yannick Malevergne
Herwig Wendt
Marc Senneret
Laurent Jaffres
Blaise Liaustrat
Published in:
EUSIPCO (2019)
Keyphrases
</>
three dimensional
data sets
artificial neural networks
probabilistic model
non stationary