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Laurent Jaffrès

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2020 – today

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2022
[c3]
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Patrice Abry, Yannick Malevergne, Herwig Wendt, Stéphane Jaffard, Marc Senneret, Laurent Jaffrès:
Foreign Exchange Multivariate Multifractal Analysis. EUSIPCO 2022: 2121-2125
2020
[c2]
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P. Liotet, Patrice Abry, Roberto F. Leonarduzzi, Marc Senneret, Laurent Jaffrès, Gerald Perrin:
Deep Learning Abilities to Classify Intricate Variations in Temporal Dynamics of Multivariate Time Series. ICASSP 2020: 3857-3861

2010 – 2019

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2019
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Patrice Abry, Yannick Malevergne, Herwig Wendt, Marc Senneret, Laurent Jaffrès, Blaise Liaustrat:
Shuffling for understanding multifractality, application to asset price time series. EUSIPCO 2019: 1-5
2016
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Marc Senneret, Yannick Malevergne, Patrice Abry, Gerald Perrin, Laurent Jaffrès:
Covariance Versus Precision Matrix Estimation for Efficient Asset Allocation. IEEE J. Sel. Top. Signal Process. 10(6): 982-993 (2016)

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