| Paper: | SPTM-P11.9 |
| Session: | Estimation Theory and Methods II |
| Location: | Poster Area I, East Bar, First Floor |
| Session Time: | Friday, May 17, 08:30 - 10:30 |
| Presentation Time: | Friday, May 17, 08:30 - 10:30 |
| Presentation: |
Poster
|
| Topic: |
Signal Processing Theory and Methods: Signal and System Modeling and Estimation |
| Paper Title: |
Maximum-Entropy Scattering Models for Financial Time Series |
| Manuscript Link: |
Click here to view manuscript on IEEE Xplore |
| Authors: |
Roberto Leonarduzzi, Gaspar Rochette, Ecole Normale Superieure, PSL, France; Jean-Phillipe Bouchaud, Capital Fund Management, France; Stéphane Mallat, Ecole Normale Superieure, PSL, College de France, France |