Paper: | SPTM-P11.9 |
Session: | Estimation Theory and Methods II |
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 |
Authors: |
Roberto Leonarduzzi; Ecole Normale Superieure, PSL | | |
| Gaspar Rochette; Ecole Normale Superieure, PSL | | |
| Jean-Phillipe Bouchaud; Capital Fund Management | | |
| Stéphane Mallat; Ecole Normale Superieure, PSL, College de France | | |