Matthieu Garcin
Matthieu Garcin
De Vinci Research Center, Paris la Défense
Adresse e-mail validée de - Page d'accueil
Citée par
Citée par
Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates
M Garcin
Physica A: statistical mechanics and its applications 483, 462-479, 2017
Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics
A Ammy-Driss, M Garcin
Physica A: statistical mechanics and its applications 609, 128335, 2023
Wavelet shrinkage of a noisy dynamical system with non-linear noise impact
M Garcin, D Guégan
Physica D: nonlinear phenomena 325, 126-145, 2016
Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets
M Garcin, J Klein, S Laaribi
Journal of Applied Statistics, 1-21, 2023
Hurst exponents and delampertized fractional Brownian motions
M Garcin
International journal of theoretical and applied finance 22 (05), 1950024, 2019
Fractal analysis of the multifractality of foreign exchange rates
M Garcin
Mathematical methods in economics and finance 13 (1), 49-73, 2020
Heart rate asymmetry as a new marker for neonatal stress
K Kramarić, M Šapina, M Garcin, K Milas, M Pirić, D Brdarić, G Lukić, ...
Biomedical signal processing and control 47, 219-223, 2019
Forecasting with fractional Brownian motion: a financial perspective
M Garcin
Quantitative finance 22 (8), 1495-1512, 2022
The Hurst exponent of heart rate variability in neonatal stress, based on a mean-reverting fractional Lévy stable motion
M Šapina, M Garcin, K Kramarić, K Milas, D Brdarić, M Pirić
Fluctuation and noise letters 19 (03), 2050026, 2020
Asymmetric detrended fluctuation analysis in neonatal stress
M Šapina, M Kośmider, K Kramarić, M Garcin, PD Adelson, M Pirić, ...
Physiological measurement 39 (8), 085006, 2018
Probability density of the empirical wavelet coefficients of a noisy chaos
M Garcin, D Guegan
Physica D: nonlinear phenomena 276, 28-47, 2014
Extreme values of random or chaotic discretization steps and connected networks
M Garcin, D Guegan
Applied mathematical sciences 6 (119), 5901-5928, 2012
A statistical test of market efficiency based on information theory
X Brouty, M Garcin
Quantitative finance 23 (6), 1003-1018, 2023
Non-parametric news impact curve: a variational approach
M Garcin, C Goulet
Soft computing 24 (18), 13797-13812, 2020
Multi-lag tone–entropy in neonatal stress
M Šapina, CK Karmakar, K Kramarić, M Garcin, PD Adelson, K Milas, ...
Journal of The Royal Society Interface 15 (146), 20180420, 2018
Long versus short time scales: the rough dilemma and beyond
M Garcin, M Grasselli
Decisions in economics and finance 45 (1), 257-278, 2022
A multivariate quantile based on Kendall ordering
M Garcin, D Guégan, B Hassani
Revstat-statistical journal 21 (1), 77-96, 2023
A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework
M Garcin
Communications in nonlinear science and numerical simulation 114, 106610, 2022
Complexity measure, kernel density estimation, bandwidth selection, and the efficient market hypothesis
M Garcin
arXiv preprint arXiv:2305.13123, 2023
Empirical wavelet coefficients and denoising of chaotic data in the phase space
M Garcin
Handbook of applications of chaos theory, 201-210, 2016
Le système ne peut pas réaliser cette opération maintenant. Veuillez réessayer plus tard.
Articles 1–20