Marc Senneret

According to our database, Marc Senneret authored at least 6 papers between 2016 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Longitudinal Cross-Temporal Dynamics in Foreign Exchange via Bayesian Multifractal Analysis.

Herwig Wendt, Patrice Abry, Yannick Malevergne, Marc Senneret, Gerald Perrin, Stéphane Jaffard

Proceedings of the 32nd European Signal Processing Conference, 2024

2023

Wassertein Gan Synthesis for Time Series with Complex Temporal Dynamics: Frugal Architectures and Arbitrary Sample-Size Generation.

Th. Beroud, Patrice Abry, Yannick Malevergne, Marc Senneret, Gerald Perrin, J. Macq

Proceedings of the IEEE International Conference on Acoustics, 2023

2022

Foreign Exchange Multivariate Multifractal Analysis.

Patrice Abry, Yannick Malevergne, Herwig Wendt, Stéphane Jaffard, Marc Senneret, Laurent Jaffrès

Proceedings of the 30th European Signal Processing Conference, 2022

2020

Deep Learning Abilities to Classify Intricate Variations in Temporal Dynamics of Multivariate Time Series.

P. Liotet, Patrice Abry, Roberto F. Leonarduzzi, Marc Senneret, Laurent Jaffrès, Gerald Perrin

Proceedings of the 2020 IEEE International Conference on Acoustics, 2020

2019

Shuffling for understanding multifractality, application to asset price time series.

Patrice Abry, Yannick Malevergne, Herwig Wendt, Marc Senneret, Laurent Jaffrès, Blaise Liaustrat

Proceedings of the 27th European Signal Processing Conference, 2019

2016

Covariance Versus Precision Matrix Estimation for Efficient Asset Allocation.

Marc Senneret, Yannick Malevergne, Patrice Abry, Gerald Perrin, Laurent Jaffrès

IEEE J. Sel. Top. Signal Process., 2016