Yannick Malevergne

According to our database, Yannick Malevergne authored at least 7 papers between 2010 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

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

Macroeconomic Dynamics of Assets, Leverage and Trust.

Jeroen C. Rozendaal, Yannick Malevergne, Didier Sornette

Int. J. Bifurc. Chaos, 2016

2010

Preserving preference rankings under non-financial background risk.

Yannick Malevergne, Béatrice Rey

J. Oper. Res. Soc., 2010