Emmanuelle Jay
According to our database1,
Emmanuelle Jay
authored at least 10 papers
between 1999 and 2020.
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Bibliography
2020
Improving portfolios global performance using a cleaned and robust covariance matrix estimate.
Soft Comput., 2020
Robust Covariance Matrix Estimation and Portfolio Allocation: The Case of Non-Homogeneous Assets.
Proceedings of the 2020 IEEE International Conference on Acoustics, 2020
2018
Improving Portfolios Global Performance with Robust Covariance Matrix Estimation: Application to the Maximum Variety Portfolio.
Proceedings of the 26th European Signal Processing Conference, 2018
2016
Introduction to the Issue on Financial Signal Processing and Machine Learning for Electronic Trading.
IEEE J. Sel. Top. Signal Process., 2016
2011
l<sup>q</sup>-regularization of the Kalman Filter for exogenous outlier removal: Application to hedge funds analysis.
Proceedings of the 4th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, 2011
2003
2002
Proceedings of the IEEE International Conference on Acoustics, 2002
2000
1999
Proceedings of the 1999 IEEE International Conference on Acoustics, 1999