New methods of radar detection performances analysis. - Jean Philippe Ovarlez; Emmanuelle Jay (ICASSP, 1999)

New methods of radar performances analysis. - Emmanuelle Jay; Jean Philippe Ovarlez; Patrick Duvaut (Signal Process., 2000)

Bayesian Optimum Radar Detector in non-Gaussian noise. - Emmanuelle Jay; Jean Philippe Ovarlez; David Declercq; Patrick Duvaut (ICASSP, 2002)

BORD: bayesian optimum radar detector. - Emmanuelle Jay; Jean Philippe Ovarlez; David Declercq; Patrick Duvaut (Signal Process., 2003)

lq-regularization of the Kalman Filter for exogenous outlier removal: Application to hedge funds analysis. - Emmanuelle Jay; Patrick Duvaut; Serge Darolles; Christian Gouriéroux (CAMSAP, 2011)

Multifactor Models. - Emmanuelle Jay; Patrick Duvaut; Serge Darolles; Arnaud Chrétien (IEEE Signal Process. Mag., 2011)

Introduction to the Issue on Financial Signal Processing and Machine Learning for Electronic Trading. - Ali N. Akansu; Dmitry Malioutov; Daniel P. Palomar; Emmanuelle Jay; Danilo P. Mandic (IEEE J. Sel. Top. Signal Process., 2016)

Improving Portfolios Global Performance with Robust Covariance Matrix Estimation: Application to the Maximum Variety Portfolio. - Emmanuelle Jay; Eugénie Terreaux; Jean Philippe Ovarlez; Frédéric Pascal 001 (EUSIPCO, 2018)

Robust Covariance Matrix Estimation and Portfolio Allocation: The Case of Non-Homogeneous Assets. - Emmanuelle Jay; Thibault Soler; Jean Philippe Ovarlez; Philippe de Peretti; Christophe Chorro (ICASSP, 2020)

Improving portfolios global performance using a cleaned and robust covariance matrix estimate. - Emmanuelle Jay; Thibault Soler; Eugénie Terreaux; Jean Philippe Ovarlez; Frédéric Pascal 001; Philippe de Peretti; Christophe Chorro (Soft Comput., 2020)