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)

Shuffling for understanding multifractality, application to asset price time series. - Patrice Abry; Yannick Malevergne; Herwig Wendt; Marc Senneret; Laurent Jaffrès; Blaise Liaustrat (EUSIPCO, 2019)

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 (ICASSP, 2020)

Foreign Exchange Multivariate Multifractal Analysis. - Patrice Abry; Yannick Malevergne; Herwig Wendt; Stéphane Jaffard; Marc Senneret; Laurent Jaffrès (EUSIPCO, 2022)

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 (ICASSP, 2023)

Longitudinal Cross-Temporal Dynamics in Foreign Exchange via Bayesian Multifractal Analysis. - Herwig Wendt; Patrice Abry; Yannick Malevergne; Marc Senneret; Gerald Perrin; Stéphane Jaffard (EUSIPCO, 2024)