Philippe de Peretti

According to our database, Philippe de Peretti authored at least 6 papers between 2013 and 2020.

Collaborative distances:

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

2020

Special issue on dynamics of socioeconomic systems: systemic risk - finance.

Philippe de Peretti, Bice Cavallo, Biagio Simonetti, Massimo Squillante, Jorgen Vitting-Andersen

Soft Comput., 2020

Improving portfolios global performance using a cleaned and robust covariance matrix estimate.

Emmanuelle Jay, Thibault Soler, Eugénie Terreaux, Jean Philippe Ovarlez, Frédéric Pascal, Philippe de Peretti, Christophe Chorro

Soft Comput., 2020

Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent.

Hayette Gatfaoui, Philippe de Peretti

Soft Comput., 2020

Special issue on dynamics of socioeconomic systems: systemic risk - complex systems.

Bice Cavallo, Philippe de Peretti, Biagio Simonetti, Massimo Squillante, Jorgen Vitting-Andersen

Soft Comput., 2020

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

Proceedings of the 2020 IEEE International Conference on Acoustics, 2020

2013

An omnibus test to detect time-heterogeneity in time series.

Dominique Guégan, Philippe de Peretti

Comput. Stat., 2013