An omnibus test to detect time-heterogeneity in time series. - Dominique Guégan; Philippe de Peretti (Comput. Stat., 2013)

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)

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)

Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent. - Hayette Gatfaoui; Philippe de Peretti (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 001; Philippe de Peretti; Christophe Chorro (Soft Comput., 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)