Matthieu Garcin is a lecturer and a researcher in quantitative finance in ESILV. His research focus on the application of nonlinear and nonparametric models and methods to finance, as well as on econophysics, signal processing, and statistics. Formerly, he has worked for a decade as a quantitative analyst in the financial industry, in particular in asset management. He graduated from the École Polytechnique and holds a PhD in mathematics from Université Paris 1 Panthéon-Sorbonne.
Hurst exponents and delampertized fractional Brownian motions Journal Article
International journal of theoretical and applied finance, 22 (5), pp. 1950024, 2019.
Heart rate asymmetry as a new marker for neonatal stress Journal Article
Biomedical signal processing & control, 47 , pp. 219-223, 2019.
Multi-lag tone-entropy in neonatal stress Journal Article
Journal of the royal society interface, 15 (146), pp. 0420, 2018.
Asymmetric detrended fluctuation analysis in neonatal stress Journal Article
Physiological measurement, 39 (8), pp. 085006, 2018.
Physica A: statistical mechanics and its applications, 483 , pp. 462-479, 2017.
Physica D: nonlinear phenomena, 325 , pp. 126-145, 2016.
Physica D: nonlinear phenomena, 276 , pp. 28-47, 2014.
Applied mathematical sciences, 6 (119), pp. 5901-5926, 2012.
Skiadas C. et Skiadas, C (Ed.): Handbook of application of chaos theory, Chapter 13, CRC/Taylor & Francis, 2016.
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