Matthieu Garcin

De Vinci Research Center


Matthieu Garcin

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.

matthieu.garcin@devinci.fr

Publications


Journal Articles

Matthieu Garcin

Hurst exponents and delampertized fractional Brownian motions Journal Article

International journal of theoretical and applied finance, 22 (5), pp. 1950024, 2019.

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Kramarić K., Šapina M., Garcin M., Milas K., Pirić M., Brdarić D., Lukić G., Milas V., Pušeljić S.

Heart rate asymmetry as a new marker for neonatal stress Journal Article

Biomedical signal processing & control, 47 , pp. 219-223, 2019.

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Šapina M., Karmakar C.K., Kramarić K., Garcin M., Adelson P., Milas K., Pirić M., Brdarić D., Yearwood J.

Multi-lag tone-entropy in neonatal stress Journal Article

Journal of the royal society interface, 15 (146), pp. 0420, 2018.

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Šapina M., Kośmider M., Kramarić K., Garcin M., Pirić M., Milas K., Brdarić D.

Asymmetric detrended fluctuation analysis in neonatal stress Journal Article

Physiological measurement, 39 (8), pp. 085006, 2018.

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Matthieu Garcin

Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates Journal Article

Physica A: statistical mechanics and its applications, 483 , pp. 462-479, 2017.

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Matthieu Garcin, Dominique Guégan

Wavelet shrinkage of a noisy dynamical system with non-linear noise impact Journal Article

Physica D: nonlinear phenomena, 325 , pp. 126-145, 2016.

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Matthieu Garcin, Dominique Guégan

Probability density of the empirical wavelet coefficients of a noisy chaos Journal Article

Physica D: nonlinear phenomena, 276 , pp. 28-47, 2014.

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Matthieu Garcin, Dominique Guégan

Extreme values of random or chaotic discretization steps and connected networks Journal Article

Applied mathematical sciences, 6 (119), pp. 5901-5926, 2012.

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Book Chapters

Matthieu Garcin

Empirical wavelet coefficients and denoising of chaotic data in the phase space Book Chapter

Skiadas C. et Skiadas, C (Ed.): Handbook of application of chaos theory, Chapter 13, CRC/Taylor & Francis, 2016.

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