Articles de journaux |
Matthieu Garcin Fractal analysis of the multifractality of foreign exchange rates Article de journal Mathematical methods in economics and finance, 13-14 (1), p. 49-73, 2020. Liens | BibTeX @article{MMEF2020,
title = {Fractal analysis of the multifractality of foreign exchange rates},
author = {Matthieu Garcin},
url = {https://www.researchgate.net/publication/335758275_Fractal_analysis_of_the_multifractality_of_foreign_exchange_rates},
year = {2020},
date = {2020-11-01},
journal = {Mathematical methods in economics and finance},
volume = {13-14},
number = {1},
pages = {49-73},
keywords = {},
pubstate = {published},
tppubtype = {article}
}
|
Šapina M., Garcin M., Kramarić K., Milas K., Brdarić D., Pirić M. The Hurst exponent of heart rate variability in neonatal stress, based on a mean-reverting fractional Lévy stable motion Article de journal Fluctuation and noise letters, 19 (3), p. 2050026, 2020. Liens | BibTeX @article{M.2020,
title = {The Hurst exponent of heart rate variability in neonatal stress, based on a mean-reverting fractional Lévy stable motion},
author = {Šapina M., Garcin M., Kramarić K., Milas K., Brdarić D., Pirić M. },
url = {https://www.researchgate.net/publication/344177504_The_Hurst_Exponent_of_Heart_Rate_Variability_in_Neonatal_Stress_Based_on_a_Mean-Reverting_Fractional_Levy_Stable_Motion},
year = {2020},
date = {2020-09-01},
journal = {Fluctuation and noise letters},
volume = {19},
number = {3},
pages = {2050026},
keywords = {},
pubstate = {published},
tppubtype = {article}
}
|
Matthieu Garcin, Clément Goulet Non-parametric news impact curve: a variational approach Article de journal Soft computing, 24 (18), p. 13797-13812, 2020. Liens | BibTeX @article{etGoulet2020,
title = {Non-parametric news impact curve: a variational approach},
author = {Matthieu Garcin, Clément Goulet},
url = {https://www.researchgate.net/publication/305659516_Non-parametric_news_impact_curve_a_variational_approach},
year = {2020},
date = {2020-06-01},
journal = {Soft computing},
volume = {24},
number = {18},
pages = {13797-13812},
keywords = {},
pubstate = {published},
tppubtype = {article}
}
|
Matthieu Garcin Hurst exponents and delampertized fractional Brownian motions Article de journal International journal of theoretical and applied finance, 22 (5), p. 1950024, 2019. Liens | BibTeX @article{Garcin2019,
title = {Hurst exponents and delampertized fractional Brownian motions},
author = {Matthieu Garcin},
url = {https://www.researchgate.net/publication/329152995_Hurst_exponents_and_delampertized_fractional_Brownian_motions},
year = {2019},
date = {2019-02-02},
journal = {International journal of theoretical and applied finance},
volume = {22},
number = {5},
pages = {1950024},
keywords = {},
pubstate = {published},
tppubtype = {article}
}
|
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 Article de journal Biomedical signal processing & control, 47 , p. 219-223, 2019. Liens | BibTeX @article{Kramaric2019,
title = {Heart rate asymmetry as a new marker for neonatal stress},
author = {Kramarić K., Šapina M., Garcin M., Milas K., Pirić M., Brdarić D., Lukić G., Milas V., Pušeljić S.},
url = {https://www.researchgate.net/publication/330045708_Heart_rate_asymmetry_as_a_new_marker_for_neonatal_stress},
year = {2019},
date = {2019-01-01},
journal = {Biomedical signal processing & control},
volume = {47},
pages = {219-223},
keywords = {},
pubstate = {published},
tppubtype = {article}
}
|
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 Article de journal Journal of the royal society interface, 15 (146), p. 0420, 2018. Liens | BibTeX @article{Sapina2018b,
title = {Multi-lag tone-entropy in neonatal stress},
author = {Šapina M., Karmakar C.K., Kramarić K., Garcin M., Adelson P., Milas K., Pirić M., Brdarić D., Yearwood J.},
url = {https://www.researchgate.net/publication/325876951_Multi-lag_tone-entropy_in_neonatal_stress},
year = {2018},
date = {2018-02-02},
journal = {Journal of the royal society interface},
volume = {15},
number = {146},
pages = {0420},
keywords = {},
pubstate = {published},
tppubtype = {article}
}
|
Šapina M., Kośmider M., Kramarić K., Garcin M., Pirić M., Milas K., Brdarić D. Asymmetric detrended fluctuation analysis in neonatal stress Article de journal Physiological measurement, 39 (8), p. 085006, 2018. Liens | BibTeX @article{Sapina2018,
title = {Asymmetric detrended fluctuation analysis in neonatal stress},
author = {Šapina M., Kośmider M., Kramarić K., Garcin M., Pirić M., Milas K., Brdarić D.},
url = {https://www.researchgate.net/publication/324389550_Asymmetric_detrended_fluctuation_analysis_in_neonatal_stress},
year = {2018},
date = {2018-01-01},
journal = {Physiological measurement},
volume = {39},
number = {8},
pages = {085006},
keywords = {},
pubstate = {published},
tppubtype = {article}
}
|
Matthieu Garcin Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates Article de journal Physica A: statistical mechanics and its applications, 483 , p. 462-479, 2017. Liens | BibTeX @article{Garcin2017,
title = {Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates},
author = {Matthieu Garcin},
url = {https://www.researchgate.net/publication/310705816_Estimation_of_time-dependent_Hurst_exponents_with_variational_smoothing_and_application_to_forecasting_foreign_exchange_rates},
year = {2017},
date = {2017-01-01},
journal = {Physica A: statistical mechanics and its applications},
volume = {483},
pages = {462-479},
keywords = {},
pubstate = {published},
tppubtype = {article}
}
|
Matthieu Garcin, Dominique Guégan Wavelet shrinkage of a noisy dynamical system with non-linear noise impact Article de journal Physica D: nonlinear phenomena, 325 , p. 126-145, 2016. Liens | BibTeX @article{Garcin2016,
title = {Wavelet shrinkage of a noisy dynamical system with non-linear noise impact},
author = {Matthieu Garcin, Dominique Guégan},
url = {https://www.researchgate.net/publication/310440446_Wavelet_shrinkage_of_a_noisy_dynamical_system_with_non-linear_noise_impact},
year = {2016},
date = {2016-01-01},
journal = {Physica D: nonlinear phenomena},
volume = {325},
pages = {126-145},
keywords = {},
pubstate = {published},
tppubtype = {article}
}
|
Matthieu Garcin, Dominique Guégan Probability density of the empirical wavelet coefficients of a noisy chaos Article de journal Physica D: nonlinear phenomena, 276 , p. 28-47, 2014. Liens | BibTeX @article{Garcin2014,
title = {Probability density of the empirical wavelet coefficients of a noisy chaos},
author = {Matthieu Garcin, Dominique Guégan},
url = {https://www.researchgate.net/publication/260996910_Probability_density_of_the_wavelet_coefficients_of_a_noisy_chaos},
year = {2014},
date = {2014-01-01},
journal = {Physica D: nonlinear phenomena},
volume = {276},
pages = {28-47},
keywords = {},
pubstate = {published},
tppubtype = {article}
}
|
Matthieu Garcin, Dominique Guégan Extreme values of random or chaotic discretization steps and connected networks Article de journal Applied mathematical sciences, 6 (119), p. 5901-5926, 2012. Liens | BibTeX @article{Garcin2012,
title = {Extreme values of random or chaotic discretization steps and connected networks},
author = {Matthieu Garcin, Dominique Guégan},
url = {https://www.researchgate.net/publication/264093879_Extreme_values_of_random_or_chaotic_discretization_steps_and_connected_networks},
year = {2012},
date = {2012-01-01},
journal = {Applied mathematical sciences},
volume = {6},
number = {119},
pages = {5901-5926},
keywords = {},
pubstate = {published},
tppubtype = {article}
}
|
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, Chapitre 13, CRC/Taylor & Francis, 2016. Liens | BibTeX @inbook{Garcin2016b,
title = {Empirical wavelet coefficients and denoising of chaotic data in the phase space},
author = {Matthieu Garcin},
editor = {Skiadas, C. et Skiadas, C.},
url = {https://www.researchgate.net/publication/283731119_Empirical_wavelet_coefficients_and_denoising_of_chaotic_data_in_the_phase_space},
year = {2016},
date = {2016-01-01},
booktitle = {Handbook of application of chaos theory},
publisher = {CRC/Taylor & Francis},
chapter = {13},
keywords = {},
pubstate = {published},
tppubtype = {inbook}
}
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