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.
Articles de journaux
Hurst exponents and delampertized fractional Brownian motions Article de journal
International journal of theoretical and applied finance, 22 (5), p. 1950024, 2019.
Heart rate asymmetry as a new marker for neonatal stress Article de journal
Biomedical signal processing & control, 47 , p. 219-223, 2019.
Multi-lag tone-entropy in neonatal stress Article de journal
Journal of the royal society interface, 15 (146), p. 0420, 2018.
Asymmetric detrended fluctuation analysis in neonatal stress Article de journal
Physiological measurement, 39 (8), p. 085006, 2018.
Physica A: statistical mechanics and its applications, 483 , p. 462-479, 2017.
Wavelet shrinkage of a noisy dynamical system with non-linear noise impact Article de journal
Physica D: nonlinear phenomena, 325 , p. 126-145, 2016.
Probability density of the empirical wavelet coefficients of a noisy chaos Article de journal
Physica D: nonlinear phenomena, 276 , p. 28-47, 2014.
Applied mathematical sciences, 6 (119), p. 5901-5926, 2012.
Skiadas C. et Skiadas, C (Ed.): Handbook of application of chaos theory, Chapitre 13, CRC/Taylor & Francis, 2016.
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