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Muzy, Jean-François
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1

Improving probabilistic wind speed forecasting using M-Rice..:

Baggio, Roberta ; Muzy, Jean-François
Applied Energy.  360 (2024)  - p. 122840 , 2024
Link: https://doi.org/10.1016/..
 
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2

Leveraging data from nearby stations to improve short-term ..:

Baïle, Rachel ; Muzy, Jean-François
Energy.  263 (2023)  - p. 125644 , 2023
Link: https://doi.org/10.1016/..
 
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3

From rough to multifractal volatility: The log S-fBM model:

Wu, Peng ; Muzy, Jean-François ; Bacry, Emmanuel
Physica A: Statistical Mechanics and its Applications.  604 (2022)  - p. 127919 , 2022
Link: https://doi.org/10.1016/..
 
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4

Multifractal point processes and the spatial distribution o..:

Baïle, Rachel ; Muzy, Jean-François ; Silvani, Xavier
Physica A: Statistical Mechanics and its Applications.  568 (2021)  - p. 125697 , 2021
Link: https://doi.org/10.1016/..
 
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5

Disentangling and quantifying market participant volatility..:

Rambaldi, Marcello ; Bacry, Emmanuel ; Muzy, Jean-François
Quantitative Finance.  19 (2019)  10 - p. 1613-1625 , 2019
Link: https://doi.org/10.1080/..
 
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6

Continuous cascades in the wavelet space as models for synt..:

Muzy, Jean-François
Physical Review E.  99 (2019)  4 - p. , 2019
Link: https://doi.org/10.1103/..
 
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7

Concentration inequalities for matrix martingales in contin..:

Bacry, Emmanuel ; Gaïffas, Stéphane ; Muzy, Jean-François
Probability Theory and Related Fields.  170 (2017)  1-2 - p. 525-553 , 2017
Link: https://doi.org/10.1007/..
 
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8

Self-similar continuous cascades supported by random Cantor..:

Muzy, Jean-François ; Baïle, Rachel
Physical Review E.  93 (2016)  5 - p. , 2016
Link: https://doi.org/10.1103/..
 
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9

INTERMITTENT PROCESS ANALYSIS WITH SCATTERING MOMENTS:

Bruna, Joan ; Mallat, Stéphane ; Bacry, Emmanuel.
The Annals of Statistics.  43 (2015)  1 - p. 323-351 , 2015
Link: https://www.jstor.org/st..
 
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10

Linear processes in high dimensions: Phase space and critic..:

Mastromatteo, Iacopo ; Bacry, Emmanuel ; Muzy, Jean-François
Physical Review E.  91 (2015)  4 - p. , 2015
Link: https://doi.org/10.1103/..
 
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11

Hawkes model for price and trades high-frequency dynamics:

Bacry, Emmanuel ; Muzy, Jean-François
Quantitative Finance.  14 (2014)  7 - p. 1147-1166 , 2014
Link: https://doi.org/10.1080/..
 
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12

Random cascade model in the limit of infinite integral scal..:

Muzy, Jean-François ; Baïle, Rachel ; Bacry, Emmanuel
Physical Review E.  87 (2013)  4 - p. , 2013
Link: https://doi.org/10.1103/..
 
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13

CONTINUOUS-TIME SKEWED MULTIFRACTAL PROCESSES AS A MODEL FO..:

BACRY, EMMANUEL ; DUVERNET, LAURENT ; MUZY, JEAN-FRANÇOIS
Journal of Applied Probability.  49 (2012)  2 - p. 482-502 , 2012
Link: https://www.jstor.org/st..
 
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14

Spatial Intermittency of Surface Layer Wind Fluctuations at..:

Baïle, Rachel ; Muzy, Jean-François
Physical Review Letters.  105 (2010)  25 - p. , 2010
Link: https://doi.org/10.1103/..
 
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15

Intermittency of surface-layer wind velocity series in the ..:

Muzy, Jean-François ; Baïle, Rachel ; Poggi, Philippe
Physical Review E.  81 (2010)  5 - p. , 2010
Link: https://doi.org/10.1103/..
 
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