| Paper: | SPTM-P11.9 |
| Session: | Estimation Theory and Methods II |
| Session Time: | Friday, May 17, 08:30 - 10:30 |
| Presentation Time: | Friday, May 17, 08:30 - 10:30 |
| Presentation: |
Poster
|
| Topic: |
Signal Processing Theory and Methods: Signal and System Modeling and Estimation |
| Paper Title: |
Maximum-Entropy Scattering Models for Financial Time Series |
| Authors: |
Roberto Leonarduzzi; Ecole Normale Superieure, PSL | | |
| | Gaspar Rochette; Ecole Normale Superieure, PSL | | |
| | Jean-Phillipe Bouchaud; Capital Fund Management | | |
| | Stéphane Mallat; Ecole Normale Superieure, PSL, College de France | | |