Laboratoire Sciences Pour l'Environnement | CNRS - Università di Corsica
Structuration de la recherche  | COMPA (Champs Ondes Mathématiques et Applications)
Production scientifique
Dans cette catégorie : Activités | Equipe | Equipements | Collaborations |

2018

  • M. Achab, E. Bacry, J.F. Muzy, M. Rambaldi. Analysis of order book flows using a non-parametric estimation of the branching ratio matrix, Quantitative Finance 18 (2), 199-212 (2018).
  • E. Bacry, S. Gaiffas, J.F. Muzy. Concentration inequalities for matrix martingales in continuous time. Probability Theory and Related Fields 170 (1-2), 525-553 (2018).
  • M Achab, E Bacry, S Gaïffas, I Mastromatteo, JF Muzy. Uncovering causality from multivariate Hawkes integrated cumulants. The Journal of Machine Learning Research 18 (192), 1-28 (2018).
  • A. Folacci, M. Ould El Hadj. Alternative description of gravitational radiation from black holes based on the Regge poles of the S-matrix and the associated residues, Physical Review D 98, 064052 (2018).
  • A. Folacci, M. Ould El Hadj. Multipolar gravitational waveforms and ringdowns generated during the plunge from the innermost stable circular orbit into a Schwarzschild black hole, Physical Review D 98, 084008 (2018).
  • A. Folacci, M. Ould El Hadj. Electromagnetic radiation generated by a charged particle plunging into a Schwarzschild black hole: Multipolar waveforms and ringdowns. Physical Review D 98, 024021 (2018).

 

2017
  • B. Di Martino, B. Hastot, Y. Penel. Global stability of weak solutions for a multilayer Saint-Venant model with interactions between layers. Nonlinear Analysis, (163), pp 177-200 (2017).
  • M.O. Bristeau, B. Di Martino, C. Guichard, J. Sainte-Marie. Layer averaged Euler and Navier-Stokes equations. Comm. In Mathematical Sciences, (15), pp 1221-1246 (2017).
  • J.P. Arias Zapata, A. Belokogne, E. Huguet, J. Queva, J. Renaud. Friedmann-Lemaître-Robertson-Walker spaces as submanifolds of R6: Restriction to the Klein-Gordon operator. Journal of Mathematical Physics, 58(11):113503 (2017).
  • M Achab, E Bacry, S Gaïffas, I. Mastromatteo, J.F. Muzy. Uncovering causality from multivariate Hawkes integrated cumulants. Proceedings of the 34th International Conference on Machine Learning, PMLR 70:1-10 (2017).

 

2016

  • E. Bacry, T. Jaisson, J.F. Muzy, Estimation of slowly decreasing Hawkes kernels : application to high-frequency order book dynamics. Quantitative Finance 16 (8), 1179-1201 (2016).
  • E. Bacry, J.F. Muzy. First and second-order statistics characterization of Hawkes processes and non-parametric estimation. IEEE Transactions on Information Theory 62 (4), 2184-2202 (2016).
  • E. Bacry, S. Gaïffas, I. Mastromatteo, J.F. Muzy. Mean-Field inference of Hawkes point processes. Journal of Physics A: Mathematical and Theoretical 49 (17), 174006 (2016).
  • J.F. Muzy, R. Baile. Self-similar continuous cascades supported by random Cantor sets : Application to rainfall data. Physical Review E, 93 (5) 052305 (2016).
  • A. Belokogne, A. Folacci, J. Queva. Stueckelberg massive electromagnetism in de Sitter and anti–de Sitter spacetimes:Two-point functions and renormalized stress-energy tensors, Physical Review D 94, 105028 (2016).
  • Y. Décanini, A. Folacci, M. Ould El Hadj, Waveforms in massive gravity and neutralization of giant black hole ringings, Physical Review D 93, 124027 (2016).
  • A. Belokogne, A. Folacci. Stueckelberg massive electromagnetism in curved spacetime: Hadamard renormalization of the stress-energy tensor and the Casimir effect, Physical Review D 93, 044063 (2016).
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