240 citations · 309 across the 2 of their papers we have counts for
2 papers
stat.ME2013★ 69 cited
Intermittent process analysis with scattering moments
Joan Bruna, Stéphane Mallat, Emmanuel Bacry +1
Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator,…
cond-mat.stat-mech1997★ 240 cited
Causal cascade in the stock market from the ``infrared'' to the ``ultraviolet''
A. Arneodo, J. -F. Muzy, D. Sornette
Modelling accurately financial price variations is an essential step underlying portfolio allocation optimization, derivative pricing and hedging, fund management and trading. The…