Roberto Leonarduzzi, Gaspar Rochette, Jean-Phillipe Bouchaud, Stéphane Mallat. Maximum-entropy Scattering Models for Financial Time Series. In IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2019, Brighton, United Kingdom, May 12-17, 2019. pages 5496-5500, IEEE, 2019. [doi]
Abstract is missing.