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]
@inproceedings{LeonarduzziRBM19,
title = {Maximum-entropy Scattering Models for Financial Time Series},
author = {Roberto Leonarduzzi and Gaspar Rochette and Jean-Phillipe Bouchaud and Stéphane Mallat},
year = {2019},
doi = {10.1109/ICASSP.2019.8683734},
url = {https://doi.org/10.1109/ICASSP.2019.8683734},
researchr = {https://researchr.org/publication/LeonarduzziRBM19},
cites = {0},
citedby = {0},
pages = {5496-5500},
booktitle = {IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2019, Brighton, United Kingdom, May 12-17, 2019},
publisher = {IEEE},
isbn = {978-1-4799-8131-1},
}