Leveraging data from nearby stations to improve short-term wind speed forecasts von Baïle, Rachel, Muzy, Jean-François

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From rough to multifractal volatility: The log S-fBM model von Wu, Peng, Muzy, Jean-François, Bacry, Emmanuel

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Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics von Bacry, Emmanuel, Jaisson, Thibault, Muzy, Jean-François

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Improving probabilistic wind speed forecasting using M-Rice distribution and spatial data integration von Baggio, Roberta, Muzy, Jean-François

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Hawkes model for price and trades high-frequency dynamics von Bacry, Emmanuel, Muzy, Jean-François

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Multifractal point processes and the spatial distribution of wildfires in French Mediterranean regions von Baïle, Rachel, Muzy, Jean-François, Silvani, Xavier

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Disentangling and quantifying market participant volatility contributions von Rambaldi, Marcello, Bacry, Emmanuel, Muzy, Jean-François

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Concentration inequalities for matrix martingales in continuous time von Bacry, Emmanuel, Gaïffas, Stéphane, Muzy, Jean-François

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First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation von Bacry, Emmanuel, Muzy, Jean-Francois

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Continuous cascade models for asset returns von Bacry, E., Kozhemyak, A., Muzy, Jean-François

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INTERMITTENT PROCESS ANALYSIS WITH SCATTERING MOMENTS von Bruna, Joan, Mallat, Stéphane, Bacry, Emmanuel, Muzy, Jean-François

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Continuous cascades in the wavelet space as models for synthetic turbulence von Muzy, Jean-François

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Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns von Bacry, Emmanuel, Duvernet, Laurent, Muzy, Jean-François

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Sparse and low-rank multivariate Hawkes processes von Bacry, Emmanuel, Bompaire, Martin, Gaïffas, Stéphane, Muzy, Jean-François

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Wildfire spread experiments: Fluctuations in thermal measurements von Silvani, Xavier, Morandini, Frédéric, Muzy, Jean-François

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Uncovering Causality from Multivariate Hawkes Integrated Cumulants von Achab, Massil, Bacry, Emmanuel, Gaïffas, Stéphane, Mastromatteo, Iacopo, Muzy, Jean-François

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Self-similar continuous cascades supported by random Cantor sets: Application to rainfall data von Muzy, Jean-François, Baïle, Rachel

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Mean-field inference of Hawkes point processes von Bacry, Emmanuel, Gaïffas, Stéphane, Mastromatteo, Iacopo, Muzy, Jean-François

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Are asset return tail estimations related to volatility long-range correlations? von Bacry, Emmanuel, Kozhemyak, Alexey, Muzy, Jean-François

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Spatial intermittency of surface layer wind fluctuations at mesoscale range von Baïle, Rachel, Muzy, Jean-François

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