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Complex fractal dimensions describe the hierarchical structure of diffusion-limited-aggregate clusters

D. Sornette , A. Johansen , A. Arneodo , J. F. Muzy , H. Saleur
Physical Review Letters, 1996, 76 (2), pp.251-254. ⟨10.1103/PhysRevLett.76.251⟩
Article dans une revue hal-01557128v1

Wavelet based fractal analysis of DNA sequences

A. Arneodo , Y. Daubentoncarafa , Emmanuel Bacry , P. V. Graves , J. F. Muzy , et al.
Physica D: Nonlinear Phenomena, 1996, 96 (1-4), pp.291-320. ⟨10.1016/0167-2789(96)00029-2⟩
Article dans une revue istex hal-01557129v1

Analysis of random cascades using space-scale correlation functions

A. Arneodo , Emmanuel Bacry , S. Manneville , J. F. Muzy
Physical Review Letters, 1998, 80 (4), pp.708-711. ⟨10.1103/PhysRevLett.80.708⟩
Article dans une revue hal-01557118v1

Continuous cascade models for asset returns

Emmanuel Bacry , Alexey Kozhemyak , J.-F. Muzy
Journal of Economic Dynamics and Control, 2008, pp.156-199. ⟨10.1016/j.jedc.2007.01.024⟩
Article dans une revue istex hal-00604449v1

The nature of price returns during periods of high market activity

Khalil Al Dayri , Emmanuel Bacry , J.-F. Muzy
Econophys-Kolkata V, Jul 2010, Calcuta, India. pp.155, ⟨10.1007/978-88-470-1766-6⟩
Communication dans un congrès hal-00604504v1

Continuous-time skewed multifractal processes as a model for financial returns

Emmanuel Bacry , Laurent Duvernet , Jean-François Muzy
Journal of Applied Probability, 2012, 49 (2), pp.482--502. ⟨10.1239/jap/1339878800⟩
Article dans une revue hal-01313843v1

A multivariate multifractal model for return fluctuations

Emmanuel Bacry , J. Delour , J. F. Muzy
2000
Pré-publication, Document de travail hal-00012440v1

STRUCTURAL-ANALYSIS OF ELECTROLESS DEPOSITS IN THE DIFFUSION-LIMITED REGIME

A. Kuhn , Françoise Argoul , J. F. Muzy , A. Arneodo
Physical Review Letters, 1994, 73 (22), pp.2998-3001. ⟨10.1103/PhysRevLett.73.2998⟩
Article dans une revue hal-01556989v1

Multifractal point processes and the spatial distribution of wildfires in French Mediterranean regions

R. Baïle , J.F. Muzy , X. Silvani
Physica A: Statistical Mechanics and its Applications, 2020, pp.125697. ⟨10.1016/j.physa.2020.125697⟩
Article dans une revue hal-03105310v1

STATISTICAL-MECHANICS OF LAPLACIAN FRACTALS

J. Elezgaray , J. F. Muzy , Françoise Argoul , A. Arneodo
Physical Review Letters, 1993, 71 (15), pp.2425-2428. ⟨10.1103/PhysRevLett.71.2425⟩
Article dans une revue hal-01556992v1
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Uncovering a log-normal cascade process in high Reynolds number turbulence from wavelet analysis

Alain Arnéodo , Sébastien Manneville , Jean-François Muzy
Advances in Turbulence VII, 46, Springer, pp.215-218, 1998, Fluid Mechanics and Its Applications book series (FMIA, volume 46), 9789401151184. ⟨10.1007/978-94-011-5118-4_53⟩
Chapitre d'ouvrage hal-01557123v1

Long-range correlations in genomic DNA: a signature of the nucleosomal structure.

Benjamin Audit , C. Thermes , C. Vaillant , Y. d'Aubenton-Carafa , J.F Muzy , et al.
Physical Review Letters, 2001, 86, pp.2471-4
Article dans une revue hal-00344602v1
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Sparse and low-rank multivariate Hawkes processes

Emmanuel Bacry , Martin Bompaire , Stéphane Gaïffas , Jean-François Muzy
Journal of Machine Learning Research, 2020, 21 (50), pp.1 - 32
Article dans une revue hal-02735273v1

Analysis of order book flows using a non-parametric estimation of the branching ratio matrix

M. Achab , Emmanuel Bacry , J. Muzy , M. Rambaldi
Quantitative Finance, 2017, 18 (2), pp.199-212. ⟨10.1080/14697688.2017.1403132⟩
Article dans une revue hal-02399477v1

Concentration for matrix martingales in continuous time and microscopic activity of social networks

Emmanuel Bacry , J.-F. Muzy , Stéphane Gaïffas
Probability Theory and Related Fields, 2017
Article dans une revue hal-02409098v1

THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS

J. F. Muzy , Emmanuel Bacry , A. Arneodo
International journal of bifurcation and chaos in applied sciences and engineering , 1994, 4 (2), pp.245-302. ⟨10.1142/s0218127494000204⟩
Article dans une revue hal-01557136v1
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Origin of scattering defect observed in large diameter Ti:Al2O3 crystals grown by the Kyropoulos technique

G. Sen , Guillaume Alombert-Goget , V. Nagirnyi , I. Romet , T.N. Tran Caliste , et al.
Journal of Crystal Growth, 2020, 535, pp.125530. ⟨10.1016/j.jcrysgro.2020.125530⟩
Article dans une revue hal-02512430v1

The Dynamics of Financial Markets - Mandelbrot's Cascades and Beyond

L. Borland , J.-P. Bouchaud , J.-F. Muzy , G. Zumbach
Wilmott Magazine, 2005
Article dans une revue hal-00126103v1

Intermittent process analysis with scattering moments

Jean-François Muzy , Emmanuel Bacry , Stéphane Mallat , Joan Bruna
Annals of Statistics, 2015, 43 (1), pp.323. ⟨10.1214/14-AOS1276⟩
Article dans une revue hal-01297107v1

Improving probabilistic wind speed forecasting using M-Rice distribution and spatial data integration

Roberta Baggio , Jean-François Muzy
Applied Energy, 2024, 360, pp.122840. ⟨10.1016/j.apenergy.2024.122840⟩
Article dans une revue hal-04477009v1
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Experimental Analysis of Self-Similarity and Random Cascade Processes: Application to Fully Developed Turbulence Data

A. Arneodo , J. Muzy , S. Roux
Journal de Physique II, 1997, 7 (2), pp.363-370. ⟨10.1051/jp2:1997130⟩
Article dans une revue istex jpa-00248448v1

OPTICAL-DIFFRACTION MEASUREMENT OF FRACTAL DIMENSIONS AND F(ALPHA) SPECTRUM

J. F. Muzy , B. Pouligny , E. Freysz , Françoise Argoul , A. Arneodo
Physical Review A : Atomic, molecular, and optical physics [1990-2015], 1992, 45 (12), pp.8961-8964
Article dans une revue hal-01549553v1

Direct" causal cascade in the stock market

A. Arneodo , J. F. Muzy , D. Sornette
The European Physical Journal B: Condensed Matter and Complex Systems, 1998, 2 (2), pp.277-282. ⟨10.1007/s100510050250⟩
Article dans une revue hal-01557125v1
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Structure functions in turbulence, in various flow configurations, at Reynolds number between 30 and 5000, using extended self-similarity

A. Arneodo , Christian Baudet , F. Belin , R. Benzi , B. Castaing , et al.
EPL - Europhysics Letters, 1996, 34 (6), pp.411-416. ⟨10.1209/epl/i1996-00472-2⟩
Article dans une revue hal-01557131v1

Linear processes in high dimensions: Phase space and critical properties

Iacopo Mastromatteo , Emmanuel Bacry , Jean-François Muzy
Physical Review E : Statistical, Nonlinear, and Soft Matter Physics, 2015, 91, pp.042142. ⟨10.1103/PhysRevE.91.042142⟩
Article dans une revue hal-01313839v1

Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics

Emmanuel Bacry , Thibault Jaisson , Jean-François Muzy
Quantitative Finance, 2016, pp.1-23. ⟨10.1080/14697688.2015.1123287⟩
Article dans une revue hal-01313833v1

First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation

Emmanuel Bacry , Jean-François Muzy
IEEE Transactions on Information Theory, 2016, 62 (4), pp.2184-2202. ⟨10.1109/TIT.2016.2533397⟩
Article dans une revue hal-01313834v1
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Leveraging data from nearby stations to improve short-term wind speed forecasts

Rachel Baïle , Jean-François Muzy
Energy, 2023, 263, pp.125644. ⟨10.1016/j.energy.2022.125644⟩
Article dans une revue hal-03852959v1
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Oscillating singularities in locally self-similar functions

Alain Arneodo , Emmanuel Bacry , Jean-François Muzy
Physical Review Letters, 1995, 74 (24), pp.4823-4826. ⟨10.1103/PhysRevLett.74.4823⟩
Article dans une revue hal-01557134v1

Nucleotide composition effects on the long-range correlations in human genes

A. Arneodo , Y. d'Aubenton-Carafa , B. Audit , Emmanuel Bacry , J. F. Muzy , et al.
The European Physical Journal B: Condensed Matter and Complex Systems, 1998, 1 (2), pp.259-263. ⟨10.1007/s100510050180⟩
Article dans une revue istex hal-01557119v1