D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Mathematics D-index 41 Citations 10,695 88 World Ranking 1261 National Ranking 64

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Quantum mechanics
  • Mathematical analysis

His main research concerns Statistical physics, Mathematical analysis, Wavelet transform, Wavelet and Fractal. His research integrates issues of Random walk, Multifractal system and Brownian motion in his study of Statistical physics. His Multifractal system research is multidisciplinary, incorporating elements of Implied volatility and Stochastic process.

His work on Cascade algorithm as part of general Wavelet transform research is frequently linked to Homogeneous, Biological system and DNA sequencing, bridging the gap between disciplines. His research brings together the fields of Wavelet transform modulus maxima method and Fractal. His work carried out in the field of Wavelet transform modulus maxima method brings together such families of science as Gravitational singularity, Singularity spectrum, Continuous wavelet transform and Fractal analysis.

His most cited work include:

  • Wavelets and multifractal formalism for singular signals: Application to turbulence data. (625 citations)
  • The Multifractal Formalism Revisited with Wavelets (475 citations)
  • Multifractal formalism for fractal signals: The structure-function approach versus the wavelet-transform modulus-maxima method (451 citations)

What are the main themes of his work throughout his whole career to date?

Emmanuel Bacry mostly deals with Statistical physics, Multifractal system, Econometrics, Wavelet and Mathematical analysis. His study explores the link between Statistical physics and topics such as Limit that cross with problems in Nonparametric statistics. Estimation theory is closely connected to Estimator in his research, which is encompassed under the umbrella topic of Multifractal system.

He works on Wavelet which deals in particular with Wavelet transform. His studies deal with areas such as Fractal and Multifractal formalism as well as Wavelet transform. His Fractal research incorporates themes from Wavelet transform modulus maxima method, Continuous wavelet transform and Fibonacci number.

He most often published in these fields:

  • Statistical physics (26.87%)
  • Multifractal system (23.88%)
  • Econometrics (20.15%)

What were the highlights of his more recent work (between 2017-2021)?

  • Applied mathematics (11.94%)
  • Term (3.73%)
  • Volatility (12.69%)

In recent papers he was focusing on the following fields of study:

Emmanuel Bacry mainly investigates Applied mathematics, Term, Volatility, Econometrics and Market participant. Emmanuel Bacry has researched Applied mathematics in several fields, including Matrix, Process, Order book and Nonparametric statistics. Emmanuel Bacry combines subjects such as Statistics, Multivariate statistics and Kernel with his study of Matrix.

His Order book research includes elements of Dependency, Queue and Markov chain. His Term research integrates issues from Actuarial science and Artificial intelligence. His Volatility study combines topics in areas such as Agent behavior, Point process and Endogeneity.

Between 2017 and 2021, his most popular works were:

  • tick: a Python Library for Statistical Learning, with an emphasis on Hawkes Processes and Time-Dependent Models (59 citations)
  • ConvSCCS: convolutional self-controlled case series model for lagged adverse event detection. (7 citations)
  • Description and assessment of trustability of motives for self-exclusion reported by online poker gamblers in a cohort using account-based gambling data. (7 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Quantum mechanics
  • Mathematical analysis

Self exclusion, Responsible gambling, Cohort, Matrix and Applied mathematics are his primary areas of study. Throughout his Self exclusion studies, Emmanuel Bacry incorporates elements of other sciences such as Quartile, Online gambling, Demography, Analysis of variance and Addiction. His Responsible gambling investigation overlaps with other disciplines such as Mental health and Clinical psychology.

His Cohort research incorporates a variety of disciplines, including Context and Poisson regression. His Matrix research incorporates elements of Inference, Tensor and Scalar. His Applied mathematics study combines topics from a wide range of disciplines, such as Order book, Multivariate statistics and Kernel.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Wavelets and multifractal formalism for singular signals: Application to turbulence data.

J. F. Muzy;Emmanuel Bacry;A. Arneodo.
Physical Review Letters (1991)

1017 Citations

The Multifractal Formalism Revisited with Wavelets

J. F. Muzy;Emmanuel Bacry;A. Arneodo.
International Journal of Bifurcation and Chaos (1994)

791 Citations

Multifractal formalism for fractal signals: The structure-function approach versus the wavelet-transform modulus-maxima method

Jean-François Muzy;Emmanuel Bacry;Alain Arnéodo.
Physical Review E (1993)

769 Citations

THE THERMODYNAMICS OF FRACTALS REVISITED WITH WAVELETS

A. Arneodo;Emmanuel Bacry;J. F. Muzy.
Physica A-statistical Mechanics and Its Applications (1995)

715 Citations

Multifractal random walk.

E. Bacry;J. Delour;J. F. Muzy.
Physical Review E (2001)

543 Citations

Singularity spectrum of fractal signals from wavelet analysis: Exact results

Emmanuel Bacry;Jean-François Muzy;Alain Arneodo.
Journal of Statistical Physics (1993)

536 Citations

Characterizing long-range correlations in DNA sequences from wavelet analysis.

Alain Arneodo;Emmanuel Bacry;P. V. Graves;Jean-François Muzy.
Physical Review Letters (1995)

501 Citations

Modelling fluctuations of financial time series: from cascade process to stochastic volatility model

J. F. Muzy;J. Delour;E. Bacry.
European Physical Journal B (2000)

405 Citations

Hawkes processes in finance

Emmanuel Bacry;Iacopo Mastromatteo;Jean-Fran c{c}ois Muzy.
Research Papers in Economics (2015)

383 Citations

Log-infinitely divisible multifractal processes

E. Bacry;J.F. Muzy.
Communications in Mathematical Physics (2003)

330 Citations

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