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.
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.
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.
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.
Wavelets and multifractal formalism for singular signals: Application to turbulence data.
J. F. Muzy;Emmanuel Bacry;A. Arneodo.
Physical Review Letters (1991)
The Multifractal Formalism Revisited with Wavelets
J. F. Muzy;Emmanuel Bacry;A. Arneodo.
International Journal of Bifurcation and Chaos (1994)
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)
THE THERMODYNAMICS OF FRACTALS REVISITED WITH WAVELETS
A. Arneodo;Emmanuel Bacry;J. F. Muzy.
Physica A-statistical Mechanics and Its Applications (1995)
Multifractal random walk.
E. Bacry;J. Delour;J. F. Muzy.
Physical Review E (2001)
Singularity spectrum of fractal signals from wavelet analysis: Exact results
Emmanuel Bacry;Jean-François Muzy;Alain Arneodo.
Journal of Statistical Physics (1993)
Characterizing long-range correlations in DNA sequences from wavelet analysis.
Alain Arneodo;Emmanuel Bacry;P. V. Graves;Jean-François Muzy.
Physical Review Letters (1995)
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)
Hawkes processes in finance
Emmanuel Bacry;Iacopo Mastromatteo;Jean-Fran c{c}ois Muzy.
Research Papers in Economics (2015)
Log-infinitely divisible multifractal processes
E. Bacry;J.F. Muzy.
Communications in Mathematical Physics (2003)
If you think any of the details on this page are incorrect, let us know.
We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:
École Normale Supérieure
École Normale Supérieure de Lyon
University of Paris-Saclay
École Normale Supérieure de Lyon
Paris-Est Créteil University
Institut de Recherche et Coordination Acoustique Musique
Stanford University
University of Bologna
École Normale Supérieure de Lyon
Université Paris Cité
University of Maryland, College Park
INSEAD
University of Liverpool
IBM (United States)
University of Montpellier
National Cancer Research Institute, UK
Cornell University
Los Alamos National Laboratory
University of California, Davis
Edith Cowan University
University of Bremen
Université Côte d'Azur
National Institutes of Health
National Institutes of Health
University of Southampton
Johns Hopkins University