The following pages link to Julien Chevallier (Q342240):
Displaying 24 items.
- Self-scheduling of a power generating company: carbon tax considerations (Q342242) (← links)
- Mean-field limit of generalized Hawkes processes (Q1679466) (← links)
- Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching (Q1699079) (← links)
- Stimulus sensitivity of a spiking neural network model (Q1753252) (← links)
- Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels (Q1756953) (← links)
- Local Gaussian correlations in financial and commodity markets (Q2183340) (← links)
- Fluctuations for spatially extended Hawkes processes (Q2196377) (← links)
- Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach (Q2288914) (← links)
- Fluctuations for mean-field interacting age-dependent Hawkes processes (Q2627866) (← links)
- Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors (Q2672925) (← links)
- The place of gold in the cross-market dependencies (Q2691683) (← links)
- On the estimation of regime-switching Lévy models (Q2691688) (← links)
- Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model (Q2699609) (← links)
- Detection of dependence patterns with delay (Q2803441) (← links)
- Statistical Method to Estimate a Regime-Switching Lévy Model (Q2833389) (← links)
- Econometric Analysis of Carbon Markets (Q3094124) (← links)
- Microscopic approach of a time elapsed neural model (Q3451155) (← links)
- An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting (Q4596039) (← links)
- Uniform decomposition of probability measures: quantization, clustering and rate of convergence (Q4611267) (← links)
- Network of interacting neurons with random synaptic weights (Q4967889) (← links)
- Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis (Q5156802) (← links)
- Commodity markets through the business cycle (Q5245914) (← links)
- Inferring the dependence graph density of binary graphical models in high dimension (Q6732148) (← links)
- Community detection for binary graphical models in high dimension (Q6754785) (← links)
