Matthieu Garcin

Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates

Matthieu Garcin · Physica A Statistical Mechanics and its Applications · 2017 · 62 citations

Engineering, Variational Smoothing, Finance +12

Multi-lag tone–entropy in neonatal stress

Matej Šapina, Chandan Karmakar, Karolina Kramarić et al. · Journal of The Royal Society Interface · 2018 · 49 citations · Full text

Discrimination between agricultural management and the hedge effect in pear orchards (south‐eastern France)

J.F. Debras, F. Jason Torre, R. Rieux et al. · Annals of Applied Biology · 2006 · 45 citations

Hedge Effect, Biodiversity, Agricultural Impact +14

Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics

Ayoub Ammy-Driss, Matthieu Garcin · Physica A Statistical Mechanics and its Applications · 2022 · 40 citations

Economics, Financial Economics, Fractional Stable Dynamics +10

Forecasting with fractional Brownian motion: a financial perspective

Matthieu Garcin · Quantitative Finance · 2022 · 29 citations

Economics, Volatility Modeling, Fractional Brownian Motion +13