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Emmanuel Bacry CNRS
Research Fellow C.M.A.P
(Centre de Mathématiques Appliquées) |
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Emmanuel Bacry CNRS
Research Fellow C.M.A.P
(Centre de Mathématiques Appliquées) |
I am a researcher in Mathematics in the Signal Processing team of my lab (CMAP).
Some Research interests : Statistical finance, Financial time-series modelization, High frequency finance modeling, Market microstructure, Analysis of limit order book markets, Volatility estimation,...