Our research team has long been interested in the statistical characterization of financial time series, in particular the scale invariance of their time dynamics. Our study made it possible to match financial series multifractality and volatility clustering.
This research work culminated in a communication presented in September 2019 during the 2019 edition of the international EUSIPCO conference (European Signal Processing Conference), held in A Coruña (Spain) as well as the publication of a peer reviewed article in the proceedings of this conference.
