Michel M. Dacorogna
- Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis
1990/12/01 by Ulrich A. Müller, Ulrich Müller, Michel M. Dacorogna +4 · 3 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Market Dynamics and Volatility #Monetary Policy and Economic Impact
- Building up Cyber Resilience by Better Grasping Cyber Risk Via a New Algorithm for Modelling Heavy-Tailed Data
2022/09/06 by Michel M. Dacorogna, Dacorogna, Michel, Nehla Debbabi +3 · 1 citation
Computer Science · Decision Sciences · Engineering · #Anomaly Detection Techniques and Applications #Big Data Technologies and Applications #Advanced Data Processing Techniques