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Michel M. Dacorogna

  1. 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
  2. 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