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Multifractal random walks with fractional Brownian motion via Malliavin calculus

Alexis Fauth , Ciprian Tudor
IEEE Transactions on Information Theory, 2014, 60 (3), pp.12
Article dans une revue hal-00734180v1
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Modeling First Line Of An Order Book With Multivariate Marked Point Processes

Alexis Fauth , Ciprian A. Tudor
2012
Pré-publication, Document de travail hal-00752971v1

Multifractal random walk driven by a Hermite process

Alexis Fauth , Ciprian A. Tudor
Handbook of high-frequency trading and modeling in finance, Wiley Handb. Finance Eng. Econom., Wiley, Hoboken, NJ, 2016
Chapitre d'ouvrage hal-01526873v1
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Crystallographic and magnetic structures of the V I 3 and LiV I 3 van der Waals compounds

Thomas Marchandier , Nicolas Dubouis , François Fauth , Maxim Avdeev , Alexis Grimaud , et al.
Physical Review B, 2021, 104 (1), pp.014105. ⟨10.1103/PhysRevB.104.014105⟩
Article dans une revue hal-04104641v1
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Extending insertion electrochemistry to soluble layered halides with superconcentrated electrolytes

Nicolas Dubouis , Thomas Marchandier , Gwenaelle Rousse , Florencia Marchini , François Fauth , et al.
Nature Materials, 2021, 20, pp.1545-1550. ⟨10.1038/s41563-021-01060-w⟩
Article dans une revue hal-03332137v1

Substance Use Initiation, Particularly Alcohol, in Drug-Naive Adolescents: Possible Predictors and Consequences From a Large Cohort Naturalistic Study

Iliyan Ivanov , Muhammad Parvaz , Eva Velthorst , Riaz Shaik , Sven Sandin , et al.
Journal of the American Academy of Child and Adolescent Psychiatry, 2021, 60 (5), pp.623-636. ⟨10.1016/j.jaac.2020.08.443⟩
Article dans une revue hal-04474773v1
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Differential predictors for alcohol use in adolescents as a function of familial risk

Mira Tschorn , Robert Lorenz , Paul O'Reilly , Abraham Reichenberg , Tobias Banaschewski , et al.
Translational Psychiatry, 2021, 11 (1), pp.157. ⟨10.1038/s41398-021-01260-7⟩
Article dans une revue hal-04473765v1