Philippe de Peretti - Publications, H-index & Citations

Philippe de Peretti

cnrs - institute for humanities & social sciences (inshs)

6H指数

48论文数

153被引数

收录论文 7

发表时间

Special issue on dynamics of socioeconomic systems: systemic risk-complex systems

SOFT COMPUTING

IF2.5

2020-07-31

OAAI

Cavallo, Bice; de Peretti, Philippe; Simonetti, Biagio; Squillante, Massimo; Vitting-Andersen, Jorgen

Special issue on dynamics of socioeconomic systems: systemic risk-finance

SOFT COMPUTING

IF2.5

2020-05-08

OAAI

de Peretti, Philippe; Cavallo, Bice; Simonetti, Biagio; Squillante, Massimo; Vitting-Andersen, Jorgen

Improving portfolios global performance using a cleaned and robust covariance matrix estimate

SOFT COMPUTING

IF2.5

2020-03-14

OAAI

Jay, Emmanuelle; Soler, Thibault; Terreaux, Eugenie; Ovarlez, Jean-Philippe; Pascal, Frederic S.; De Peretti, Philippe; Chorro, Christophe

Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent

SOFT COMPUTING

IF2.5

2019-12-18

PREAI

Gatfaoui, Hayette; de Peretti, Philippe

Flickering in Information Spreading Precedes Critical Transitions in Financial Markets

SCIENTIFIC REPORTS

IF3.9

2019-04-05

OAAI

Gatfaoui, Hayette; de Peretti, Philippe

Detecting performance persistence of hedge funds

ECONOMIC MODELLING

IF4.7

2015-06-01

PREAI

Hentati-Kaffel, Rania; de Peretti, Philippe

Generalized runs tests to detect randomness in hedge funds returns

JOURNAL OF BANKING & FINANCE

IF3.8

2015-01-01

PREAI

Hentati-Kaffel, Rania; de Peretti, Philippe

研究方向