Publications

Cécilia Aubrun, Rudy Morel, Michael Benzaquen, Jean-Philippe Bouchaud (2024). Riding Wavelets, a Method to Discover New Classes of Price Jumps.

Rudy Morel, Stéphane Mallat, Jean-Philippe Bouchaud (2023). Path Shadowing Monte-Carlo.

Sihao Cheng, Rudy Morel, Erwan Allys, Brice Ménard, Stéphane Mallat (2023). Scattering Spectra Models for Physics.

Ali Siahkoohi, Rudy Morel, Randall Balestriero, Erwan Allys, Grégory Sainton, Taichi Kawamura, Maarten V. de Hoop (2023). Martian time-series unraveled: A multi-scale nested approach with factorial variational autoencoders.

Ali Siahkoohi, Rudy Morel, Maarten de Hoop, Erwan Allys, Grégory Sainton, Taichi Kawamura (2023). Unearthing InSights into Mars, unsupervised source separation with limited data.

Rudy Morel, Gaspar Rochette, Roberto Leonarduzzi, Jean-Philippe Bouchaud, Stéphane Mallat (2022). Scale Dependencies and Self-Similar Models with Wavelet Scattering Spectra.