Emmanuel Bacry

CNRS Research Fellow

Former Assistant professor in Applied Mathematics at Ecole Polytechnique

C.M.A.P (Centre de Mathématiques Appliquées)
Ecole Polytechnique
91128 Palaiseau Cedex - France
Tel : (+33) (1) 69 33 45 69
Fax: (+33) (1) 69 33 30 11
firstname.lastname@polytechnique.fr

 

I am a researcher in Mathematics in the Signal Processing team of my lab (CMAP).

Some Research interests : Self-similarity, Multifractal, Stochastic modeling, Statistical finance, Financial time-series modelization, High frequency finance modeling, Market microstructure, Estimation, ...

 

Bibliography.


Works available through internet.


LASTWAVE 3.1

LastWave is a signal processing oriented command language.
Starting from version 3.0, it is based on the GNU wxWidgets library. It allows LastWave to be truly multiplatform : it runs on both X11/Unix (or Linux of course) , Windows XP SP2 and Macintosh (OS X only) computers.It has been designed to be used by anybody who knows about signal processing and wants to play around with wavelets and wavelet-like techniques.
However, it can be used as a regular scripting language.It mainly consists in a powerful command line language with matlab-like syntax which includes a high level object-oriented graphic language. It allows to deal with high-level structures such as signals, images, wavelet transforms, extrema representation, short time fourier transform,...
Display of all these complex structures is interactively controlled using the mouse or keyboard. The way it is controlled is described using the command language. Moreover, LastWave can generate postscript files of anything you draw.