author profile &
Google Scholar profile
I'm currently working on modern machine learning and AI algorithms. Among other things, I'm developing deep learning architectures for anomaly detection, with applications to AML analysis, with Jean-Pierre Brun, and Casey King, Yale University. My second strand of research focuses on the study of the scaling, multifractal, properties of very large data sets of irregularly spaced financial transaction data by means of wavelets.
Besides that, I'm a frequent reviewer for
Mathematical Reviews (MathSciNet®), with over 100 reviews and counting.
The full list of my reviews is available on my MathSciNet author profile.
Mathematical Reviews is edited by the American Mathematical Society, of which
I'm a member.
My Erdös number is 3; path:
Paul Erdös \( \longrightarrow\) Endre Csáki \( \longrightarrow\) Lajos Horváth
\( \longrightarrow\) Gilles Teyssière
Long-Memory in Economics
G. Teyssière and A. Kirman editors, Springer (2007).
MR2263582
ISBN (Hardcover): 978-3540226949
ISBN (Paperback): 978-3642061547
ISBN (eBook): 978-3540346258
Dependence in Probability and Statistics,
Lecture Notes in Statistics, Vol 200.
G. Lang, D. Surgailis and G. Teyssière editors, Springer (2010).
MR2741808
ISBN (Paperback): 978-3642141034
ISBN (eBook): 978-3642141041