10
H index
12
i10 index
581
Citations
Damien Challet : Citation Profile
| RESEARCH PRODUCTION: 34 Articles 71 Papers 2 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
23 years (1997 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Damien Challet. | Is cited by:
| Cites to:
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Main data
Where Damien Challet has published?
| Journals with more than one article published | # docs |
|---|---|
| Physica A: Statistical Mechanics and its Applications | 15 |
| Quantitative Finance | 6 |
| The European Physical Journal B: Condensed Matter and Complex Systems | 4 |
| Applied Mathematical Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 43 |
| Post-Print / HAL | 15 |
| Working Papers / HAL | 8 |
Recent works citing Damien Challet (2020 and 2019)
| Year | Title of citing document |
|---|---|
| 2019 | Analyzing order flows in limit order books with ratios of Cox-type intensities. (2019). Yoshida, Nakahiro ; Toke, Ioane Muni. In: Papers. RePEc:arx:papers:1805.06682. Full description at Econpapers || Download paper |
| 2019 | Order book model with herd behavior exhibiting long-range memory. (2019). Ruseckas, Julius ; Kononovicius, Aleksejus. In: Papers. RePEc:arx:papers:1809.02772. Full description at Econpapers || Download paper |
| 2019 | Simulation of Stylized Facts in Agent-Based Computational Economic Market Models. (2018). Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp ; Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian. In: Papers. RePEc:arx:papers:1812.02726. Full description at Econpapers || Download paper |
| 2019 | Development of an agent-based speculation game for higher reproducibility of financial stylized facts. (2019). Okuda, Hiroshi ; Hashimoto, Gaku ; Chen, YU ; Katahira, Kei. In: Papers. RePEc:arx:papers:1902.02040. Full description at Econpapers || Download paper |
| 2019 | Robust Mathematical Formulation and Implementation of Agent-Based Computational Economic Market Models. (2019). Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp ; Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian. In: Papers. RePEc:arx:papers:1904.04951. Full description at Econpapers || Download paper |
| 2019 | Comparative analysis of layered structures in empirical investor networks and cellphone communication networks. (2019). Zhou, Wei-Xing ; Sornette, Didier ; Jiang, Zhi-Qiang ; Ma, Jun-Chao ; Wang, Peng. In: Papers. RePEc:arx:papers:1907.01119. Full description at Econpapers || Download paper |
| 2019 | Heterogeneous wealth distribution, round-trip trading and the emergence of volatility clustering in Speculation Game. (2019). Chen, YU ; Katahira, Kei. In: Papers. RePEc:arx:papers:1909.03185. Full description at Econpapers || Download paper |
| 2020 | Unveiling the relation between herding and liquidity with trader lead-lag networks. (2019). Tantari, Daniele ; Lillo, Fabrizio ; Campajola, Carlo. In: Papers. RePEc:arx:papers:1909.10807. Full description at Econpapers || Download paper |
| 2020 | Eigen-entropy measure to study phase separation in market behavior. (2019). Pharasi, Hirdesh K ; Sharma, Kiran ; Chakraborti, Anirban. In: Papers. RePEc:arx:papers:1910.06242. Full description at Econpapers || Download paper |
| 2019 | A Self-Exciting Modelling Framework for Forward Prices in Power Markets. (2019). Sgarra, Carlo ; Mazzoran, Andrea ; Callegaro, Giorgia. In: Papers. RePEc:arx:papers:1910.13286. Full description at Econpapers || Download paper |
| 2020 | Endogenous Liquidity Crises. (2019). Benzaquen, Michael ; Bouchaud, Jean-Philippe ; Fosset, Antoine. In: Papers. RePEc:arx:papers:1912.00359. Full description at Econpapers || Download paper |
| 2020 | Marked point processes and intensity ratios for limit order book modeling. (2020). Yoshida, Nakahiro ; Toke, Ioane Muni. In: Papers. RePEc:arx:papers:2001.08442. Full description at Econpapers || Download paper |
| 2020 | Crowded trades, market clustering, and price instability. (2020). Lelyveld, Iman ; van Lelyveld, Iman ; Scholtus, Karolina ; Garlaschelli, Diego ; van Kralingen, Marc. In: Papers. RePEc:arx:papers:2002.03319. Full description at Econpapers || Download paper |
| 2020 | Heuristics in experiments with infinitely large strategy spaces. (2020). de Peretti, Philippe ; Andersen, Jorgen Vitting. In: Papers. RePEc:arx:papers:2005.02337. Full description at Econpapers || Download paper |
| 2020 | Symmetry and financial Markets. (2020). Nowak, Andrzej ; Andersen, Jorgen Vitting. In: Papers. RePEc:arx:papers:2007.08475. Full description at Econpapers || Download paper |
| 2020 | Evolutionary dynamics in financial markets with heterogeneities in strategies and risk tolerance. (2020). Zhong, Li-Xin ; He, Yun-Xin ; Chen, Rong-Da ; Qiu, Tian ; Ren, Fei ; Xu, Wen-Juan. In: Papers. RePEc:arx:papers:2010.08962. Full description at Econpapers || Download paper |
| 2020 | Crowded trades, market clustering, and price instability. (2020). Lelyveld, Iman ; van Lelyveld, Iman ; Scholtus, Karolina ; Garlaschelli, Diego ; van Kralingen, Marc. In: DNB Working Papers. RePEc:dnb:dnbwpp:668. Full description at Econpapers || Download paper |
| 2019 | Coherence and anti-coherence resonance of corporation finance. (2019). Li, Hai-Feng ; Zhong, Guang-Yan ; Long, Chao ; Tang, Nian-Sheng ; Mei, Dong-Cheng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:118:y:2019:i:c:p:376-385. Full description at Econpapers || Download paper |
| 2020 | Reconstructing and stress testing credit networks. (2020). Ramadiah, Amanah ; Fricke, Daniel ; Caccioli, Fabio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930212x. Full description at Econpapers || Download paper |
| 2020 | Co-existence of trend and value in financial markets: Estimating an extended Chiarella model. (2020). Bouchaud, Jean-Philippe ; Ciliberti, Stefano ; Majewski, Adam A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919301885. Full description at Econpapers || Download paper |
| 2019 | When financial economics influences physics: The role of Econophysics. (2019). Mantegna, Rosario ; Schinckus, Christophe ; Jovanovic, Franck . In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521918304162. Full description at Econpapers || Download paper |
| 2019 | Google searches and stock market activity: Evidence from Norway. (2019). Villa, Roviel ; Molnar, Peter ; Luivjanska, Katarina ; Kim, Neri. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:208-220. Full description at Econpapers || Download paper |
| 2019 | Identifying fragility for the stock market: Perspective from the portfolio overlaps network. (2019). Guo, Xin-Yu ; Lin, LI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:132-151. Full description at Econpapers || Download paper |
| 2019 | Complex and composite entropy fluctuation behaviors of statistical physics interacting financial model. (2019). Wang, Guochao ; Zheng, Shenzhou. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:97-113. Full description at Econpapers || Download paper |
| 2019 | Development of an agent-based speculation game for higher reproducibility of financial stylized facts. (2019). Hashimoto, Gaku ; Chen, YU ; Katahira, Kei ; Okuda, Hiroshi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:503-518. Full description at Econpapers || Download paper |
| 2019 | Order book model with herd behavior exhibiting long-range memory. (2019). Ruseckas, Julius ; Kononovicius, Aleksejus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:171-191. Full description at Econpapers || Download paper |
| 2020 | A mathematical formulation of order cancellation for the agent-based modelling of financial markets. (2020). Yoshimura, Yushi ; Chen, YU ; Okuda, Hiroshi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:538:y:2020:i:c:s0378437119314372. Full description at Econpapers || Download paper |
| 2020 | Effects of network structure on the performance of a modeled traffic network under drivers’ bounded rationality. (2020). Fujino, Toru ; Chen, YU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119312890. Full description at Econpapers || Download paper |
| 2020 | Local acceptance and emergence of consensus in a heterogeneous small-world network of agents with and without memory. (2020). Saloma, Caesar ; Pulido, Maria Teresa. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:548:y:2020:i:c:s0378437119321405. Full description at Econpapers || Download paper |
| 2020 | Detection of Chinese stock market bubbles with LPPLS confidence indicator. (2020). Zhu, Wei ; Shu, Min. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304611. Full description at Econpapers || Download paper |
| 2019 | Investor attention and Google Search Volume Index: Evidence from an emerging market using quantile regression analysis. (2019). Takeda, Fumiko ; Swamy, Vighneswara ; Dharani, M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:1-17. Full description at Econpapers || Download paper |
| 2019 | On the Unsustainable Macroeconomy with Increasing Inequality of Firms Induced by Excessive Liquidity. (2019). Chen, YU ; Lou, Yuting ; Zheng, Wenzhi. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3075-:d:235923. Full description at Econpapers || Download paper |
| 2019 | Analyzing order flows in limit order books with ratios of Cox-type intensities. (2019). Yoshida, Nakahiro ; Toke, Ioane Muni. In: Post-Print. RePEc:hal:journl:hal-01799398. Full description at Econpapers || Download paper |
| 2020 | Confidence Collapse in a Multi-Household, Self-Reflexive DSGE Model. (2020). Bouchaud, Jean-Philippe ; Tarzia, Marco ; Benzaquen, Michael ; Morelli, Federico. In: Post-Print. RePEc:hal:journl:hal-02323098. Full description at Econpapers || Download paper |
| 2020 | Endogenous Liquidity Crises. (2020). Benzaquen, Michael ; Bouchaud, Jean-Philippe ; Fosset, Antoine. In: Post-Print. RePEc:hal:journl:hal-02567495. Full description at Econpapers || Download paper |
| 2019 | Analyzing order flows in limit order books with ratios of Cox-type intensities. (2019). Yoshida, Nakahiro ; Toke, Ioane Muni. In: Working Papers. RePEc:hal:wpaper:hal-01799398. Full description at Econpapers || Download paper |
| 2020 | Endogenous Liquidity Crises. (2020). Benzaquen, Michael ; Bouchaud, Jean-Philippe ; Fosset, Antoine. In: Working Papers. RePEc:hal:wpaper:hal-02567495. Full description at Econpapers || Download paper |
| 2020 | Can Google Search Data be Used as a Housing Bubble Indicator?. (2020). Eidjord, Ole Martin ; Oust, Are. In: International Real Estate Review. RePEc:ire:issued:v:23:n:02:2020:p:893-934. Full description at Econpapers || Download paper |
| 2020 | SABCEMM: A Simulator for Agent-Based Computational Economic Market Models. (2020). Frank, Martin ; Pabich, Emma ; Beikirch, Maximilian ; Cramer, Simon ; Otte, Philipp ; Trimborn, Torsten. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09910-1. Full description at Econpapers || Download paper |
| 2019 | Extracting significant signal of news consumption from social networks: the case of Twitter in Italian political elections. (2019). Saracco, Fabio ; Lambiotte, Renaud ; Caldarelli, Guido ; Becatti, Carolina. In: Palgrave Communications. RePEc:pal:palcom:v:5:y:2019:i:1:d:10.1057_s41599-019-0300-3. Full description at Econpapers || Download paper |
| 2019 | Clusters of investors around initial public offering. (2019). Lillo, Fabrizio ; Pedreschi, Dino ; Kanniainen, Juho ; Baltakys, Kstutis ; Baltakien, Margarita. In: Palgrave Communications. RePEc:pal:palcom:v:5:y:2019:i:1:d:10.1057_s41599-019-0342-6. Full description at Econpapers || Download paper |
| 2019 | Systemic risk from investment similarities. (2019). battiston, stefano ; Riccaboni, Massimo ; Caldarelli, Guido ; Delpini, Danilo. In: PLOS ONE. RePEc:plo:pone00:0217141. Full description at Econpapers || Download paper |
| 2020 | Modeling aggressive market order placements with Hawkes factor models. (2020). Zhou, Wei-Xing ; Xu, Hai-Chuan. In: PLOS ONE. RePEc:plo:pone00:0226667. Full description at Econpapers || Download paper |
| 2020 | No-boarding buses: Synchronisation for efficiency. (2020). Saw, Vee-Liem ; Chew, Lock Yue. In: PLOS ONE. RePEc:plo:pone00:0230377. Full description at Econpapers || Download paper |
| 2020 | Search of Attention in Financial Market. (2020). Li, Chen ; Leung, Terence Tai. In: MPRA Paper. RePEc:pra:mprapa:99003. Full description at Econpapers || Download paper |
| 2019 | High frequency trading strategies, market fragility and price spikes: an agent based model perspective. (2019). Gerding, Enrico ; Booth, Ash ; McGroarty, Frank ; Raju, V L. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-3019-4. Full description at Econpapers || Download paper |
| 2019 | Climb on the Bandwagon: Consensus and Periodicity in a Lifetime Utility Model with Strategic Interactions. (2019). Tolotti, Marco ; Sartori, Elena ; Pra, Paolo Dai. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:9:y:2019:i:4:d:10.1007_s13235-019-00299-y. Full description at Econpapers || Download paper |
| 2019 | Forecasting cryptocurrency returns and volume using search engines. (2019). Nasir, Muhammad ; Duong, Duy ; Nguyen, Sang Phu ; Duc, Toan Luu. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-018-0119-8. Full description at Econpapers || Download paper |
| 2019 | Emergence of anti-coordination through reinforcement learning in generalized minority games. (2019). Ghosh, Diptesh ; Chakrabarti, Anindya S. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:2:d:10.1007_s11403-017-0204-5. Full description at Econpapers || Download paper |
| 2019 | Dynamic matching pennies on networks. (2019). Zhang, Boyu ; Yang, Xiaoguang ; QIN, Cheng-Zhong ; Cao, Zhigang. In: International Journal of Game Theory. RePEc:spr:jogath:v:48:y:2019:i:3:d:10.1007_s00182-019-00665-5. Full description at Econpapers || Download paper |
| 2019 | A simple mechanism for financial bubbles: time-varying momentum horizon. (2019). Schatz, M ; Lin, L ; Sornette, D. In: Quantitative Finance. RePEc:taf:quantf:v:19:y:2019:i:6:p:937-959. Full description at Econpapers || Download paper |
| 2020 | Crowded trades, market clustering, and price instability. (2020). Lelyveld, Iman ; van Lelyveld, Iman ; Scholtus, Karolina ; Garlaschelli, Diego ; van Kralingen, Marc. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200007. Full description at Econpapers || Download paper |
| 2019 | Limitations of stabilizing effects of fundamentalists: Facing positive feedback traders. (2019). Erler, Alexander ; Baumann, Michaela. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201944. Full description at Econpapers || Download paper |
Works by Damien Challet:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Feedback and efficiency in limit order markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Feedback and efficiency in limit order markets.(2008) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2009 | The universal shape of economic recession and recovery after a shock In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2009 | The Universal Shape of Economic Recession and Recovery after a Shock.(2009) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2009 | The universal shape of economic recession and recovery after a shock.(2009) In: Economics - The Open-Access, Open-Assessment E-Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2008 | Emergence of product differentiation from consumer heterogeneity and asymmetric information In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Emergence of product differentiation from consumer heterogeneity and asymmetric information.(2008) In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2009 | The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Prediction accuracy and sloppiness of log-periodic functions In: Papers. [Full Text][Citation analysis] | paper | 13 |
| 2013 | Prediction accuracy and sloppiness of log-periodic functions.(2013) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2014 | Statistical Mechanics of Competitive Resource Allocation using Agent-based Models In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2015 | Statistical mechanics of competitive resource allocation using agent-based models.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2014 | Predicting financial markets with Google Trends and not so random keywords In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Predicting financial markets with Google Trends and not so random keywords.(2013) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2014 | Do Google Trend data contain more predictability than price returns? In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2015 | Do Google Trend data contain more predictability than price returns?.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2015 | The limits of statistical significance of Hawkes processes fitted to financial data In: Papers. [Full Text][Citation analysis] | paper | 10 |
| 2016 | The limits of statistical significance of Hawkes processes fitted to financial data.(2016) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2016 | The limits of statistical significance of Hawkes processes fitted to financial data.(2016) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2015 | Sudden Trust Collapse in Networked Societies In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2015 | Sudden trust collapse in networked societies.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2015 | Sudden trust collapse in networked societies.(2015) In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2015 | One- and two-sample nonparametric tests for the signal-to-noise ratio based on record statistics In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Sharper asset ranking from total drawdown durations In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Sharper asset ranking from total drawdown durations.(2017) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Sharper asset ranking from total drawdown durations.(2017) In: Applied Mathematical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | Do investors trade too much? A laboratory experiment In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Do investors trade too much? A laboratory experiment.(2017) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2017 | Do investors trade too much? A laboratory experiment.(2017) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2016 | Statistically validated network of portfolio overlaps and systemic risk In: Papers. [Full Text][Citation analysis] | paper | 21 |
| 2016 | Statistically validated network of portfolio overlaps and systemic risk.(2016) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2016 | Why have asset price properties changed so little in 200 years In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Why have asset price properties changed so little in 200 years.(2017) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Regrets, learning and wisdom In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Regrets, learning and wisdom.(2016) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Statistically validated lead-lag networks and inventory prediction in the foreign exchange market In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Statistically validated leadlag networks and inventory prediction in the foreign exchange market.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Wisdom of the institutional crowd In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Wisdom of the institutional crowd.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Testing the causality of Hawkes processes with time reversal In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Testing the causality of Hawkes processes with time reversal.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Dynamical regularities of US equities opening and closing auctions In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Dynamical regularities of US equities opening and closing auctions.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Large large-trader activity weakens the long memory of limit order markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Large large-trader activity weakens the long memory of limit order markets.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2020 | The market nanostructure origin of asset price time reversal asymmetry In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | The market nanostructure origin of asset price time reversal asymmetry.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | Deep Prediction of Investor Interest: a Supervised Clustering Approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Deep Prediction Of Investor Interest: a Supervised Clustering Approach.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2020 | Nonparametric sign prediction of high-dimensional correlation matrix coefficients In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Nonparametric sign prediction of high-dimensional correlation matrix coefficients.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2020 | Covariance matrix filtering with bootstrapped hierarchies In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Covariance matrix filtering with bootstrapped hierarchies.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2020 | Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2000 | Comment on: Thermal model for Adaptive Competition in a Market In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2000 | Trading behavior and excess volatility in toy markets In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2001 | TRADING BEHAVIOR AND EXCESS VOLATILITY IN TOY MARKETS.(2001) In: Advances in Complex Systems (ACS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2000 | From Minority Games to real markets In: Papers. [Full Text][Citation analysis] | paper | 30 |
| 2001 | From Minority Games to real markets.(2001) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
| 2001 | Stylized facts of financial markets and market crashes in Minority Games In: Papers. [Full Text][Citation analysis] | paper | 36 |
| 2001 | Stylized facts of financial markets and market crashes in Minority Games.(2001) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | article | |
| 2001 | Minority Games and stylized facts In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2001 | Minority games and stylized facts.(2001) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2001 | Analyzing and modelling 1+1d markets In: Papers. [Full Text][Citation analysis] | paper | 45 |
| 2001 | Analyzing and modeling 1+1d markets.(2001) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | article | |
| 2002 | Exact Hurst exponent and crossover behavior in a limit order market model In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2002 | Exact Hurst exponent and crossover behavior in a limit order market model.(2002) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2002 | Criticality and finite size effects in a simple realistic model of stock market In: Papers. [Full Text][Citation analysis] | paper | 10 |
| 2002 | Limit order market analysis and modelling: on an universal cause for over-diffusive prices In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2003 | Limit order market analysis and modelling: on a universal cause for over-diffusive prices.(2003) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2004 | Price return auto-correlation and predictability in agent-based models of financial markets In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2005 | Price return autocorrelation and predictability in agent-based models of financial markets.(2005) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 1999 | Modeling Market Mechanism with Minority Game In: Papers. [Full Text][Citation analysis] | paper | 28 |
| 2000 | Modeling market mechanism with minority game.(2000) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
| 2006 | News and price returns from threshold behaviour and vice-versa: exact solution of a simple agent-based market model In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Optimal approximations of power-laws with exponentials In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | The demise of constant price impact functions and single-time step models of speculation In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | The demise of constant price impact functions and single-time step models of speculation.(2007) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2010 | The tick-by-tick dynamical consistency of price impact in limit order books In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books.(2011) In: Applied Mathematical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2008 | Inter-pattern speculation: Beyond minority, majority and $-games In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 14 |
| 2005 | Inter-pattern speculation: beyond minority, majority and $-games.(2005) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 1997 | Emergence of cooperation and organization in an evolutionary game In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 167 |
| 1998 | On the minority game: Analytical and numerical studies In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 59 |
| 2000 | Exact solution of a modified El Farols bar problem: Efficiency and the role of market impact In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 9 |
| 2004 | Shedding light on El Farol In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
| 2004 | Shedding light on El Farol.(2004) In: Game Theory and Information. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2004 | Stylized facts in minority games with memory: a new challenge In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
| 2004 | Minority mechanisms in models of agents learning collectively a resource level In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2006 | Minority games with heterogeneous timescales In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
| 2012 | Baldovin-Stella stochastic volatility process and Wiener process mixtures In: Post-Print. [Full Text][Citation analysis] | paper | 5 |
| 2012 | Baldovin-Stella stochastic volatility process and Wiener process mixtures.(2012) In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2019 | On the origins of extreme wealth inequality in the Talent vs Luck Model In: Working Papers. [Citation analysis] | paper | 0 |
| 2006 | Coolen, A.C.C.: The Mathematical Theory of Minority Games. Statistical Mechanics of Interacting Agents In: Journal of Economics. [Full Text][Citation analysis] | article | 1 |
| 2004 | Minority Games: Interacting agents in financial markets In: OUP Catalogue. [Citation analysis] | book | 52 |
| 2013 | Minority Games: Interacting agents in financial markets.(2013) In: OUP Catalogue. [Citation analysis] This paper has another version. Agregated cites: 52 | book | |
| 2008 | The ups and downs of the renormalization group applied to financial time series In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Structure-preserving desynchronization of minority games In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 0 |
| 2018 | Realistic simulation of financial markets: analyzing market behaviors by the third mode of science In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 0 |
| 2003 | Non-constant rates and over-diffusive prices in a simple model of limit order markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 8 |
| 2007 | Optimal approximations of power laws with exponentials: application to volatility models with long memory In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
| 2000 | PHASE TRANSITION IN A TOY MARKET In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2008 | Taking a shower in Youth Hostels: risks and delights of heterogeneity In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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