10
H index
11
i10 index
521
Citations
Damien Challet : Citation Profile
| RESEARCH PRODUCTION: 34 Articles 69 Papers 2 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
22 years (1997 - 2019). 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 | 40 |
| Post-Print / HAL | 16 |
| Working Papers / HAL | 7 |
Recent works citing Damien Challet (2019 and 2018)
| Year | Title of citing document |
|---|---|
| 2017 | Lagrange regularisation approach to compare nested data sets and determine objectively financial bubbles inceptions. (2017). Demos, Guilherme ; Sornette, Didier. In: Papers. RePEc:arx:papers:1707.07162. Full description at Econpapers || Download paper |
| 2018 | Multilayer Aggregation with Statistical Validation: Application to Investor Networks. (2018). Emmert-Streib, Frank ; Kanniainen, Juho ; Baltakys, Kestutis. In: Papers. RePEc:arx:papers:1708.09850. Full description at Econpapers || Download paper |
| 2017 | Computational Analysis of the structural properties of Economic and Financial Networks. (2017). Musa, Aliyu ; Dehmer, Matthias ; Jodlbauer, Herbert ; Yli-Harja, Olli ; Tripathi, Shailesh ; Kanniainen, Juho ; Baltakys, Kestutis ; Emmert-Streib, Frank. In: Papers. RePEc:arx:papers:1710.04455. Full description at Econpapers || Download paper |
| 2017 | From Ecology to Finance (and Back?): Recent Advancements in the Analysis of Bipartite Networks. (2017). Saracco, Fabio ; Squartini, Tiziano ; Caldarelli, Guido ; Straka, Mika J. In: Papers. RePEc:arx:papers:1710.10143. Full description at Econpapers || Download paper |
| 2017 | The Saga of KPR: Theoretical and Experimental developments. (2017). Chakravarty, Sujoy ; Chakraborti, Anirban ; Chakrabarti, Anindya S ; Sharma, Kiran. In: Papers. RePEc:arx:papers:1712.06358. Full description at Econpapers || Download paper |
| 2018 | SABCEMM-A Simulator for Agent-Based Computational Economic Market Models. (2018). Frank, Martin ; Pabich, Emma ; Beikirch, Max ; Cramer, Simon ; Otte, Philipp ; Trimborn, Torsten. In: Papers. RePEc:arx:papers:1801.01811. Full description at Econpapers || Download paper |
| 2018 | Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis. (2018). Kojaku, Sadamori ; Masuda, Naoki ; Caldarelli, Guido ; Cimini, Giulio. In: Papers. RePEc:arx:papers:1802.05139. Full description at Econpapers || Download paper |
| 2018 | Modelling stock correlations with expected returns from investors. (2018). Ren, Fei ; Zhong, Li-Xin ; Li, Sai-Ping ; Yang, Ming-Yuan. In: Papers. RePEc:arx:papers:1803.02019. 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: Papers. RePEc:arx:papers:1805.06682. Full description at Econpapers || Download paper |
| 2018 | Reconstruction methods for networks: the case of economic and financial systems. (2018). Garlaschelli, Diego ; Gabrielli, Andrea ; Cimini, Giulio ; Caldarelli, Guido ; Squartini, Tiziano. In: Papers. RePEc:arx:papers:1806.06941. Full description at Econpapers || Download paper |
| 2018 | Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Majewski, Adam ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano. In: Papers. RePEc:arx:papers:1807.11751. 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 |
| 2018 | Quantification of market efficiency based on informational-entropy. (2018). Rothenstein, Roland . In: Papers. RePEc:arx:papers:1812.02371. 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 |
| 2019 | 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 |
| 2019 | 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 |
| 2019 | Endogenous Liquidity Crises. (2019). Benzaquen, Michael ; Bouchaud, Jean-Philippe ; Fosset, Antoine. In: Papers. RePEc:arx:papers:1912.00359. Full description at Econpapers || Download paper |
| 2018 | Can Google Search Data be Used as a Housing Bubble Indicator?. (2018). Martin, Eidjord Ole ; Oust, Are. In: ERES. RePEc:arz:wpaper:eres2018_151. Full description at Econpapers || Download paper |
| 2018 | Herding behavior among wine investors. (2018). Ayta, Beysul ; Mandou, Cyrille ; Coqueret, Guillaume. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:318-328. 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 |
| 2018 | Who drives the Monday effect?. (2018). Ulku, Numan ; Rogers, Madeline. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:148:y:2018:i:c:p:46-65. Full description at Econpapers || Download paper |
| 2017 | Role of intensive and extensive variables in a soup of firms in economy to address long run prices and aggregate data. (2017). Gallegati, Mauro ; Hosseiny, Ali. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:470:y:2017:i:c:p:51-59. Full description at Econpapers || Download paper |
| 2017 | Modelling trading networks and the role of trust. (2017). Kaski, Kimmo K ; Barrio, Rafael A ; Govezensky, Tzipe ; Ruiz-Gutierrez, Elfego . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:68-79. Full description at Econpapers || Download paper |
| 2017 | A geometrical imaging of the real gap between economies of China and the United States. (2017). Hosseiny, Ali. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:151-161. Full description at Econpapers || Download paper |
| 2017 | Emergence of distributed coordination in the Kolkata Paise Restaurant problem with finite information. (2017). Ghosh, Diptesh ; Chakrabarti, Anindya S. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:16-24. Full description at Econpapers || Download paper |
| 2018 | Econophysics of a ranked demand and supply resource allocation problem. (2018). Priel, Avner ; Tamir, Boaz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:745-753. Full description at Econpapers || Download paper |
| 2018 | Self-reinforcing feedback loop in financial markets with coupling of market impact and momentum traders. (2018). Zhong, Li-Xin ; He, Yun-Xing ; Ren, Fei ; Qiu, Tian ; Chen, Rong-Da ; Xu, Wen-Juan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:493:y:2018:i:c:p:301-310. Full description at Econpapers || Download paper |
| 2018 | The bubble and anti-bubble risk resistance analysis on the metal futures in China. (2018). Zhou, Wei ; Chen, Jin ; Huang, Yang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:947-957. Full description at Econpapers || Download paper |
| 2018 | Empirical scaling relations of market event rates in foreign currency market. (2018). Boilard, J.-F., ; Takayasu, M ; Kanazawa, K. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:1152-1161. Full description at Econpapers || Download paper |
| 2018 | Challenging the evolution of social cooperation in a community governed by central control. (2018). Presbitero, Alva ; Monterola, Christopher. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:511:y:2018:i:c:p:378-388. 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 | Comparing nested data sets and objectively determining financial bubbles’ inceptions. (2019). Sornette, D ; Demos, G. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:661-675. 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 |
| 2018 | Achieving Perfect Coordination amongst Agents in the Co-Action Minority Game. (2018). Rajpal, Hardik ; Dhar, Deepak. In: Games. RePEc:gam:jgames:v:9:y:2018:i:2:p:27-:d:146805. Full description at Econpapers || Download paper |
| 2018 | Dynamics of Cooperation in Minority Games in Alliance Networks. (2018). Zhang, Xin-Jie ; Wang, Wei-Jia ; Xiong, Jason ; Tang, Yong. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4746-:d:190075. 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 |
| 2018 | Ecosystem complexity, firm learning and survival: UK evidence on intra-industry age and size diversity as exit hazards. (2018). Ugur, Mehmet ; Trushin, Eshref. In: Greenwich Papers in Political Economy. RePEc:gpe:wpaper:19095. Full description at Econpapers || Download paper |
| 2018 | New method to detect convergence in simple multi-period market games with infinite large strategy spaces. (2018). de Peretti, Philippe ; Andersen, Jorgen-Vitting. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01960900. 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 |
| 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 |
| 2018 | New method to detect convergence in simple multi-period market games with infinite large strategy spaces. (2018). de Peretti, Philippe ; Andersen, Jorgen Vitting. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:18038. Full description at Econpapers || Download paper |
| 2018 | Long-term ecology of investors in a financial market. (2018). Mantegna, Rosario ; Piilo, Jyrki ; Marotta, Luca ; Musciotto, Federico . In: Palgrave Communications. RePEc:pal:palcom:v:4:y:2018:i:1:d:10.1057_s41599-018-0145-1. 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 |
| 2017 | On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators. (2017). GUPTA, RANGAN ; Demirer, Riza ; Demos, Guilherme ; Sornette, Didier. In: Working Papers. RePEc:pre:wpaper:201752. 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 |
| 2017 | Network analysis of inter-sectoral relationships and key sectors in the Greek economy. (2017). Tsekeris, Theodore. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-015-0171-7. Full description at Econpapers || Download paper |
| 2017 | Monetary policy and dark corners in a stylized agent-based model. (2017). Gualdi, Stanislao ; Bouchaud, Jean-Philippe ; Zamponi, Francesco ; Tarzia, Marco. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:3:d:10.1007_s11403-016-0174-z. Full description at Econpapers || Download paper |
| 2018 | Reconstructing and stress testing credit networks. (2018). Fricke, Daniel ; Caccioli, Fabio ; Ramadiah, Amanah. In: ESRB Working Paper Series. RePEc:srk:srkwps:201884. Full description at Econpapers || Download paper |
| 2017 | Birth or burst of financial bubbles: which one is easier to diagnose?. (2017). Demos, Guilherme ; Sornette, D. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:5:p:657-675. Full description at Econpapers || Download paper |
| 2017 | Modified profile likelihood inference and interval forecast of the burst of financial bubbles. (2017). Demos, Guilherme ; Sornette, D ; Filimonov, V. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:8:p:1167-1186. Full description at Econpapers || Download paper |
| 2018 | How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns. (2018). Guidolin, Massimo ; Pedio, Manuela ; Orlov, Alexei G. In: Quantitative Finance. RePEc:taf:quantf:v:18:y:2018:i:1:p:139-169. Full description at Econpapers || Download paper |
| 2017 | LOGISTIC MODEL FOR STOCK MARKET BUBBLES AND ANTI-BUBBLES. (2017). Lynch, Christopher ; Mestel, Benjamin. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:06:n:s0219024917500388. 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 | 2 |
| 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 | 13 |
| 2015 | Statistical mechanics of competitive resource allocation using agent-based models.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 13 | 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 | |
| 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 | 2 |
| 2015 | The limits of statistical significance of Hawkes processes fitted to financial data In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 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: 8 | paper | |
| 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: 8 | article | |
| 2015 | Sudden Trust Collapse in Networked Societies In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Sudden trust collapse in networked societies.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | 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: 2 | 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. [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 | 2 |
| 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: 2 | article | |
| 2017 | Do investors trade too much? A laboratory experiment.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Statistically validated network of portfolio overlaps and systemic risk In: Papers. [Full Text][Citation analysis] | paper | 10 |
| 2016 | Statistically validated network of portfolio overlaps and systemic risk.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2016 | Why have asset price properties changed so little in 200 years In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Why have asset price properties changed so little in 200 years.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Regrets, learning and wisdom In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Regrets, learning and wisdom.(2016) In: Post-Print. [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. [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. [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. [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 | |
| 2019 | 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 | |
| 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 | 29 |
| 2001 | From Minority Games to real markets.(2001) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
| 2001 | Stylized facts of financial markets and market crashes in Minority Games In: Papers. [Full Text][Citation analysis] | paper | 30 |
| 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: 30 | 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 | 44 |
| 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: 44 | 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 | 9 |
| 2002 | Limit order market analysis and modelling: on an universal cause for over-diffusive prices In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | 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 | 27 |
| 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: 27 | 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 | 13 |
| 2005 | Inter-pattern speculation: beyond minority, majority and $-games.(2005) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 1997 | Emergence of cooperation and organization in an evolutionary game In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 148 |
| 1998 | On the minority game: Analytical and numerical studies In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 52 |
| 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 | 7 |
| 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 | 2 |
| 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 | |
| 2015 | Statistical Mechanics of Competitive Resource Allocation In: Post-Print. [Citation analysis] | paper | 2 |
| 2015 | Does Google Trends data contain more predictability than price returns? In: Post-Print. [Citation analysis] | paper | 1 |
| 2019 | On the origins of extreme wealth inequality in the Talent vs Luck Model In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | Nonparametric sign prediction of high-dimensional correlation matrix coefficients In: Working Papers. [Full Text][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 | 43 |
| 2013 | Minority Games: Interacting agents in financial markets.(2013) In: OUP Catalogue. [Citation analysis] This paper has another version. Agregated cites: 43 | 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 | 1 |
| 2004 | Minority games with finite score memory In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 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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