Damien Challet : Citation Profile


Are you Damien Challet?

10

H index

12

i10 index

581

Citations

RESEARCH PRODUCTION:

34

Articles

71

Papers

2

Books

RESEARCH ACTIVITY:

   23 years (1997 - 2020). See details.
   Cites by year: 25
   Journals where Damien Challet has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 17 (2.84 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch419
   Updated: 2020-11-21    RAS profile: 2020-06-22    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Hommes, Cars (3)

Massaro, Domenico (3)

Di Clemente, Riccardo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Damien Challet.

Is cited by:

Kets, Willemien (18)

Zhou, Wei-Xing (16)

Farmer, J. (15)

Tuinstra, Jan (15)

Devetag, Giovanna (12)

Sonnemans, Joep (11)

Savona, Roberto (10)

Ghosh, Diptesh (9)

Fagiolo, Giorgio (9)

Valente, Marco (9)

Iori, Giulia (8)

Cites to:

Farmer, J. (17)

Hommes, Cars (10)

Mantegna, Rosario (9)

Odean, Terrance (7)

Potters, Marc (6)

Grinblatt, Mark (6)

Barber, Brad (6)

Noussair, Charles (5)

Keloharju, Matti (5)

battiston, stefano (4)

Kirman, Alan (4)

Main data


Where Damien Challet has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications15
Quantitative Finance6
The European Physical Journal B: Condensed Matter and Complex Systems4
Applied Mathematical Finance2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org43
Post-Print / HAL15
Working Papers / HAL8

Recent works citing Damien Challet (2020 and 2019)


YearTitle of citing document
2019Analyzing 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

2019Order 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

2019Simulation 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

2019Development 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

2019Robust 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

2019Comparative 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

2019Heterogeneous 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

2020Unveiling 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

2020Eigen-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

2019A 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

2020Endogenous Liquidity Crises. (2019). Benzaquen, Michael ; Bouchaud, Jean-Philippe ; Fosset, Antoine. In: Papers. RePEc:arx:papers:1912.00359.

Full description at Econpapers || Download paper

2020Marked 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

2020Crowded 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

2020Heuristics 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

2020Symmetry and financial Markets. (2020). Nowak, Andrzej ; Andersen, Jorgen Vitting. In: Papers. RePEc:arx:papers:2007.08475.

Full description at Econpapers || Download paper

2020Evolutionary 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

2020Crowded 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

2019Coherence 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

2020Reconstructing 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

2020Co-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

2019When 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

2019Google 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

2019Identifying 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

2019Complex 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

2019Development 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

2019Order 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

2020A 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

2020Effects 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

2020Local 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

2020Detection 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

2019Investor 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

2019On 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

2019Analyzing 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

2020Confidence 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

2020Endogenous Liquidity Crises. (2020). Benzaquen, Michael ; Bouchaud, Jean-Philippe ; Fosset, Antoine. In: Post-Print. RePEc:hal:journl:hal-02567495.

Full description at Econpapers || Download paper

2019Analyzing 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

2020Endogenous Liquidity Crises. (2020). Benzaquen, Michael ; Bouchaud, Jean-Philippe ; Fosset, Antoine. In: Working Papers. RePEc:hal:wpaper:hal-02567495.

Full description at Econpapers || Download paper

2020Can 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

2020SABCEMM: 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

2019Extracting 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

2019Clusters 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

2019Systemic 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

2020Modeling 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

2020No-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

2020Search of Attention in Financial Market. (2020). Li, Chen ; Leung, Terence Tai. In: MPRA Paper. RePEc:pra:mprapa:99003.

Full description at Econpapers || Download paper

2019High 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

2019Climb 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

2019Forecasting 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

2019Emergence 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

2019Dynamic 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

2019A 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

2020Crowded 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

2019Limitations 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:


YearTitleTypeCited
2007Feedback and efficiency in limit order markets In: Papers.
[Full Text][Citation analysis]
paper0
2008Feedback 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
2009The universal shape of economic recession and recovery after a shock In: Papers.
[Full Text][Citation analysis]
paper4
2009The 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
2009The 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
2008Emergence of product differentiation from consumer heterogeneity and asymmetric information In: Papers.
[Full Text][Citation analysis]
paper2
2008Emergence 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
2009The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures In: Papers.
[Full Text][Citation analysis]
paper1
2010Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior In: Papers.
[Full Text][Citation analysis]
paper3
2010Prediction accuracy and sloppiness of log-periodic functions In: Papers.
[Full Text][Citation analysis]
paper13
2013Prediction accuracy and sloppiness of log-periodic functions.(2013) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2014Statistical Mechanics of Competitive Resource Allocation using Agent-based Models In: Papers.
[Full Text][Citation analysis]
paper5
2015Statistical 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
2014Predicting financial markets with Google Trends and not so random keywords In: Papers.
[Full Text][Citation analysis]
paper5
2013Predicting 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
2014Do Google Trend data contain more predictability than price returns? In: Papers.
[Full Text][Citation analysis]
paper4
2015Do 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
2015The limits of statistical significance of Hawkes processes fitted to financial data In: Papers.
[Full Text][Citation analysis]
paper10
2016The 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
2016The 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
2015Sudden Trust Collapse in Networked Societies In: Papers.
[Full Text][Citation analysis]
paper4
2015Sudden trust collapse in networked societies.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2015Sudden 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
2015One- and two-sample nonparametric tests for the signal-to-noise ratio based on record statistics In: Papers.
[Full Text][Citation analysis]
paper0
2017Sharper asset ranking from total drawdown durations In: Papers.
[Full Text][Citation analysis]
paper0
2017Sharper asset ranking from total drawdown durations.(2017) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Sharper asset ranking from total drawdown durations.(2017) In: Applied Mathematical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2015Do investors trade too much? A laboratory experiment In: Papers.
[Full Text][Citation analysis]
paper4
2017Do 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
2017Do investors trade too much? A laboratory experiment.(2017) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2016Statistically validated network of portfolio overlaps and systemic risk In: Papers.
[Full Text][Citation analysis]
paper21
2016Statistically 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
2016Why have asset price properties changed so little in 200 years In: Papers.
[Full Text][Citation analysis]
paper2
2017Why 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
2016Regrets, learning and wisdom In: Papers.
[Full Text][Citation analysis]
paper0
2016Regrets, learning and wisdom.(2016) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018Statistically validated lead-lag networks and inventory prediction in the foreign exchange market In: Papers.
[Full Text][Citation analysis]
paper1
2018Statistically 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
2017Wisdom of the institutional crowd In: Papers.
[Full Text][Citation analysis]
paper0
2017Wisdom of the institutional crowd.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Testing the causality of Hawkes processes with time reversal In: Papers.
[Full Text][Citation analysis]
paper0
2018Testing 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
2018Dynamical regularities of US equities opening and closing auctions In: Papers.
[Full Text][Citation analysis]
paper0
2019Dynamical 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
2018Large large-trader activity weakens the long memory of limit order markets In: Papers.
[Full Text][Citation analysis]
paper0
2019Large 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
2018Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions In: Papers.
[Full Text][Citation analysis]
paper0
2019Strategic 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
2020The market nanostructure origin of asset price time reversal asymmetry In: Papers.
[Full Text][Citation analysis]
paper1
2018The 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
2019Deep Prediction of Investor Interest: a Supervised Clustering Approach In: Papers.
[Full Text][Citation analysis]
paper0
2019Deep 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
2020Nonparametric sign prediction of high-dimensional correlation matrix coefficients In: Papers.
[Full Text][Citation analysis]
paper0
2019Nonparametric 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
2020Covariance matrix filtering with bootstrapped hierarchies In: Papers.
[Full Text][Citation analysis]
paper0
2020Covariance matrix filtering with bootstrapped hierarchies.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2020Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning In: Papers.
[Full Text][Citation analysis]
paper0
2020Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning.(2020) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2000Comment on: Thermal model for Adaptive Competition in a Market In: Papers.
[Full Text][Citation analysis]
paper1
2000Trading behavior and excess volatility in toy markets In: Papers.
[Full Text][Citation analysis]
paper1
2001TRADING 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
2000From Minority Games to real markets In: Papers.
[Full Text][Citation analysis]
paper30
2001From Minority Games to real markets.(2001) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
article
2001Stylized facts of financial markets and market crashes in Minority Games In: Papers.
[Full Text][Citation analysis]
paper36
2001Stylized 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
2001Minority Games and stylized facts In: Papers.
[Full Text][Citation analysis]
paper6
2001Minority 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
2001Analyzing and modelling 1+1d markets In: Papers.
[Full Text][Citation analysis]
paper45
2001Analyzing 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
2002Exact Hurst exponent and crossover behavior in a limit order market model In: Papers.
[Full Text][Citation analysis]
paper4
2002Exact 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
2002Criticality and finite size effects in a simple realistic model of stock market In: Papers.
[Full Text][Citation analysis]
paper10
2002Limit order market analysis and modelling: on an universal cause for over-diffusive prices In: Papers.
[Full Text][Citation analysis]
paper3
2003Limit 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
2004Price return auto-correlation and predictability in agent-based models of financial markets In: Papers.
[Full Text][Citation analysis]
paper5
2005Price 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
1999Modeling Market Mechanism with Minority Game In: Papers.
[Full Text][Citation analysis]
paper28
2000Modeling 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
2006News and price returns from threshold behaviour and vice-versa: exact solution of a simple agent-based market model In: Papers.
[Full Text][Citation analysis]
paper0
2006Optimal approximations of power-laws with exponentials In: Papers.
[Full Text][Citation analysis]
paper0
2006The demise of constant price impact functions and single-time step models of speculation In: Papers.
[Full Text][Citation analysis]
paper1
2007The 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
2010The tick-by-tick dynamical consistency of price impact in limit order books In: Papers.
[Full Text][Citation analysis]
paper0
2011The 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
2008Inter-pattern speculation: Beyond minority, majority and $-games In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article14
2005Inter-pattern speculation: beyond minority, majority and $-games.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
1997Emergence of cooperation and organization in an evolutionary game In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article167
1998On the minority game: Analytical and numerical studies In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article59
2000Exact 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]
article9
2004Shedding light on El Farol In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article4
2004Shedding light on El Farol.(2004) In: Game Theory and Information.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2004Stylized facts in minority games with memory: a new challenge In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article5
2004Minority mechanisms in models of agents learning collectively a resource level In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2006Minority games with heterogeneous timescales In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article3
2012Baldovin-Stella stochastic volatility process and Wiener process mixtures In: Post-Print.
[Full Text][Citation analysis]
paper5
2012Baldovin-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
2019On the origins of extreme wealth inequality in the Talent vs Luck Model In: Working Papers.
[Citation analysis]
paper0
2006Coolen, A.C.C.: The Mathematical Theory of Minority Games. Statistical Mechanics of Interacting Agents In: Journal of Economics.
[Full Text][Citation analysis]
article1
2004Minority Games: Interacting agents in financial markets In: OUP Catalogue.
[Citation analysis]
book52
2013Minority Games: Interacting agents in financial markets.(2013) In: OUP Catalogue.
[Citation analysis]
This paper has another version. Agregated cites: 52
book
2008The ups and downs of the renormalization group applied to financial time series In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2009Structure-preserving desynchronization of minority games In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
article0
2018Realistic simulation of financial markets: analyzing market behaviors by the third mode of science In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
article0
2003Non-constant rates and over-diffusive prices in a simple model of limit order markets In: Quantitative Finance.
[Full Text][Citation analysis]
article8
2007Optimal approximations of power laws with exponentials: application to volatility models with long memory In: Quantitative Finance.
[Full Text][Citation analysis]
article3
2000PHASE TRANSITION IN A TOY MARKET In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
article0
2008Taking a shower in Youth Hostels: risks and delights of heterogeneity In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2020. Contact: CitEc Team