Damien Challet : Citation Profile

Are you Damien Challet?

13

H index

15

i10 index

800

Citations

RESEARCH PRODUCTION:

39

Articles

79

Papers

2

Books

RESEARCH ACTIVITY:

   25 years (1997 - 2022). See details.
   Cites by year: 32
   Journals where Damien Challet has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 25 (3.03 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch419
   Updated: 2022-11-19    RAS profile: 2022-10-15    
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Relations with other researchers

Works with:

Massaro, Domenico (2)

Hommes, Cars (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 (20)

Tuinstra, Jan (18)

Zhou, Wei-Xing (16)

Farmer, J. (15)

Sonnemans, Joep (14)

Ghosh, Diptesh (13)

Devetag, Giovanna (13)

Fagiolo, Giorgio (12)

Valente, Marco (12)

Savona, Roberto (10)

Mantegna, Rosario (9)

Cites to:

Farmer, J. (23)

Mantegna, Rosario (19)

Hommes, Cars (10)

Fama, Eugene (7)

Kirman, Alan (7)

Odean, Terrance (7)

Potters, Marc (7)

Calvet, Laurent (6)

Grinblatt, Mark (6)

Barber, Brad (6)

Noussair, Charles (6)

Main data

Where Damien Challet has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications16
Quantitative Finance7
The European Physical Journal B: Condensed Matter and Complex Systems4
Advances in Complex Systems (ACS)2
Applied Mathematical Finance2
Journal of Economic Interaction and Coordination2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org48
Post-Print / HAL16
Working Papers / HAL10

Recent works citing Damien Challet (2022 and 2021)

YearTitle of citing document
2021Robust 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.

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2021Minority games played by arbitrageurs on the energy market. (2020). Meyer-Ortmanns, Hildegard ; Ritmeester, Tim. In: Papers. RePEc:arx:papers:2012.10475.

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2021The COVID Crash of the 2020 U.S. Stock Market. (2021). Zhu, Wei ; Song, Ruiqiang ; Shu, Min. In: Papers. RePEc:arx:papers:2101.03625.

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2021DKPRG or how to succeed in the Kolkata Paise Restaurant gamevia TSP. (2021). Kastampolidou, Kalliopi ; Papalitsas, Christos ; Andronikos, Theodore. In: Papers. RePEc:arx:papers:2101.07760.

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2021Pyramid scheme in stock market: a kind of financial market simulation. (2021). Du, Guangle ; Shi, Yong ; Li, BO. In: Papers. RePEc:arx:papers:2102.02179.

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2021The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623.

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2021Financial factors selection with knockoffs: fund replication, explanatory and prediction networks. (2021). Pelletier, Guillaume ; Bongiorno, Christian ; Challet, Damien. In: Papers. RePEc:arx:papers:2103.05921.

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2021The Stable Marriage Problem: an Interdisciplinary Review from the Physicists Perspective. (2021). Zhang, Yi-Cheng ; Zhou, Lei ; Zhao, Jianyang ; Baybusinov, Izat B ; Fenoaltea, Enrico Maria. In: Papers. RePEc:arx:papers:2103.11458.

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2022Bounded rationality for relaxing best response and mutual consistency: An information-theoretic model of partial self-reference. (2021). Prokopenko, Mikhail ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2106.15844.

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2021Financial Return Distributions: Past, Present, and COVID-19. (2021). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2107.06659.

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2021LOB modeling using Hawkes processes with a state-dependent factor. (2021). Toke, Ioane Muni ; Sfendourakis, Emmanouil. In: Papers. RePEc:arx:papers:2107.12872.

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2022Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360.

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2022The Oracle estimator is suboptimal for global minimum variance portfolio optimisation. (2021). Challet, Damien ; Bongiorno, Christian. In: Papers. RePEc:arx:papers:2112.07521.

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2021Macroeconomic and financial management in an uncertain world: What can we learn from complexity science?. (2021). Sitthiyot, Thitithep. In: Papers. RePEc:arx:papers:2112.15294.

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2022Stability of Chinas Stock Market: Measure and Forecast by Ricci Curvature on Network. (2022). Lin, Haibo ; Feng, Liu ; Zhang, Ning ; zhao, liang ; Wang, Xinyu. In: Papers. RePEc:arx:papers:2204.06692.

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2022Multi-Asset Bubbles Equilibrium Price Dynamics. (2022). Cordoni, Francesco. In: Papers. RePEc:arx:papers:2206.01468.

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2022A statistical test of market efficiency based on information theory. (2022). Garcin, Matthieu ; Brouty, Xavier. In: Papers. RePEc:arx:papers:2208.11976.

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2022Rise of NBFIs and the Global Structural Change in the Transmission of Market Shocks. (2022). Shinozaki, Yuji ; Koide, Yoshiyasu ; Hogen, Yoshihiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e14.

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2021Average payoff-driven or imitation? A new evidence from evolutionary game theory in finite populations. (2021). Shi, Lei ; Shen, Chen ; Du, Chunpeng ; Geng, Yini ; Hong, Lijun. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:394:y:2021:i:c:s0096300320307372.

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2021Synchronization in human decision-making. (2021). de Peretti, Philippe ; Frolov, Maxime ; Andersen, Jorgen Vitting ; Liu, Yi-Fang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920309139.

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2021An epidemiological model with voluntary quarantine strategies governed by evolutionary game dynamics. (2021). Javarone, Marco A ; de Oliveira, Marcelo M ; Amaral, Marco A. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920310079.

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2022Attaining herd immunity to a new infectious disease through multi-stage policies incentivising voluntary vaccination. (2022). Sarkar, Sumit ; Guha, Apratim ; Silpa, P S ; Sheth, Sarjan ; Kejriwal, Saransh. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:154:y:2022:i:c:s096007792101064x.

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2021Identification of information networks in stock markets. (2021). Baltakys, Kstutis ; Kanniainen, Juho ; Baltakien, Margarita. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001524.

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2021The ‘COVID’ crash of the 2020 U.S. Stock market. (2021). Zhu, Wei ; Song, Ruiqiang ; Shu, Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001170.

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2021Addressing systemic risk using contingent convertible debt – A network analysis. (2021). Lu, Yueliang ; Wang, Runzu ; Gupta, Aparna. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:263-277.

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2021Common asset holdings and systemic vulnerability across multiple types of financial institution. (2021). Silvestri, Laura ; Mahmood, Tahir ; Barucca, Paolo. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301133.

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2021Hawkes processes in insurance: Risk model, application to empirical data and optimal investment. (2021). Zeller, Gabriela ; Zagst, Rudi ; Swishchuk, Anatoliy. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pa:p:107-124.

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2021Heuristics in experiments with infinitely large strategy spaces. (2021). de Peretti, Philippe ; Andersen, Jorgen Vitting. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:612-620.

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2021An agent-based model of intra-day financial markets dynamics. (2021). Napoletano, Mauro ; Staccioli, Jacopo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:331-348.

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2021Investors’ attention and information losses under market stress. (2021). Philippas, Dionisis ; Nguyen, Duc Khuong ; Goutte, Stéphane ; Dragomirescu-Gaina, Catalin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:1112-1127.

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2021Parallel Minority Game and it’s application in movement optimization during an epidemic. (2021). Kr, Amit ; Biswas, Soumyajyoti. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:561:y:2021:i:c:s0378437120306713.

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2021Unfixed-neighbor-mechanism promotes cooperation in evolutionary snowdrift game on lattice. (2021). Liu, Xingwen ; Hu, Xiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:572:y:2021:i:c:s0378437121001825.

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2021Minority games played by arbitrageurs on the energy market. (2021). Meyer-Ortmanns, Hildegard ; Ritmeester, Tim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:573:y:2021:i:c:s0378437121001990.

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2021Boltzmann-like income distribution in low and middle income classes: Evidence from the United Kingdom. (2021). , Yongtao ; Tao, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:578:y:2021:i:c:s0378437121003873.

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2021Financial factors selection with knockoffs: Fund replication, explanatory and prediction networks. (2021). Bongiorno, Christian ; Challet, Damien ; Pelletier, Guillaume. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121003782.

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2021Self-organized Speculation Game for the spontaneous emergence of financial stylized facts. (2021). Akiyama, Eizo ; Chen, YU ; Katahira, Kei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005008.

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2021Sleeping sickness: An agent-based model approach. (2021). Espindola, Aquino L. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005550.

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2021Imitation of success leads to cost of living mediated fairness in the Ultimatum Game. (2021). Griffin, Christopher ; Belmonte, Andrew ; Chen, Yunong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:583:y:2021:i:c:s0378437121006014.

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2022Bubble detection in Greek Stock Market: A DS-LPPLS model approach. (2022). Karakasidis, Theodoros ; Papastamatiou, Konstantinos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:587:y:2022:i:c:s0378437121008062.

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2022Simplified calculations of time correlation functions in non-stationary complex financial systems. (2022). Jiang, Xiong-Fei ; Li, Yan ; Zheng, BO ; Jin, Li-fu ; Zhang, Jiu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121008736.

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2022A new measure of the resilience for networks of funds with applications to socially responsible investments. (2022). nicolosi, marco ; Dalo, Ambrogio ; Ciciretti, Rocco ; Cerqueti, Roy. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:593:y:2022:i:c:s037843712200070x.

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2022Robust one-way trading with limited number of transactions and heuristics for fixed transaction costs. (2022). Lan, Yingjie ; Wang, Wei. In: International Journal of Production Economics. RePEc:eee:proeco:v:247:y:2022:i:c:s0925527322000305.

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2021Minimax estimation of covariance and precision matrices for high-dimensional time series with long-memory. (2021). Chung, Jongik ; Park, Cheolwoo ; Zhang, Qihu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:177:y:2021:i:c:s0167715221001395.

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2021COVID-19, public agglomerations and economic effects: Assessing the recovery time of passenger transport services in Brazil. (2021). de Almeida, Vinicius ; Perobelli, Fernando Salgueiro ; Proque, Andressa Lemes ; Faria, Weslem Rodrigues ; Betarelli, Admir Antonio. In: Transport Policy. RePEc:eee:trapol:v:110:y:2021:i:c:p:254-272.

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2021Methodology for Building Traders Investment Strategy Based on Assessment of the Market Value of the Company. (2021). Zemlianska, Nataliia ; Wielki, Janusz ; Sytnik, Inessa ; Stopochkin, Artem. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:1:p:913-935.

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2021Modeling Market Order Arrivals on the German Intraday Electricity Market with the Hawkes Process. (2021). Kiesel, Rudiger ; von Luckner, Nikolaus Graf. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:161-:d:530243.

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2022Evolutionary Game Analysis on Innovation Behavior of Digital Financial Enterprises under the Dynamic Reward and Punishment Mechanism of Government. (2022). Cheng, Sijie ; Liu, Yue ; Fu, Hao. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12561-:d:932091.

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2021Deep Prediction Of Investor Interest: a Supervised Clustering Approach. (2021). Challet, Damien ; Carlier, Laurent ; Barreau, Baptiste. In: Post-Print. RePEc:hal:journl:hal-02276055.

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2022A statistical test of market efficiency based on information theory. (2022). Garcin, Matthieu ; Brouty, Xavier. In: Working Papers. RePEc:hal:wpaper:hal-03760478.

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2022Conception d’un modèle microscopique adapté aux marchés financiers émergents. (2022). Lekhal, Mostafa ; el Oubani, Ahmed. In: Journal of Academic Finance. RePEc:jaf:journl:v:13:y:2022:i:1:n:398.

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2021An empirical behavioral order-driven model with price limit rules. (2021). Zhang, Wei ; Xu, Hai-Chuan ; Xiong, Xiong ; Gu, Gao-Feng ; Zhou, Wei-Xing ; Chen, Wei. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00288-4.

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2021Predator–prey model for stock market fluctuations. (2021). Montero, Miquel. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00284-4.

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2021Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors. (2021). Gualdi, Stanislao ; Challet, Damien ; Primicerio, Kevin. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00288-0.

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2022Introduction to the special issue on the 24th annual Workshop on Economic science with Heterogeneous Interacting Agents, London, 2019 (WEHIA 2019). (2022). Righi, Simone ; Iori, Giulia ; di Matteo, Tiziana ; Caccioli, Fabio ; Livan, Giacomo ; Jafarey, Saqib. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:2:d:10.1007_s11403-022-00354-9.

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2021Growth and dynamics of Econophysics: a bibliometric and network analysis. (2021). Khurana, Parul ; Sharma, Kiran. In: Scientometrics. RePEc:spr:scient:v:126:y:2021:i:5:d:10.1007_s11192-021-03884-4.

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2022Investor types trading around the short?term reversal pattern. (2022). Ulku, Numan ; Onishchenko, Olena. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2627-2647.

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Works by Damien Challet:

YearTitleTypeCited
2007Feedback and efficiency in limit order markets In: Papers.
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2008Feedback and efficiency in limit order markets.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2009The universal shape of economic recession and recovery after a shock In: Papers.
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2009The Universal Shape of Economic Recession and Recovery after a Shock.(2009) In: Economics Discussion Papers.
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2009The universal shape of economic recession and recovery after a shock.(2009) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
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This paper has another version. Agregated cites: 6		article
2008Emergence of product differentiation from consumer heterogeneity and asymmetric information In: Papers.
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2008Emergence of product differentiation from consumer heterogeneity and asymmetric information.(2008) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2009The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures In: Papers.
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2010Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior In: Papers.
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2010Prediction accuracy and sloppiness of log-periodic functions In: Papers.
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2013Prediction accuracy and sloppiness of log-periodic functions.(2013) In: Quantitative Finance.
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2014Statistical Mechanics of Competitive Resource Allocation using Agent-based Models In: Papers.
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2015Statistical mechanics of competitive resource allocation using agent-based models.(2015) In: Post-Print.
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2014Predicting financial markets with Google Trends and not so random keywords In: Papers.
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2013Predicting financial markets with Google Trends and not so random keywords.(2013) In: Working Papers.
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2014Do Google Trend data contain more predictability than price returns? In: Papers.
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2015Do Google Trend data contain more predictability than price returns?.(2015) In: Post-Print.
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2015The limits of statistical significance of Hawkes processes fitted to financial data In: Papers.
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2016The limits of statistical significance of Hawkes processes fitted to financial data.(2016) In: Post-Print.
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2016The limits of statistical significance of Hawkes processes fitted to financial data.(2016) In: Quantitative Finance.
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2015Sudden Trust Collapse in Networked Societies In: Papers.
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2015Sudden trust collapse in networked societies.(2015) In: Post-Print.
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2015Sudden trust collapse in networked societies.(2015) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2015One- and two-sample nonparametric tests for the signal-to-noise ratio based on record statistics In: Papers.
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2017Sharper asset ranking from total drawdown durations In: Papers.
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2017Sharper asset ranking from total drawdown durations.(2017) In: Post-Print.
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2017Sharper asset ranking from total drawdown durations.(2017) In: Applied Mathematical Finance.
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2015Do investors trade too much? A laboratory experiment In: Papers.
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2017Do investors trade too much? A laboratory experiment.(2017) In: Journal of Economic Behavior & Organization.
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2017Do investors trade too much? A laboratory experiment.(2017) In: Post-Print.
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2016Statistically validated network of portfolio overlaps and systemic risk In: Papers.
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2016Statistically validated network of portfolio overlaps and systemic risk.(2016) In: Post-Print.
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2016Why have asset price properties changed so little in 200 years In: Papers.
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2017Why have asset price properties changed so little in 200 years.(2017) In: Post-Print.
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2016Regrets, learning and wisdom In: Papers.
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2016Regrets, learning and wisdom.(2016) In: Post-Print.
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2018Statistically validated lead-lag networks and inventory prediction in the foreign exchange market In: Papers.
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2018Statistically validated leadlag networks and inventory prediction in the foreign exchange market.(2018) In: Post-Print.
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2017Wisdom of the institutional crowd In: Papers.
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2017Wisdom of the institutional crowd.(2017) In: Working Papers.
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2017Testing the causality of Hawkes processes with time reversal In: Papers.
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2018Testing the causality of Hawkes processes with time reversal.(2018) In: Post-Print.
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2018Dynamical regularities of US equities opening and closing auctions In: Papers.
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2019Dynamical regularities of US equities opening and closing auctions.(2019) In: Post-Print.
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2018Large large-trader activity weakens the long memory of limit order markets In: Papers.
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2019Large large-trader activity weakens the long memory of limit order markets.(2019) In: Working Papers.
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2018Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions In: Papers.
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2019Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions.(2019) In: Post-Print.
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2020The market nanostructure origin of asset price time reversal asymmetry In: Papers.
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2018The market nanostructure origin of asset price time reversal asymmetry.(2018) In: Post-Print.
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2021The market nanostructure origin of asset price time reversal asymmetry.(2021) In: Quantitative Finance.
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2021Deep Prediction of Investor Interest: a Supervised Clustering Approach In: Papers.
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2021Deep Prediction Of Investor Interest: a Supervised Clustering Approach.(2021) In: Post-Print.
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2020Nonparametric sign prediction of high-dimensional correlation matrix coefficients In: Papers.
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2019Nonparametric sign prediction of high-dimensional correlation matrix coefficients.(2019) In: Working Papers.
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2020Covariance matrix filtering with bootstrapped hierarchies In: Papers.
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2020Covariance matrix filtering with bootstrapped hierarchies.(2020) In: Working Papers.
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2021Covariance matrix filtering with bootstrapped hierarchies.(2021) In: PLOS ONE.
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