Damien Challet : Citation Profile


Are you Damien Challet?

10

H index

11

i10 index

521

Citations

RESEARCH PRODUCTION:

34

Articles

69

Papers

2

Books

RESEARCH ACTIVITY:

   22 years (1997 - 2019). See details.
   Cites by year: 23
   Journals where Damien Challet has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 15 (2.8 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch419
   Updated: 2020-01-18    RAS profile: 2019-12-10    
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Relations with other researchers


Works with:

Bel Hadj Ayed, Ahmed (5)

Massaro, Domenico (3)

Hommes, Cars (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:

Farmer, J. (15)

Zhou, Wei-Xing (15)

Tuinstra, Jan (15)

Kets, Willemien (13)

Devetag, Giovanna (12)

Sonnemans, Joep (11)

Valente, Marco (9)

Fagiolo, Giorgio (9)

Cajueiro, Daniel (8)

Iori, Giulia (8)

Ghosh, Diptesh (8)

Cites to:

Farmer, J. (17)

Hommes, Cars (10)

Odean, Terrance (8)

Potters, Marc (6)

Grinblatt, Mark (6)

Barber, Brad (6)

Noussair, Charles (5)

Keloharju, Matti (5)

Mantegna, Rosario (4)

Kirman, Alan (4)

Moinas, Sophie (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.org40
Post-Print / HAL16
Working Papers / HAL7

Recent works citing Damien Challet (2019 and 2018)


YearTitle of citing document
2017Lagrange 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.

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2018Multilayer Aggregation with Statistical Validation: Application to Investor Networks. (2018). Emmert-Streib, Frank ; Kanniainen, Juho ; Baltakys, Kestutis. In: Papers. RePEc:arx:papers:1708.09850.

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2017Computational 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.

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2017From 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.

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2017The Saga of KPR: Theoretical and Experimental developments. (2017). Chakravarty, Sujoy ; Chakraborti, Anirban ; Chakrabarti, Anindya S ; Sharma, Kiran. In: Papers. RePEc:arx:papers:1712.06358.

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2018SABCEMM-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.

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2018Structural 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.

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2018Modelling 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.

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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.

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2018Reconstruction 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.

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2018Co-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.

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2019Order book model with herd behavior exhibiting long-range memory. (2019). Ruseckas, Julius ; Kononovicius, Aleksejus. In: Papers. RePEc:arx:papers:1809.02772.

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2018Quantification of market efficiency based on informational-entropy. (2018). Rothenstein, Roland . In: Papers. RePEc:arx:papers:1812.02371.

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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.

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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.

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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.

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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.

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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.

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2019Unveiling 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.

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2019Eigen-entropy measure to study phase separation in market behavior. (2019). Pharasi, Hirdesh K ; Sharma, Kiran ; Chakraborti, Anirban. In: Papers. RePEc:arx:papers:1910.06242.

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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.

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

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2018Can Google Search Data be Used as a Housing Bubble Indicator?. (2018). Martin, Eidjord Ole ; Oust, Are. In: ERES. RePEc:arz:wpaper:eres2018_151.

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2018Herding 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.

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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.

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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.

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2018Who 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.

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2017Role 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.

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2017Modelling 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.

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2017A 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.

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2017Emergence 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.

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2018Econophysics 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.

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2018Self-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.

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2018The 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.

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2018Empirical 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.

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2018Challenging 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.

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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.

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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.

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2019Comparing 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.

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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.

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2018Achieving 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.

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2018Dynamics 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.

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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.

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2018Ecosystem 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.

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2018New 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.

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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.

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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.

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2018New 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.

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2018Long-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.

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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.

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2017On 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.

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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.

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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.

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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.

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2017Network 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.

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2017Monetary 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.

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2018Reconstructing and stress testing credit networks. (2018). Fricke, Daniel ; Caccioli, Fabio ; Ramadiah, Amanah. In: ESRB Working Paper Series. RePEc:srk:srkwps:201884.

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2017Birth 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.

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2017Modified 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.

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2018How 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.

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2017LOGISTIC 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.

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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.

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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.
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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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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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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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2019The 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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2019Deep Prediction of Investor Interest: a Supervised Clustering Approach In: Papers.
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2019Deep Prediction Of Investor Interest: a Supervised Clustering Approach.(2019) In: Working Papers.
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2000Comment on: Thermal model for Adaptive Competition in a Market In: Papers.
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2000Trading behavior and excess volatility in toy markets In: Papers.
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2001TRADING BEHAVIOR AND EXCESS VOLATILITY IN TOY MARKETS.(2001) In: Advances in Complex Systems (ACS).
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2000Modeling market mechanism with minority game.(2000) In: Physica A: Statistical Mechanics and its Applications.
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2004Stylized facts in minority games with memory: a new challenge In: Physica A: Statistical Mechanics and its Applications.
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2004Minority mechanisms in models of agents learning collectively a resource level In: Physica A: Statistical Mechanics and its Applications.
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