Damien Challet : Citation Profile

14

H index

19

i10 index

955

Citations

RESEARCH PRODUCTION:

46

Articles

101

Papers

2

Books

RESEARCH ACTIVITY:

   28 years (1997 - 2025). See details.
   Cites by year: 34
   Journals where Damien Challet has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 40 (4.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch419
   Updated: 2025-12-20    RAS profile: 2025-02-07    
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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:

Tuinstra, Jan (24)

Kets, Willemien (20)

Zhou, Wei-Xing (18)

Farmer, J. (15)

Sonnemans, Joep (14)

Mantegna, Rosario (14)

Devetag, Giovanna (13)

Ghosh, Diptesh (13)

Fagiolo, Giorgio (12)

Valente, Marco (12)

Savona, Roberto (10)

Cites to:

Farmer, J. (29)

Mantegna, Rosario (22)

Hommes, Cars (10)

Potters, Marc (9)

Fama, Eugene (7)

Odean, Terrance (7)

Barber, Brad (6)

Noussair, Charles (6)

Grinblatt, Mark (6)

Calvet, Laurent (6)

Ledoit, Olivier (6)

Main data

Where Damien Challet has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications16
Quantitative Finance10
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.org57
Post-Print / HAL27
Working Papers / HAL12

Recent works citing Damien Challet (2025 and 2024)

YearTitle of citing document
2024Multi-Asset Bubbles Equilibrium Price Dynamics. (2024). Cordoni, Francesco. In: Papers. RePEc:arx:papers:2206.01468.

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2024Many learning agents interacting with an agent-based market model. (2024). Gebbie, Tim ; Dicks, Matthew ; Paskaramoothy, Andrew. In: Papers. RePEc:arx:papers:2303.07393.

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2024Social and individual learning in the Minority Game. (2024). Zhou, Zuojun ; Zhuang, Fuwei ; Morsky, Bryce. In: Papers. RePEc:arx:papers:2307.11846.

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2024An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics. (2024). Cao, YI ; Polukarov, Maria ; Li, Haochen ; Ventre, Carmine. In: Papers. RePEc:arx:papers:2308.14235.

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2025Unwinding Stochastic Order Flow: When to Warehouse Trades. (2023). Nutz, Marcel ; Zhao, Long ; Webster, Kevin. In: Papers. RePEc:arx:papers:2310.14144.

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2024Temporal distribution of clusters of investors and their application in prediction with expert advice. (2024). Kalnishkan, Yuri ; Wisniewski, Wojciech ; Lindsay, Sian. In: Papers. RePEc:arx:papers:2406.19403.

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2024The Self-Organized Criticality Paradigm in Economics & Finance. (2024). Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:2407.10284.

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2024Optimizing Performance: How Compact Models Match or Exceed GPTs Classification Capabilities through Fine-Tuning. (2024). Guez, Beatrice ; Saltiel, David ; Ohana, Jean-Jacques ; Benhamou, Eric ; Lefort, Baptiste. In: Papers. RePEc:arx:papers:2409.11408.

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2024MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series. (2024). Varner, Jeffrey D ; Wheeler, Aaron. In: Papers. RePEc:arx:papers:2411.16585.

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2024State spaces of multifactor approximations of nonnegative Volterra processes. (2024). Jaber, Eduardo Abi ; Bayer, Christian ; Breneis, Simon. In: Papers. RePEc:arx:papers:2412.17526.

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2025A New Traders Game? -- Response Functions in a Historical Perspective. (2025). Schuhmann, Cedric ; Heckens, Anton J ; Kohler, Benjamin ; Guhr, Thomas. In: Papers. RePEc:arx:papers:2503.01629.

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2025Optimal Data Splitting for Holdout Cross-Validation in Large Covariance Matrix Estimation. (2025). Lamrani, Lamia ; Bongiorno, Christian ; Potters, Marc. In: Papers. RePEc:arx:papers:2503.15186.

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2025Agentic Workflows for Economic Research: Design and Implementation. (2025). Yi, Jiachen ; Wang, Zhongli ; Harting, Philipp ; Dawid, Herbert. In: Papers. RePEc:arx:papers:2504.09736.

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2025Beating the Correlation Breakdown: Robust Inference, Flexible Scenarios, and Stress Testing for Financial Portfolios. (2025). Opdyke, JD. In: Papers. RePEc:arx:papers:2504.15268.

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2025Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks. (2025). Fabre, Timoth'Ee ; Challet, Damien. In: Papers. RePEc:arx:papers:2504.15908.

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2025Evolution and determinants of firm-level systemic risk in local production networks. (2025). Di Clemente, Riccardo ; Cimini, Giulio ; Lengyel, Bal'Azs ; Mancini, Anna. In: Papers. RePEc:arx:papers:2506.21426.

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2025End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning. (2025). Mantegna, Rosario ; Manolakis, Efstratios ; Bongiorno, Christian. In: Papers. RePEc:arx:papers:2507.01918.

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2025FinMarBa: A Market-Informed Dataset for Financial Sentiment Classification. (2025). Lefort, Baptiste ; Etienne, Alban ; Setrouk, Ethan ; Ohana, Jean-Jacques ; Guez, Beatrice ; Benhamou, Eric. In: Papers. RePEc:arx:papers:2507.22932.

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2025Criminal Property Rights Suppress Violence in Urban Drug Markets: Theory and Evidence from Merseyside, U.K. (2025). Pin, Paolo ; Rozzi, Roberto ; Andrea, Paolo Campana. In: Papers. RePEc:arx:papers:2508.02561.

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2025Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach. (2025). Lee, Yongjae ; Tae, Inwoo ; Kim, Juchan. In: Papers. RePEc:arx:papers:2508.10776.

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2025Bimodal Dynamics of the Artificial Limit Order Book Stock Exchange with Autonomous Traders. (2025). Steinbacher, Matej. In: Papers. RePEc:arx:papers:2508.17837.

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2025Noise-proofing Universal Portfolio Shrinkage. (2025). Bongiorno, Christian ; Challet, Damien ; Ruelloux, Paul. In: Papers. RePEc:arx:papers:2511.10478.

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2024Decomposing Systemic Risk: The Roles of Contagion and Common Exposures. (2024). Hipp, Ruben ; Halaj, Grzegorz. In: Staff Working Papers. RePEc:bca:bocawp:24-19.

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2024Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929.

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2024Pattern-detection in the global automotive industry: A manufacturer-supplier-product network analysis. (2024). Squartini, Tiziano ; Fessina, Massimiliano ; Cimini, Giulio ; Zaccaria, Andrea. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924001814.

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2024Dynamically selected steady states and criticality in non-reciprocal networks. (2024). Calvo, Ruben ; Muoz, Miguel A ; Martorell, Carles ; Annibale, Alessia. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924003618.

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2024Impacts of an expert’s opinion on the collective performance of a competing population for limited resources. (2024). Hui, P M ; Gu, G.-Q., ; Xu, C. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:183:y:2024:i:c:s0960077924004570.

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2025Emergent coordination without symmetry breaking in Minority Game via policy-based reinforcement learning. (2025). Xu, Wangfang ; Han, Miao ; Rao, Wenjia. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:198:y:2025:i:c:s0960077925005636.

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2025Joint estimation of precision matrices for long-memory time series. (2025). Zhang, Qihu ; Park, Cheolwoo ; Chung, Jongik. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:212:y:2025:i:c:s0167947325001100.

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2025Multi-asset bubbles equilibrium price dynamics. (2025). Cordoni, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002067.

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2024Cross validation based transfer learning for cross-sectional non-linear shrinkage: A data-driven approach in portfolio optimization. (2024). Morstedt, Torsten ; Neumann, Dirk ; Lutz, Bernhard. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:2:p:670-685.

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2024Social media information diffusion and excess stock returns co-movement. (2024). Chen, Zhang-Hangjian ; Wu, Wang-Long ; Li, Sai-Ping ; Bao, Kun ; Koedijk, Kees G. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005525.

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2024Limit Order Book dynamics and order size modelling using Compound Hawkes Process. (2024). Firoozye, Nikan ; Treleaven, Philip ; Kochems, Jonathan ; Jain, Konark. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011863.

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2025Enhancing high-dimensional dynamic conditional angular correlation model based on GARCH family models: Comparative performance analysis for portfolio optimization. (2025). Gao, Xuerui ; Sun, Zhangshuang ; Wang, Guoqiang ; Tao, Jiyuan ; Bai, Yanqin ; Luo, Kangyang. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s154461232500073x.

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2024Fear of missing out and market stability: A networked minority game approach. (2024). Webb, Robert I ; Ryu, Doojin ; Park, Daehyeon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:634:y:2024:i:c:s0378437123009755.

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2024Simulating the emergence of superstar firms: The role of luck vs talent. (2024). Zanola, Roberto ; Pluchino, A ; Biondo, A E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:644:y:2024:i:c:s0378437124003571.

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2024Metaheuristic optimization with dynamic strategy adaptation: An evolutionary game theory approach. (2024). Aguirre, Nahum ; Navarro, Mario A ; Cuevas, Erik ; Rodriguez, Alma ; Luque, Alberto. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:645:y:2024:i:c:s0378437124003406.

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2025Quantifying the information lost in optimal covariance matrix cleaning. (2025). Bongiorno, Christian ; Lamrani, Lamia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:657:y:2025:i:c:s0378437124007349.

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2025Empirical properties of volume dynamics in the limit order book. (2025). Leyvraz, Francois ; Navarro, Roberto Mota ; Larralde, Hernn. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:658:y:2025:i:c:s037843712400743x.

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2025Modeling competition for space: Emergent inefficiency and inequality due to spatial self-organization among a group of crowd-avoiding agents. (2025). Sasidevan, V ; Mathew, Ann Mary. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:660:y:2025:i:c:s0378437125000123.

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2025Forecasting the unforecastable: An independent component analysis for majority game-like global cryptocurrencies. (2025). Sssmuth, Bernd ; Kirsten, Oliver. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:665:y:2025:i:c:s0378437125001244.

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2025The effects of dynamic peer pressure on the evolution of cooperation in complex networks. (2025). Ruan, Jing ; Ma, Lili ; Lv, Jingyu ; Li, Lin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:665:y:2025:i:c:s0378437125001414.

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2025Evolutionary analysis of a simple Minority Game: Coexistence, dominance, and paradoxical outcomes. (2025). Wardil, Lucas ; Fernandes, Guilherme. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:669:y:2025:i:c:s0378437125002444.

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2025ESG performance and stability of New Quality Productivity Forces: From perspective of Chinas modernization construction. (2025). Chen, Jiebin ; Xue, Runhua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000747.

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2024Exploring the linkages between FinTech and ESG: A bibliometric perspective. (2024). Rania, Francesco ; Strano, Eugenia ; Trotta, Annarita. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531923003264.

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2025Is gold in the process of a bubble formation? New evidence from the ex-post global financial crisis period. (2025). Grobys, Klaus. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005208.

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2025Quantitative Modeling of Speculative Bubbles, Crash Dynamics, and Critical Transitions in the Stock Market Using the Log-Periodic Power-Law Model. (2025). Singh, Avi ; Mahadeva, Rajesh ; Sarda, Varun ; Goyal, Amit Kumar. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:4:p:195-:d:1773331.

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2024Predictive Resilience Modeling Using Statistical Regression Methods. (2024). Silva, Priscila ; Hotchkiss, Mindy ; Hidalgo, Mariana ; Dharmasena, Lasitha ; Fiondella, Lance ; Linkov, Igor. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:15:p:2380-:d:1446748.

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2024Price impact in equity auctions: zero, then linear. (2024). Toke, Ioane Muni ; Challet, Damien ; Salek, Mohammed. In: Post-Print. RePEc:hal:journl:hal-03938660.

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2024Equity auction dynamics: latent liquidity models with activity acceleration. (2024). Challet, Damien ; Salek, Mohammed ; Toke, Ioane Muni. In: Post-Print. RePEc:hal:journl:hal-04391810.

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2024Mesoscale effects of trader learning behaviors in financial markets: A multi-agent reinforcement learning study. (2024). Gutkin, Boris ; Palminteri, Stefano ; Vrizzi, Stefano ; Lussange, Johann. In: Post-Print. RePEc:hal:journl:hal-04790290.

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2025A minimal model of money creation within secured interbank markets. (2025). Challet, Damien ; Benzaquen, Michael ; le Coz, Victor. In: Post-Print. RePEc:hal:journl:hal-05273328.

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2024Bounded rationality for relaxing best response and mutual consistency: the quantal hierarchy model of decision making. (2024). Prokopenko, Mikhail ; Evans, Benjamin Patrick. In: Theory and Decision. RePEc:kap:theord:v:96:y:2024:i:1:d:10.1007_s11238-023-09941-z.

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2025Evolutionary and agent-based computational finance: The new paradigms for asset pricing. (2025). Pastushkov, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2025:i:66:p:196-222.

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2025An artificial market model for the forex market. (2025). Yokouchi, Daisuke ; Sasaki, Kimihiko. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04605-5.

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2024Mesoscale effects of trader learning behaviors in financial markets: A multi-agent reinforcement learning study. (2024). Lussange, Johann ; Palminteri, Stefano ; Vrizzi, Stefano ; Gutkin, Boris. In: PLOS ONE. RePEc:plo:pone00:0301141.

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2025Order of Play in Sequential Network Formation. (2025). San Román, Diego ; san Romn, Diego. In: MPRA Paper. RePEc:pra:mprapa:125309.

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2024The Multivariate Fractional Ornstein-Uhlenbeck Process. (2024). Pigato, Paolo ; Dugo, Ranieri ; Giorgio, Giacomo. In: CEIS Research Paper. RePEc:rtv:ceisrp:581.

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2024Multivariate Rough Volatility. (2024). Pigato, Paolo ; Dugo, Ranieri ; Giorgio, Giacomo. In: CEIS Research Paper. RePEc:rtv:ceisrp:589.

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2025Model-based vs. agnostic methods for the prediction of time-varying covariance matrices. (2025). Xidonas, Panos ; Poignard, Benjamin ; Fermanian, Jean-David. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06238-4.

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2025An agent-based model to foster citizens’ sustainable behavior in the Italian city of Siena. (2025). Vitanza, Eleonora ; Socci, Vittoria ; Mocenni, Chiara. In: The European Physical Journal B: Condensed Matter and Complex Systems. RePEc:spr:eurphb:v:98:y:2025:i:4:d:10.1140_epjb_s10051-025-00910-9.

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2024Google search volume index and investor attention in stock market: a systematic review. (2024). Arteaga-Sanchez, Rocio ; Gonzalvez-Gallego, Nicolas ; Ayala, Maria Jose. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00606-y.

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2025Studying economic complexity with agent-based models: advances, challenges and future perspectives. (2025). Chudziak, Szymon. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:20:y:2025:i:2:d:10.1007_s11403-024-00428-w.

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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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This paper has nother version. Agregated cites: 7		paper
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 nother version. Agregated cites: 7		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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This paper has nother version. Agregated cites: 4		article
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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2018Dynamical regularities of US equities opening and closing auctions.(2018) 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: Post-Print.
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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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2000Exact solution of a modified El Farols bar problem: Efficiency and the role of market impact In: Physica A: Statistical Mechanics and its Applications.
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2004Shedding light on El Farol.(2004) In: Game Theory and Information.
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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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2020THE ORIGINS OF EXTREME WEALTH INEQUALITY IN THE TALENT VERSUS LUCK MODEL In: Advances in Complex Systems (ACS).
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