Access Statistics for Olivier Brandouy

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Broad Spectrum Computational Analysis for Market Efficiency 0 0 0 0 0 0 0 5
A Broad-Spectrum Computational Approach for Market Efficiency 0 0 0 0 0 0 0 14
A Broad-Spectrum Computational Approach for Market Efficiency 0 0 0 113 0 0 2 360
A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis 0 0 0 0 0 0 0 8
A Generic Architecture for Realistic Simulations of Complex Financial Dynamics 0 0 0 0 0 0 0 10
A conceptual framework for the evaluation of agent-based trading and technical analysis 0 0 0 0 0 0 0 8
Algorithmic Complexity of Financial Motions 0 0 0 110 0 0 4 382
Algorithmic complexity of financial motions 0 0 0 1 0 0 1 31
Artificial Economics 0 0 0 0 0 0 0 14
Artificial Economics: Agent-Based Methods in Finance, Game Theory and their Applications, Lectures Notes in Economic and Mathematical Systems 0 0 0 0 2 2 2 19
Backtesting super-fund portfolio strategies based on frontier-based mutual fund ratings 0 0 0 28 0 0 1 112
Backtesting superfund portfolio strategies based on frontier-based mutual fund ratings 0 0 0 0 0 0 1 25
Calibrating Agent-Based Models of financial markets 0 0 0 0 0 0 0 8
Capital Asset Pricing Model on the basis of Heterogeneous Investors 0 0 0 0 0 0 0 10
Capital asset pricing model on the basis of heterogeneous investors 0 0 0 0 0 0 1 7
Complexité et phénomènes critiques en finance 0 0 0 0 0 0 0 19
Croyances, représentations collectives et conventions en finance 0 0 0 0 0 0 2 107
Croyances, représentations collectives et conventions en finance 0 0 0 0 0 0 1 17
Efficience informationnelle et efficience technique 0 0 0 0 0 0 1 36
Efficient Monitoring of Financial Orders with Agent-Based Technologies 0 0 0 0 0 0 1 20
Estimating the Algorithmic Complexity of Stock Markets 0 0 1 7 0 0 1 22
Evaluation of Agent-Based Automatic Trading 0 0 0 0 0 0 0 11
Ex-Post Optimal Strategy for the Trading of a Single Financial Asset 0 0 0 0 0 0 0 8
Exploring Bi-Criteria versus Multi-Dimensional Lower Partial Moment Portfolio Models 0 0 0 22 0 0 0 107
Exploring bi-criteria versus multi-dimensional lower partial moment portfolio models 0 0 0 0 0 0 1 15
Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis 0 0 0 0 0 0 0 20
Gauging Agent-Based Trading of a Single Financial Asset 0 0 0 0 0 0 0 6
Introducing ATOM 0 0 0 0 0 0 0 14
Key Points For Realistic Agent-Based Financial Market Simulations 0 0 0 0 0 0 0 20
L'apport des SMA à la modélisation des marchés financiers 0 0 0 0 0 0 0 13
L'apport des SMA à la modélisation des marchés financiers 0 0 0 0 0 0 0 11
Large Scale investigation of EMH with virtual agents 0 0 0 0 0 0 0 11
Large-Scale Agent-Based Simulations and the Efficient Markets Hypothesis 0 0 0 0 0 0 0 5
Learning Strategies and Environmental Discontinuities 0 0 0 0 0 0 0 5
Learning Strategies and Environmental Discontinuities 0 0 0 0 0 0 0 6
Les Marchés financiers artificiels 0 0 0 0 0 0 0 20
Les marchés artificiels 0 0 0 0 0 0 0 3
Les marchés financiers artificiels 0 0 0 0 1 1 1 6
On the Design of Agent-based Artificial Stock Markets 0 0 0 0 0 0 0 43
Optimal Portfolio Diversification? A multi-agents ecological competition analysis 0 0 0 0 0 0 0 8
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 0 0 0 17
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 0 0 0 21
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 0 0 0 17
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 0 0 0 15
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 0 0 0 14
Portfolio Performance Gauging in Discrete Time Using a Luenberger Productivity Indicator 0 0 0 28 0 0 0 138
Portfolio performance gauging in discrete time using a Luenberger productivity indicator 0 0 0 3 0 0 1 54
Portfolio performance gauging in discrete time using a luenberger productivity indicator 0 0 0 0 1 1 2 21
Risk Aversion Impact on Investment Strategy Performance: A Multi Agent-Based Analysis 0 0 0 0 0 0 0 22
Sensitivité aux annonces macroéconomiques: une approche conventionnaliste 0 0 0 0 0 1 1 12
Simuler pour comprendre: un éclairage sur les dynamiques de marchés financiers à l'aide des systèmes multi-agents 0 0 0 0 0 0 0 11
Simuler pour comprendre: un éclairage sur les dynamiques de marchés financiers à l'aide des systèmes multi-agents 0 0 0 0 0 0 0 8
Simuler pour comprendre: une explication des dynamiques de marchés financiers des systèmes multi-agents 0 0 0 0 0 0 0 6
Stock Markets as Minority Games: Cognitive Heterogeneity and Equilibrium Emergence 0 0 0 0 0 0 1 26
Surviving Technological Discontinuities: Learning Strategies and Resource Accumulation 0 0 0 0 0 0 0 4
Testing double auction as a component within a generic market model architecture 0 0 0 0 0 0 0 12
Testing double auction as a component within a generic market model architecture 0 0 0 32 0 0 0 157
Testing double auction as a component within a generic market model architecture 0 0 0 0 0 0 1 12
Un modèle d'interaction réaliste pour la simulation de marchés financiers 0 0 0 0 0 0 0 9
Un modèle d'interaction réaliste pour la simulation des marchés financiers 0 0 0 0 0 0 0 7
Une analyse de la complexité des dynamiques financières à l'aide de modèles multi-agents 0 0 0 0 1 1 1 12
Une analyse de la complexité des dynamiques financiéres à l'aide de modèles multi-agents 0 0 0 0 0 0 0 8
Total Working Papers 0 0 1 344 5 6 27 2,169

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A computational definition of financial randomness 0 0 0 5 0 0 0 19
A re-examination of the “zero is enough” hypothesis in the emergence of financial stylized facts 0 0 1 21 0 0 1 128
Algorithmic complexity of financial motions 0 0 0 19 0 0 1 86
Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market 0 0 2 124 0 0 2 419
Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis 0 0 0 20 0 0 3 70
Incertitude et fourchettes de prix sur un marché d'enchères:les apports du laboratoire 0 0 0 109 0 0 0 636
Laboratory incentive structure and control-test design in an experimental asset market 0 0 1 21 0 0 1 122
Portfolio performance gauging in discrete time using a Luenberger productivity indicator 0 0 0 16 0 0 0 100
Stock markets as Minority Games: cognitive heterogeneity and equilibrium emergence 0 0 0 7 0 0 0 34
Total Journal Articles 0 0 4 342 0 0 8 1,614

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03