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 1 6 384
Algorithmic complexity of financial motions 0 0 0 1 0 0 1 32
Artificial Economics 0 0 0 0 1 2 2 16
Artificial Economics: Agent-Based Methods in Finance, Game Theory and their Applications, Lectures Notes in Economic and Mathematical Systems 0 0 0 0 0 0 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 1 1 2 18
Croyances, représentations collectives et conventions en finance 0 0 0 0 0 1 2 108
Efficience informationnelle et efficience technique 0 0 0 0 0 0 0 36
Efficient Monitoring of Financial Orders with Agent-Based Technologies 0 0 0 0 0 0 0 20
Estimating the Algorithmic Complexity of Stock Markets 0 0 1 8 1 1 2 24
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 1 108
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 11
L'apport des SMA à la modélisation des marchés financiers 0 0 0 0 0 0 0 13
Large Scale investigation of EMH with virtual agents 0 0 0 0 0 0 1 12
Large-Scale Agent-Based Simulations and the Efficient Markets Hypothesis 0 0 0 0 0 0 1 6
Learning Strategies and Environmental Discontinuities 0 0 0 0 1 1 1 7
Learning Strategies and Environmental Discontinuities 0 0 0 0 0 0 0 5
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 0 1 2 7
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 15
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 0 0 0 14
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 1 1 1 22
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 0 0 1 18
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 1 1 2 55
Portfolio performance gauging in discrete time using a luenberger productivity indicator 0 0 0 0 0 0 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 0 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 1 1 27
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 1 2 2 159
Testing double auction as a component within a generic market model architecture 0 0 0 0 0 0 0 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 0 0 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 1 345 7 13 40 2,189

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 0 21 1 1 1 129
Algorithmic complexity of financial motions 0 0 0 19 0 0 2 87
Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market 0 0 1 125 0 0 1 420
Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis 0 0 0 20 0 0 1 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 0 21 0 0 0 122
Portfolio performance gauging in discrete time using a Luenberger productivity indicator 0 0 0 16 0 0 1 101
Stock markets as Minority Games: cognitive heterogeneity and equilibrium emergence 0 0 0 7 0 0 0 34
Total Journal Articles 0 0 1 343 1 1 6 1,618

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Statistics updated 2025-08-05