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 2 3 8
A Broad-Spectrum Computational Approach for Market Efficiency 0 0 0 113 1 1 7 367
A Broad-Spectrum Computational Approach for Market Efficiency 0 0 0 0 0 2 3 17
A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis 0 0 0 0 0 1 3 11
A Generic Architecture for Realistic Simulations of Complex Financial Dynamics 0 0 0 0 0 2 5 15
A conceptual framework for the evaluation of agent-based trading and technical analysis 0 0 0 0 0 3 4 12
Algorithmic Complexity of Financial Motions 0 1 1 111 1 2 15 399
Algorithmic complexity of financial motions 0 0 0 1 1 6 13 45
Artificial Economics 0 0 0 0 0 2 4 18
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 1 20
Backtesting super-fund portfolio strategies based on frontier-based mutual fund ratings 0 0 0 28 0 3 9 121
Backtesting superfund portfolio strategies based on frontier-based mutual fund ratings 0 0 0 0 0 2 6 31
Calibrating Agent-Based Models of financial markets 0 0 0 0 0 2 2 10
Capital Asset Pricing Model on the basis of Heterogeneous Investors 0 0 0 0 1 5 6 16
Capital asset pricing model on the basis of heterogeneous investors 0 0 0 0 0 2 6 13
Complexité et phénomènes critiques en finance 0 0 0 0 0 0 2 21
Croyances, représentations collectives et conventions en finance 0 0 0 0 0 1 6 23
Croyances, représentations collectives et conventions en finance 0 0 0 0 0 0 5 112
Efficience informationnelle et efficience technique 0 0 0 0 1 3 6 42
Efficient Monitoring of Financial Orders with Agent-Based Technologies 0 0 0 0 0 2 3 23
Estimating the Algorithmic Complexity of Stock Markets 0 0 0 8 2 7 17 40
Evaluation of Agent-Based Automatic Trading 0 0 0 0 0 2 5 16
Ex-Post Optimal Strategy for the Trading of a Single Financial Asset 0 0 0 0 0 4 6 14
Exploring Bi-Criteria versus Multi-Dimensional Lower Partial Moment Portfolio Models 0 0 0 22 0 3 11 119
Exploring bi-criteria versus multi-dimensional lower partial moment portfolio models 0 0 0 0 0 3 5 20
Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis 0 0 0 0 1 5 6 26
Gauging Agent-Based Trading of a Single Financial Asset 0 0 0 0 0 3 6 12
Introducing ATOM 0 0 0 0 1 3 5 19
Key Points For Realistic Agent-Based Financial Market Simulations 0 0 0 0 0 4 6 26
L'apport des SMA à la modélisation des marchés financiers 0 0 0 0 0 0 2 15
L'apport des SMA à la modélisation des marchés financiers 0 0 0 0 0 1 5 16
Large Scale investigation of EMH with virtual agents 0 0 0 0 1 2 2 14
Large-Scale Agent-Based Simulations and the Efficient Markets Hypothesis 0 0 0 0 0 1 3 9
Learning Strategies and Environmental Discontinuities 0 0 0 0 1 2 4 10
Learning Strategies and Environmental Discontinuities 0 0 0 0 0 2 3 8
Les Marchés financiers artificiels 0 0 0 0 0 4 6 26
Les marchés artificiels 0 0 0 0 0 4 4 7
Les marchés financiers artificiels 0 0 0 0 0 1 2 9
On the Design of Agent-based Artificial Stock Markets 0 0 0 0 0 1 5 48
Optimal Portfolio Diversification? A multi-agents ecological competition analysis 0 0 0 0 0 1 4 12
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 1 3 5 20
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 0 2 4 25
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 1 3 3 21
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 0 1 5 22
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 0 2 4 18
Portfolio Performance Gauging in Discrete Time Using a Luenberger Productivity Indicator 0 0 0 28 0 0 8 146
Portfolio performance gauging in discrete time using a Luenberger productivity indicator 0 0 0 3 0 3 15 69
Portfolio performance gauging in discrete time using a luenberger productivity indicator 0 0 0 0 1 3 6 27
Risk Aversion Impact on Investment Strategy Performance: A Multi Agent-Based Analysis 0 0 0 0 0 1 2 24
Sensitivité aux annonces macroéconomiques: une approche conventionnaliste 0 0 0 0 1 4 7 19
Simuler pour comprendre: un éclairage sur les dynamiques de marchés financiers à l'aide des systèmes multi-agents 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 2 4 12
Simuler pour comprendre: une explication des dynamiques de marchés financiers des systèmes multi-agents 0 0 0 0 0 1 3 9
Stock Markets as Minority Games: Cognitive Heterogeneity and Equilibrium Emergence 0 0 0 0 0 4 10 36
Surviving Technological Discontinuities: Learning Strategies and Resource Accumulation 0 0 0 0 1 3 4 8
Testing double auction as a component within a generic market model architecture 0 0 0 0 0 3 10 22
Testing double auction as a component within a generic market model architecture 0 0 0 0 0 2 5 17
Testing double auction as a component within a generic market model architecture 0 0 0 32 0 2 10 167
Un modèle d'interaction réaliste pour la simulation de marchés financiers 0 0 0 0 0 3 6 15
Un modèle d'interaction réaliste pour la simulation des marchés financiers 0 0 0 0 0 1 6 13
Une analyse de la complexité des dynamiques financières à l'aide de modèles multi-agents 0 0 0 0 0 2 2 14
Une analyse de la complexité des dynamiques financiéres à l'aide de modèles multi-agents 0 0 0 0 0 3 4 12
Total Working Papers 0 1 1 346 16 143 340 2,518

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 3 5 24
A re-examination of the “zero is enough” hypothesis in the emergence of financial stylized facts 0 0 0 21 0 3 9 137
Algorithmic complexity of financial motions 0 1 3 22 0 1 12 99
Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market 0 0 0 125 0 7 12 432
Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis 0 0 0 20 0 2 12 82
Incertitude et fourchettes de prix sur un marché d'enchères:les apports du laboratoire 0 0 0 109 0 5 11 647
Laboratory incentive structure and control-test design in an experimental asset market 0 0 0 21 0 4 12 134
Portfolio performance gauging in discrete time using a Luenberger productivity indicator 0 0 0 16 1 3 16 117
Stock markets as Minority Games: cognitive heterogeneity and equilibrium emergence 0 0 0 7 0 1 7 41
Total Journal Articles 0 1 3 346 1 29 96 1,713

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Statistics updated 2026-06-04