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 1 1 1 361
A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis 0 0 0 0 0 2 2 10
A Generic Architecture for Realistic Simulations of Complex Financial Dynamics 0 0 0 0 0 1 1 11
A conceptual framework for the evaluation of agent-based trading and technical analysis 0 0 0 0 0 1 1 9
Algorithmic Complexity of Financial Motions 0 0 0 110 3 9 11 393
Algorithmic complexity of financial motions 0 0 0 1 2 5 6 37
Artificial Economics 0 0 0 0 0 0 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 2 2 4 116
Backtesting superfund portfolio strategies based on frontier-based mutual fund ratings 0 0 0 0 1 2 2 27
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 1 1 1 11
Capital asset pricing model on the basis of heterogeneous investors 0 0 0 0 1 4 4 11
Complexité et phénomènes critiques en finance 0 0 0 0 0 2 2 21
Croyances, représentations collectives et conventions en finance 0 0 0 0 0 2 4 111
Croyances, représentations collectives et conventions en finance 0 0 0 0 2 3 4 21
Efficience informationnelle et efficience technique 0 0 0 0 0 2 2 38
Efficient Monitoring of Financial Orders with Agent-Based Technologies 0 0 0 0 0 1 1 21
Estimating the Algorithmic Complexity of Stock Markets 0 0 1 8 1 4 7 29
Evaluation of Agent-Based Automatic Trading 0 0 0 0 1 2 2 13
Ex-Post Optimal Strategy for the Trading of a Single Financial Asset 0 0 0 0 0 1 1 9
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 0 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 1 1 7
Introducing ATOM 0 0 0 0 0 2 2 16
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 1 1 12
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 1 2 7
Learning Strategies and Environmental Discontinuities 0 0 0 0 1 1 2 8
Learning Strategies and Environmental Discontinuities 0 0 0 0 1 1 1 6
Les Marchés financiers artificiels 0 0 0 0 0 1 1 21
Les marchés artificiels 0 0 0 0 0 0 0 3
Les marchés financiers artificiels 0 0 0 0 1 1 3 8
On the Design of Agent-based Artificial Stock Markets 0 0 0 0 1 2 3 46
Optimal Portfolio Diversification? A multi-agents ecological competition analysis 0 0 0 0 1 1 2 10
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 1 2 2 19
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 0 0 1 18
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 1 1 1 15
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 0 1 2 23
Portfolio Performance Gauging in Discrete Time Using a Luenberger Productivity Indicator 0 0 0 28 2 3 6 144
Portfolio performance gauging in discrete time using a Luenberger productivity indicator 0 0 0 3 1 1 2 56
Portfolio performance gauging in discrete time using a luenberger productivity indicator 0 0 0 0 2 3 4 24
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 2 2 14
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: 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: une explication des dynamiques de marchés financiers des systèmes multi-agents 0 0 0 0 2 2 2 8
Stock Markets as Minority Games: Cognitive Heterogeneity and Equilibrium Emergence 0 0 0 0 2 4 5 31
Surviving Technological Discontinuities: Learning Strategies and Resource Accumulation 0 0 0 0 1 1 1 5
Testing double auction as a component within a generic market model architecture 0 0 0 0 2 5 5 17
Testing double auction as a component within a generic market model architecture 0 0 0 32 0 0 2 159
Testing double auction as a component within a generic market model architecture 0 0 0 0 0 1 1 13
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 1 1 8
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 34 84 118 2,282

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 2 2 3 131
Algorithmic complexity of financial motions 0 1 1 20 2 6 7 93
Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market 0 0 1 125 1 2 5 424
Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis 0 0 0 20 1 3 3 73
Incertitude et fourchettes de prix sur un marché d'enchères:les apports du laboratoire 0 0 0 109 1 2 2 638
Laboratory incentive structure and control-test design in an experimental asset market 0 0 0 21 2 2 2 124
Portfolio performance gauging in discrete time using a Luenberger productivity indicator 0 0 0 16 2 3 5 105
Stock markets as Minority Games: cognitive heterogeneity and equilibrium emergence 0 0 0 7 1 2 3 37
Total Journal Articles 0 1 2 344 12 22 30 1,644

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Statistics updated 2026-01-09