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 1 1 1 6
A Broad-Spectrum Computational Approach for Market Efficiency 0 0 0 0 1 1 1 15
A Broad-Spectrum Computational Approach for Market Efficiency 0 0 0 113 2 3 3 363
A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis 0 0 0 0 0 0 2 10
A Generic Architecture for Realistic Simulations of Complex Financial Dynamics 0 0 0 0 2 2 3 13
A conceptual framework for the evaluation of agent-based trading and technical analysis 0 0 0 0 0 0 1 9
Algorithmic Complexity of Financial Motions 0 0 0 110 2 10 13 395
Algorithmic complexity of financial motions 0 0 0 1 2 5 8 39
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 1 1 3 20
Backtesting super-fund portfolio strategies based on frontier-based mutual fund ratings 0 0 0 28 1 3 5 117
Backtesting superfund portfolio strategies based on frontier-based mutual fund ratings 0 0 0 0 2 4 4 29
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 1 1 11
Capital asset pricing model on the basis of heterogeneous investors 0 0 0 0 0 2 4 11
Complexité et phénomènes critiques en finance 0 0 0 0 0 1 2 21
Croyances, représentations collectives et conventions en finance 0 0 0 0 1 3 5 112
Croyances, représentations collectives et conventions en finance 0 0 0 0 1 3 5 22
Efficience informationnelle et efficience technique 0 0 0 0 1 2 3 39
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 2 3 9 31
Evaluation of Agent-Based Automatic Trading 0 0 0 0 1 3 3 14
Ex-Post Optimal Strategy for the Trading of a Single Financial Asset 0 0 0 0 1 2 2 10
Exploring Bi-Criteria versus Multi-Dimensional Lower Partial Moment Portfolio Models 0 0 0 22 5 5 6 113
Exploring bi-criteria versus multi-dimensional lower partial moment portfolio models 0 0 0 0 2 2 2 17
Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis 0 0 0 0 1 1 1 21
Gauging Agent-Based Trading of a Single Financial Asset 0 0 0 0 2 2 3 9
Introducing ATOM 0 0 0 0 0 0 2 16
Key Points For Realistic Agent-Based Financial Market Simulations 0 0 0 0 1 1 1 21
L'apport des SMA à la modélisation des marchés financiers 0 0 0 0 3 4 4 15
L'apport des SMA à la modélisation des marchés financiers 0 0 0 0 2 2 2 15
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 1 1 3 8
Learning Strategies and Environmental Discontinuities 0 0 0 0 0 1 2 8
Learning Strategies and Environmental Discontinuities 0 0 0 0 0 1 1 6
Les Marchés financiers artificiels 0 0 0 0 1 1 2 22
Les marchés artificiels 0 0 0 0 0 0 0 3
Les marchés financiers artificiels 0 0 0 0 0 1 3 8
On the Design of Agent-based Artificial Stock Markets 0 0 0 0 0 2 3 46
Optimal Portfolio Diversification? A multi-agents ecological competition analysis 0 0 0 0 1 2 3 11
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 1 2 2 16
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 1 1 1 16
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 0 0 2 23
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 2 3 4 21
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 1 3 7 145
Portfolio performance gauging in discrete time using a Luenberger productivity indicator 0 0 0 3 7 8 9 63
Portfolio performance gauging in discrete time using a luenberger productivity indicator 0 0 0 0 0 3 4 24
Risk Aversion Impact on Investment Strategy Performance: A Multi Agent-Based Analysis 0 0 0 0 1 1 1 23
Sensitivité aux annonces macroéconomiques: une approche conventionnaliste 0 0 0 0 1 2 3 15
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 1 1 1 9
Simuler pour comprendre: une explication des dynamiques de marchés financiers des systèmes multi-agents 0 0 0 0 0 2 2 8
Stock Markets as Minority Games: Cognitive Heterogeneity and Equilibrium Emergence 0 0 0 0 1 5 6 32
Surviving Technological Discontinuities: Learning Strategies and Resource Accumulation 0 0 0 0 0 1 1 5
Testing double auction as a component within a generic market model architecture 0 0 0 0 2 5 7 19
Testing double auction as a component within a generic market model architecture 0 0 0 0 2 2 3 15
Testing double auction as a component within a generic market model architecture 0 0 0 32 6 6 8 165
Un modèle d'interaction réaliste pour la simulation de marchés financiers 0 0 0 0 2 2 2 11
Un modèle d'interaction réaliste pour la simulation des marchés financiers 0 0 0 0 4 5 5 12
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 1 1 1 9
Total Working Papers 0 0 1 345 73 130 191 2,355

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 2 2 2 21
A re-examination of the “zero is enough” hypothesis in the emergence of financial stylized facts 0 0 0 21 3 5 6 134
Algorithmic complexity of financial motions 1 2 2 21 4 8 11 97
Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market 0 0 1 125 1 2 6 425
Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis 0 0 0 20 6 9 9 79
Incertitude et fourchettes de prix sur un marché d'enchères:les apports du laboratoire 0 0 0 109 4 6 6 642
Laboratory incentive structure and control-test design in an experimental asset market 0 0 0 21 4 6 6 128
Portfolio performance gauging in discrete time using a Luenberger productivity indicator 0 0 0 16 9 12 14 114
Stock markets as Minority Games: cognitive heterogeneity and equilibrium emergence 0 0 0 7 2 3 5 39
Total Journal Articles 1 2 3 345 35 53 65 1,679

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Statistics updated 2026-02-12