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 4
A Broad-Spectrum Computational Approach for Market Efficiency 0 0 0 113 0 0 1 358
A Broad-Spectrum Computational Approach for Market Efficiency 0 0 0 0 0 0 3 13
A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis 0 0 0 0 0 0 0 7
A Generic Architecture for Realistic Simulations of Complex Financial Dynamics 0 0 0 0 0 0 1 9
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 2 2 106 0 3 9 369
Algorithmic complexity of financial motions 0 0 0 0 0 0 1 26
Artificial Economics 0 0 0 0 0 1 3 12
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 0 15
Backtesting super-fund portfolio strategies based on frontier-based mutual fund ratings 0 0 0 28 0 0 0 110
Backtesting superfund portfolio strategies based on frontier-based mutual fund ratings 0 0 0 0 0 0 4 23
Calibrating Agent-Based Models of financial markets 0 0 0 0 0 0 1 8
Capital Asset Pricing Model on the basis of Heterogeneous Investors 0 0 0 0 0 0 1 10
Capital asset pricing model on the basis of heterogeneous investors 0 0 0 0 0 0 0 5
Complexité et phénomènes critiques en finance 0 0 0 0 0 0 0 18
Croyances, représentations collectives et conventions en finance 0 0 0 0 1 1 1 14
Croyances, représentations collectives et conventions en finance 0 0 0 0 0 0 2 98
Efficience informationnelle et efficience technique 0 0 0 0 0 0 2 29
Efficient Monitoring of Financial Orders with Agent-Based Technologies 0 0 0 0 0 0 0 18
Estimating the Algorithmic Complexity of Stock Markets 0 0 0 5 0 1 1 20
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 1 6
Exploring Bi-Criteria versus Multi-Dimensional Lower Partial Moment Portfolio Models 0 0 0 21 0 0 1 106
Exploring bi-criteria versus multi-dimensional lower partial moment portfolio models 0 0 0 0 0 0 1 14
Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis 0 0 0 0 1 2 3 18
Gauging Agent-Based Trading of a Single Financial Asset 0 0 0 0 0 0 0 5
Introducing ATOM 0 0 0 0 0 0 2 12
Key Points For Realistic Agent-Based Financial Market Simulations 0 0 0 0 0 0 1 20
L'apport des SMA à la modélisation des marchés financiers 0 0 0 0 0 0 2 13
L'apport des SMA à la modélisation des marchés financiers 0 0 0 0 0 0 3 11
Large Scale investigation of EMH with virtual agents 0 0 0 0 0 1 2 10
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 6
Learning Strategies and Environmental Discontinuities 0 0 0 0 0 0 0 4
Les Marchés financiers artificiels 0 0 0 0 0 1 3 16
Les marchés artificiels 0 0 0 0 0 0 0 3
Les marchés financiers artificiels 0 0 0 0 0 1 1 5
On the Design of Agent-based Artificial Stock Markets 0 0 0 0 0 0 4 38
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 1 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 16
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 0 0 0 16
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator 0 0 0 0 1 1 2 21
Portfolio Performance Gauging in Discrete Time Using a Luenberger Productivity Indicator 0 0 0 28 0 0 3 136
Portfolio performance gauging in discrete time using a Luenberger productivity indicator 0 0 0 3 0 0 1 52
Portfolio performance gauging in discrete time using a luenberger productivity indicator 0 0 0 0 0 0 2 19
Risk Aversion Impact on Investment Strategy Performance: A Multi Agent-Based Analysis 0 0 0 0 0 0 0 21
Sensitivité aux annonces macroéconomiques: une approche conventionnaliste 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 1 9
Simuler pour comprendre: un éclairage sur les dynamiques de marchés financiers à l'aide des systèmes multi-agents 0 0 0 0 0 0 2 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 25
Surviving Technological Discontinuities: Learning Strategies and Resource Accumulation 0 0 0 0 0 0 1 4
Testing double auction as a component within a generic market model architecture 0 0 0 0 0 0 2 11
Testing double auction as a component within a generic market model architecture 0 0 0 30 0 0 4 153
Testing double auction as a component within a generic market model architecture 0 0 0 0 0 0 2 12
Un modèle d'interaction réaliste pour la simulation de marchés financiers 0 0 0 0 0 0 1 8
Un modèle d'interaction réaliste pour la simulation des marchés financiers 0 0 0 0 0 0 0 6
Une analyse de la complexité des dynamiques financières à l'aide de modèles multi-agents 0 0 0 0 0 0 1 11
Une analyse de la complexité des dynamiques financiéres à l'aide de modèles multi-agents 0 0 0 0 0 0 1 7
Total Working Papers 0 2 2 334 3 12 79 2,066


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 1 19
A re-examination of the “zero is enough” hypothesis in the emergence of financial stylized facts 0 0 2 16 0 0 3 117
Algorithmic complexity of financial motions 0 0 0 16 0 2 5 78
Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market 0 0 1 122 1 2 11 416
Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis 0 0 0 18 0 0 0 62
Incertitude et fourchettes de prix sur un marché d'enchères:les apports du laboratoire 0 0 1 108 0 1 2 631
Laboratory incentive structure and control-test design in an experimental asset market 0 0 0 19 0 1 1 120
Portfolio performance gauging in discrete time using a Luenberger productivity indicator 0 0 0 15 1 1 4 97
Stock markets as Minority Games: cognitive heterogeneity and equilibrium emergence 0 0 0 7 0 0 2 34
Total Journal Articles 0 0 4 326 2 7 29 1,574


Statistics updated 2022-06-07