Access Statistics for Damien Challet

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 minimal model of money creation under regulatory constraints 0 0 1 12 0 0 4 11
A minimal model of money creation within secured interbank markets 0 0 7 7 0 1 17 17
Analyzing and modelling 1+1d markets 0 0 0 27 0 0 9 119
Baldovin-Stella stochastic volatility process and Wiener process mixtures 0 0 0 12 0 1 11 80
Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps? 0 0 1 11 0 2 16 35
Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps? 0 0 0 0 0 0 7 26
Cleaning the covariance matrix of strongly nonstationary systems with time-independent eigenvalues 0 0 0 51 0 0 4 15
Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors 0 0 0 0 0 1 7 7
Comment on: Thermal model for Adaptive Competition in a Market 0 0 0 10 0 0 11 61
Consistent time travel for realistic interactions with historical data: reinforcement learning for market making 0 0 0 0 0 3 21 30
Consistent time travel for realistic interactions with historical data: reinforcement learning for market making 0 0 0 0 0 1 4 5
Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS 0 0 2 18 0 2 20 51
Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS 0 0 0 0 1 4 9 20
Covariance matrix filtering with bootstrapped hierarchies 0 0 0 0 0 0 5 5
Covariance matrix filtering with bootstrapped hierarchies 0 0 0 6 1 3 16 27
Criticality and finite size effects in a simple realistic model of stock market 0 0 0 18 0 1 9 74
Deep Prediction Of Investor Interest: a Supervised Clustering Approach 0 0 0 7 0 0 7 32
Deep Prediction of Investor Interest: a Supervised Clustering Approach 0 0 0 18 0 0 5 38
Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning 0 0 0 59 0 1 9 19
Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning 0 0 0 21 1 2 12 60
Do Google Trend data contain more predictability than price returns? 0 0 0 3 0 0 9 55
Do Google Trend data contain more predictability than price returns? 0 0 1 71 0 2 15 120
Do investors trade too much? A laboratory experiment 0 0 1 3 0 0 7 50
Do investors trade too much? A laboratory experiment 0 0 1 78 0 2 15 100
Dynamical regularities of US equities opening and closing auctions 1 1 1 8 3 5 14 43
Dynamical regularities of US equities opening and closing auctions 1 1 1 10 1 3 18 45
Emergence of product differentiation from consumer heterogeneity and asymmetric information 0 0 0 19 0 1 6 80
Equity auction dynamics: latent liquidity models with activity acceleration 0 0 0 5 1 3 8 15
Equity auction dynamics: latent liquidity models with activity acceleration 0 0 0 2 0 0 7 9
Exact Hurst exponent and crossover behavior in a limit order market model 0 0 0 28 0 1 8 98
Feedback and efficiency in limit order markets 0 0 0 20 0 1 5 66
Filtering time-dependent covariance matrices using time-independent eigenvalues 0 0 0 0 0 1 6 11
Financial factors selection with knockoffs: fund replication, explanatory and prediction networks 0 0 0 2 0 2 9 18
Financial factors selection with knockoffs: fund replication, explanatory and prediction networks 0 0 0 0 0 0 9 10
From Minority Games to real markets 0 0 0 47 0 1 11 146
Inter-pattern speculation: beyond minority, majority and $-games 0 0 0 84 0 0 14 311
Large large-trader activity weakens the long memory of limit order markets 0 0 0 11 1 2 9 28
Large large-trader activity weakens the long memory of limit order markets 0 0 0 0 0 0 3 5
Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks 0 0 0 0 0 0 7 7
Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks 0 1 2 8 2 6 82 93
Limit order market analysis and modelling: on an universal cause for over-diffusive prices 0 0 0 24 0 1 7 72
Minority Games and stylized facts 0 0 0 20 0 1 9 62
Modeling Market Mechanism with Minority Game 1 1 1 68 1 2 8 168
Multi-Timescale Recurrent Neural Networks Beat Rough Volatility for Intraday Volatility Prediction 0 0 0 0 0 0 6 6
News and price returns from threshold behaviour and vice-versa: exact solution of a simple agent-based market model 0 0 0 9 0 2 7 50
Noise-proofing Universal Portfolio Shrinkage 0 0 1 1 1 2 15 15
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation 0 0 0 35 0 0 12 25
Nonparametric sign prediction of high-dimensional correlation matrix coefficients 0 0 0 0 0 0 8 18
Nonparametric sign prediction of high-dimensional correlation matrix coefficients 0 0 0 0 0 0 3 4
On the origins of extreme wealth inequality in the Talent vs Luck Model 0 0 0 0 0 0 6 7
One- and two-sample nonparametric tests for the signal-to-noise ratio based on record statistics 0 0 0 32 0 2 3 44
Optimal approximations of power-laws with exponentials 0 0 0 34 2 2 8 153
Optimal execution on Uniswap v2/v3 under transient price impact 0 0 2 2 1 2 13 13
Optimal risk-aware interest rates for decentralized lending protocols 0 0 1 1 0 0 6 7
Optimal risk-aware interest rates for decentralized lending protocols 0 1 2 4 0 3 18 23
Predicting financial markets with Google Trends and not so random keywords 0 0 1 126 1 3 8 170
Predicting financial markets with Google Trends and not so random keywords 0 0 0 0 0 0 16 56
Prediction accuracy and sloppiness of log-periodic functions 0 0 0 67 0 0 13 212
Price impact in equity auctions: zero, then linear 0 0 1 10 1 4 22 44
Price impact in equity auctions: zero, then linear 0 0 0 2 0 4 9 9
Price return auto-correlation and predictability in agent-based models of financial markets 0 0 0 29 0 1 10 106
Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning 0 0 0 0 0 1 5 6
Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning 0 0 1 3 0 5 21 33
Recurrent Neural Networks with more flexible memory: better predictions than rough volatility 0 0 0 2 0 1 12 17
Recurrent Neural Networks with more flexible memory: better predictions than rough volatility 0 0 0 13 0 2 9 20
Regrets, learning and wisdom 0 0 0 32 0 0 6 38
Regrets, learning and wisdom 0 0 0 1 0 0 4 83
Sharper asset ranking from total drawdown durations 0 0 0 10 0 0 8 60
Sharper asset ranking from total drawdown durations 0 0 0 0 0 0 7 22
Shedding light on El Farol 0 0 0 172 0 1 10 571
Statistical Mechanics of Competitive Resource Allocation using Agent-based Models 0 0 0 18 0 2 13 83
Statistical inference of lead-lag at various timescales between asynchronous time series from p-values of transfer entropy 0 0 4 33 0 1 29 44
Statistical mechanics of competitive resource allocation using agent-based models 0 0 0 0 0 1 5 14
Statistically validated lead-lag networks and inventory prediction in the foreign exchange market 0 0 0 8 0 1 13 60
Statistically validated leadlag networks and inventory prediction in the foreign exchange market 0 0 0 5 0 0 5 27
Statistically validated network of portfolio overlaps and systemic risk 0 0 0 3 0 0 19 67
Statistically validated network of portfolio overlaps and systemic risk 0 0 0 28 0 1 15 82
Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions 0 0 0 29 0 0 5 29
Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions 0 0 0 0 0 1 4 24
Stylized facts in money markets: an empirical analysis of the eurozone data 0 0 5 5 0 1 6 6
Stylized facts in money markets: an empirical analysis of the eurozone data 0 0 0 7 0 1 17 26
Stylized facts of financial markets and market crashes in Minority Games 0 0 0 28 0 3 16 99
Sudden Trust Collapse in Networked Societies 0 0 0 73 1 2 8 67
Sudden trust collapse in networked societies 0 0 0 0 1 1 8 37
Taking a shower in Youth Hostels: risks and delights of heterogeneity 0 0 0 52 0 1 14 341
Testing the causality of Hawkes processes with time reversal 0 0 0 32 0 0 6 36
Testing the causality of Hawkes processes with time reversal 0 0 0 1 0 1 4 16
The Oracle estimator is suboptimal for global minimum variance portfolio optimisation 0 0 0 0 0 0 4 5
The Universal Shape of Economic Recession and Recovery after a Shock 0 0 0 106 0 1 16 314
The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures 0 0 0 18 0 1 8 103
The demise of constant price impact functions and single-time step models of speculation 0 0 0 10 0 1 5 53
The limits of statistical significance of Hawkes processes fitted to financial data 0 0 0 8 0 1 9 45
The limits of statistical significance of Hawkes processes fitted to financial data 0 0 0 1 0 2 4 15
The market nanostructure origin of asset price time reversal asymmetry 0 0 0 0 0 0 10 25
The market nanostructure origin of asset price time reversal asymmetry 0 0 0 7 0 3 9 37
The tick-by-tick dynamical consistency of price impact in limit order books 0 0 0 54 0 0 8 126
The universal shape of economic recession and recovery after a shock 0 0 0 23 0 1 20 118
The ups and downs of the renormalization group applied to financial time series 0 0 0 43 0 3 29 222
Trading behavior and excess volatility in toy markets 0 0 0 18 0 1 4 83
Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior 0 0 0 39 0 1 10 148
When Small Wins Big: Classification Tasks Where Compact Models Outperform Original GPT-4 0 0 0 2 0 0 4 22
When is cross impact relevant? 0 0 0 0 0 0 2 4
When is cross impact relevant? 0 0 0 3 0 1 5 13
Why have asset price properties changed so little in 200 years 0 0 1 53 0 2 12 56
Why have asset price properties changed so little in 200 years 0 0 0 0 0 1 9 22
Wisdom of the institutional crowd 0 0 0 9 1 1 10 46
Wisdom of the institutional crowd 0 0 0 14 0 1 10 34
Total Working Papers 3 5 38 2,103 21 129 1,129 6,705
13 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A minimal model of money creation within secured interbank markets 0 0 1 2 1 2 10 11
Analyzing and modeling 1+1d markets 0 0 0 19 1 3 11 82
Baldovin-Stella stochastic volatility process and Wiener process mixtures 0 0 0 2 0 1 9 21
Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors 0 0 0 1 0 0 7 34
Coolen, A.C.C.: The Mathematical Theory of Minority Games. Statistical Mechanics of Interacting Agents 0 0 0 85 0 1 5 214
Covariance matrix filtering and portfolio optimisation: the average oracle vs non-linear shrinkage and all the variants of DCC-NLS 0 3 4 4 1 10 20 22
Covariance matrix filtering with bootstrapped hierarchies 0 0 0 1 2 2 6 14
Dissecting the Explanatory Power of ESG Features on Equity Returns by Sector, Capitalization, and Year with Interpretable Machine Learning 0 0 2 9 1 3 18 42
Do investors trade too much? A laboratory experiment 0 0 1 13 0 2 14 88
Emergence of cooperation and organization in an evolutionary game 1 2 4 142 3 5 17 388
Emergence of product differentiation from consumer heterogeneity and asymmetric information 0 0 0 1 0 0 9 30
Equity auction dynamics: latent liquidity models with activity acceleration 0 0 0 0 0 0 3 7
Exact Hurst exponent and crossover behavior in a limit order market model 0 0 0 2 1 2 12 39
Exact solution of a modified El Farol's bar problem: Efficiency and the role of market impact 0 0 0 8 0 1 13 82
Feedback and efficiency in limit order markets 0 0 0 4 2 2 10 29
Financial factors selection with knockoffs: Fund replication, explanatory and prediction networks 0 0 0 0 0 1 7 10
From Minority Games to real markets 0 0 0 13 1 1 13 65
Inter-pattern speculation: Beyond minority, majority and $-games 0 0 0 14 0 0 2 96
Limit order market analysis and modelling: on a universal cause for over-diffusive prices 0 0 0 8 0 1 3 27
Minority games and stylized facts 0 0 0 4 1 2 11 31
Minority games with heterogeneous timescales 0 0 0 1 1 1 7 19
Minority mechanisms in models of agents learning collectively a resource level 0 0 0 1 0 0 1 16
Modeling market mechanism with minority game 0 0 0 5 0 1 7 41
Multi-Timescale Recurrent Neural Networks Beat Rough Volatility for Intraday Volatility Prediction 0 1 1 2 1 2 11 16
Non-constant rates and over-diffusive prices in a simple model of limit order markets 0 0 2 27 0 1 9 82
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization 0 0 2 7 0 6 34 48
On the minority game: Analytical and numerical studies 0 0 2 48 0 2 12 141
Optimal approximations of power laws with exponentials: application to volatility models with long memory 0 0 0 39 1 2 9 104
PHASE TRANSITION IN A TOY MARKET 0 0 0 1 0 2 6 17
Prediction accuracy and sloppiness of log-periodic functions 0 0 0 3 0 1 10 65
Price return autocorrelation and predictability in agent-based models of financial markets 0 0 0 49 0 0 3 225
Reactive global minimum variance portfolios with k-BAHC covariance cleaning 2 4 8 9 6 17 44 47
Realistic simulation of financial markets: analyzing market behaviors by the third mode of science 0 0 1 11 1 1 6 37
Sharper asset ranking from total drawdown durations 0 0 0 2 1 3 9 26
Shedding light on El Farol 0 0 0 4 0 0 5 40
Structure-preserving desynchronization of minority games 0 0 0 1 0 0 4 23
Stylized facts in minority games with memory: a new challenge 0 0 0 2 0 0 4 15
Stylized facts of financial markets and market crashes in Minority Games 0 0 0 6 0 2 13 41
Sudden trust collapse in networked societies 0 0 0 0 1 3 10 20
THE ORIGINS OF EXTREME WEALTH INEQUALITY IN THE TALENT VERSUS LUCK MODEL 0 0 0 14 0 3 40 93
TRADING BEHAVIOR AND EXCESS VOLATILITY IN TOY MARKETS 0 0 0 1 0 0 4 14
The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books 0 0 0 16 0 0 4 66
The demise of constant price impact functions and single-time step models of speculation 0 0 0 0 0 1 6 19
The limits of statistical significance of Hawkes processes fitted to financial data 0 0 0 0 0 0 9 18
The market nanostructure origin of asset price time reversal asymmetry 0 0 0 0 0 0 10 16
The universal shape of economic recession and recovery after a shock 0 0 0 39 0 0 5 207
When is cross impact relevant? 0 0 0 0 0 1 5 5
Total Journal Articles 3 10 28 620 26 88 487 2,793

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Minority Games: Interacting agents in financial markets 0 0 0 0 1 7 30 2,265
Minority Games: Interacting agents in financial markets 0 0 0 0 1 1 9 1,335
Total Books 0 0 0 0 2 8 39 3,600

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Competition between Adaptive Agents: Learning and Collective Efficiency 0 0 0 0 0 0 3 3
Total Chapters 0 0 0 0 0 0 3 3

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Statistics updated 2026-10-11