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
Analyzing and modelling 1+1d markets 0 1 2 26 1 3 11 105
Baldovin-Stella stochastic volatility process and Wiener process mixtures 0 0 0 12 0 0 10 60
Comment on: Thermal model for Adaptive Competition in a Market 0 0 0 10 0 1 3 45
Covariance matrix filtering with bootstrapped hierarchies 0 0 22 22 0 1 7 7
Covariance matrix filtering with bootstrapped hierarchies 0 0 6 6 1 3 4 4
Criticality and finite size effects in a simple realistic model of stock market 0 0 0 17 0 0 4 55
Deep Prediction Of Investor Interest: a Supervised Clustering Approach 0 0 11 11 0 0 18 18
Deep Prediction of Investor Interest: a Supervised Clustering Approach 0 0 13 13 1 2 12 12
Do Google Trend data contain more predictability than price returns? 0 1 1 1 0 1 8 33
Do Google Trend data contain more predictability than price returns? 0 0 2 69 0 1 8 86
Do investors trade too much? A laboratory experiment 0 0 0 75 0 1 8 66
Do investors trade too much? A laboratory experiment 0 0 0 0 0 0 10 23
Dynamical regularities of US equities opening and closing auctions 0 0 0 9 1 1 7 18
Dynamical regularities of US equities opening and closing auctions 0 0 6 6 0 0 14 14
Emergence of product differentiation from consumer heterogeneity and asymmetric information 0 0 0 14 0 0 0 61
Exact Hurst exponent and crossover behavior in a limit order market model 0 0 0 26 0 0 2 83
Feedback and efficiency in limit order markets 0 0 0 20 1 3 6 55
From Minority Games to real markets 0 0 1 42 0 3 10 122
Inter-pattern speculation: beyond minority, majority and $-games 0 1 1 83 1 3 8 277
Large large-trader activity weakens the long memory of limit order markets 0 0 1 10 0 0 6 15
Large large-trader activity weakens the long memory of limit order markets 0 0 0 0 0 0 2 3
Limit order market analysis and modelling: on an universal cause for over-diffusive prices 0 2 2 24 0 2 6 60
Minority Games and stylized facts 0 1 1 19 1 2 8 47
Modeling Market Mechanism with Minority Game 0 0 0 65 0 1 5 149
News and price returns from threshold behaviour and vice-versa: exact solution of a simple agent-based market model 0 0 0 8 0 0 0 36
Nonparametric sign prediction of high-dimensional correlation matrix coefficients 0 0 23 23 0 0 7 7
Nonparametric sign prediction of high-dimensional correlation matrix coefficients 0 0 0 0 1 2 5 5
On the origins of extreme wealth inequality in the Talent vs Luck Model 0 0 0 0 0 0 4 5
One- and two-sample nonparametric tests for the signal-to-noise ratio based on record statistics 0 0 0 31 0 0 3 36
Optimal approximations of power-laws with exponentials 0 0 2 31 0 0 9 131
Predicting financial markets with Google Trends and not so random keywords 0 1 3 117 2 4 11 132
Predicting financial markets with Google Trends and not so random keywords 0 0 0 0 0 0 5 16
Prediction accuracy and sloppiness of log-periodic functions 0 0 0 66 0 0 2 191
Price return auto-correlation and predictability in agent-based models of financial markets 0 0 0 28 0 0 1 87
Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning 0 0 0 0 0 3 3 3
Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning 0 2 2 2 1 3 3 3
Regrets, learning and wisdom 0 0 0 32 0 2 5 28
Regrets, learning and wisdom 0 0 0 0 0 2 23 36
Sharper asset ranking from total drawdown durations 0 0 0 0 0 0 6 7
Sharper asset ranking from total drawdown durations 0 0 1 9 0 0 9 43
Shedding light on El Farol 0 0 0 168 0 2 6 549
Statistical Mechanics of Competitive Resource Allocation using Agent-based Models 0 0 0 17 1 1 3 63
Statistical mechanics of competitive resource allocation using agent-based models 0 0 0 0 0 0 2 5
Statistically validated lead-lag networks and inventory prediction in the foreign exchange market 0 0 0 7 2 3 11 33
Statistically validated leadlag networks and inventory prediction in the foreign exchange market 0 0 4 4 1 1 9 10
Statistically validated network of portfolio overlaps and systemic risk 0 1 1 1 0 3 17 23
Statistically validated network of portfolio overlaps and systemic risk 0 1 2 26 0 2 17 51
Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions 0 0 0 0 0 0 9 9
Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions 0 0 1 29 0 0 7 16
Stylized facts of financial markets and market crashes in Minority Games 0 0 0 28 0 0 4 81
Sudden Trust Collapse in Networked Societies 0 0 0 73 1 1 2 51
Sudden trust collapse in networked societies 0 0 0 0 0 0 3 15
Taking a shower in Youth Hostels: risks and delights of heterogeneity 0 0 0 51 1 1 4 314
Testing the causality of Hawkes processes with time reversal 0 0 0 31 1 1 5 25
Testing the causality of Hawkes processes with time reversal 0 0 0 0 0 0 9 10
The Universal Shape of Economic Recession and Recovery after a Shock 0 0 0 106 1 1 4 294
The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures 0 0 0 17 0 0 0 91
The demise of constant price impact functions and single-time step models of speculation 0 0 0 10 0 0 1 45
The limits of statistical significance of Hawkes processes fitted to financial data 0 0 0 1 0 0 3 9
The limits of statistical significance of Hawkes processes fitted to financial data 0 1 1 8 0 1 2 31
The market nanostructure origin of asset price time reversal asymmetry 0 0 0 0 0 0 6 6
The market nanostructure origin of asset price time reversal asymmetry 0 0 0 6 2 3 8 14
The tick-by-tick dynamical consistency of price impact in limit order books 0 0 0 53 0 1 2 113
The universal shape of economic recession and recovery after a shock 0 1 1 20 1 2 7 88
The ups and downs of the renormalization group applied to financial time series 0 0 1 38 1 1 6 174
Trading behavior and excess volatility in toy markets 0 0 0 18 0 0 1 72
Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior 0 0 0 37 1 2 7 122
Why have asset price properties changed so little in 200 years 0 0 0 49 3 3 8 32
Why have asset price properties changed so little in 200 years 0 0 0 0 0 0 5 6
Wisdom of the institutional crowd 0 0 1 9 1 13 22 26
Wisdom of the institutional crowd 0 0 1 11 0 0 3 16
Total Working Papers 0 13 113 1,745 28 86 466 4,578

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analyzing and modeling 1+1d markets 0 2 4 18 1 5 11 58
Baldovin-Stella stochastic volatility process and Wiener process mixtures 0 0 0 2 0 0 2 11
Coolen, A.C.C.: The Mathematical Theory of Minority Games. Statistical Mechanics of Interacting Agents 0 1 2 83 0 2 4 190
Do investors trade too much? A laboratory experiment 0 0 1 7 0 0 13 42
Emergence of cooperation and organization in an evolutionary game 0 3 16 60 0 6 38 162
Emergence of product differentiation from consumer heterogeneity and asymmetric information 0 0 0 1 0 0 2 19
Exact Hurst exponent and crossover behavior in a limit order market model 0 0 0 2 0 0 2 20
Exact solution of a modified El Farol's bar problem: Efficiency and the role of market impact 0 0 1 4 0 1 4 55
Feedback and efficiency in limit order markets 0 0 0 4 0 0 3 17
From Minority Games to real markets 0 0 0 13 0 0 2 42
Inter-pattern speculation: Beyond minority, majority and $-games 0 0 0 14 0 1 4 77
Limit order market analysis and modelling: on a universal cause for over-diffusive prices 0 0 0 7 0 0 2 17
Minority games and stylized facts 0 0 0 2 0 0 1 12
Minority games with heterogeneous timescales 0 0 0 1 0 0 3 12
Minority mechanisms in models of agents learning collectively a resource level 0 0 0 1 0 0 1 13
Modeling market mechanism with minority game 0 0 0 4 0 1 7 25
Non-constant rates and over-diffusive prices in a simple model of limit order markets 0 0 1 18 0 0 4 56
On the minority game: Analytical and numerical studies 1 1 4 18 1 2 13 56
Optimal approximations of power laws with exponentials: application to volatility models with long memory 0 0 0 36 0 1 1 85
PHASE TRANSITION IN A TOY MARKET 0 0 0 0 0 0 1 4
Prediction accuracy and sloppiness of log-periodic functions 0 0 0 0 1 1 5 35
Price return autocorrelation and predictability in agent-based models of financial markets 0 0 0 47 0 0 4 217
Realistic simulation of financial markets: analyzing market behaviors by the third mode of science 0 0 1 7 0 2 10 25
Sharper asset ranking from total drawdown durations 0 0 0 1 0 2 3 10
Shedding light on El Farol 0 0 0 3 0 0 2 28
Structure-preserving desynchronization of minority games 0 0 0 1 1 1 3 17
Stylized facts in minority games with memory: a new challenge 0 0 1 1 0 0 2 8
Stylized facts of financial markets and market crashes in Minority Games 0 0 0 6 0 0 1 22
Sudden trust collapse in networked societies 0 0 0 0 0 0 2 9
TRADING BEHAVIOR AND EXCESS VOLATILITY IN TOY MARKETS 0 0 0 0 0 0 3 6
The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books 0 0 0 16 0 0 0 59
The demise of constant price impact functions and single-time step models of speculation 0 0 0 0 0 0 3 11
The limits of statistical significance of Hawkes processes fitted to financial data 0 0 0 0 0 0 1 6
The universal shape of economic recession and recovery after a shock 0 0 0 38 2 2 8 191
Total Journal Articles 1 7 31 415 6 27 165 1,617

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 16 51 265 2,007
Minority Games: Interacting agents in financial markets 0 0 0 0 8 21 92 1,198
Total Books 0 0 0 0 24 72 357 3,205

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Statistics updated 2020-09-04