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 11 0 0 3 8
A minimal model of money creation within secured interbank markets 0 0 7 7 0 3 13 13
Analyzing and modelling 1+1d markets 0 0 0 27 0 5 6 116
Baldovin-Stella stochastic volatility process and Wiener process mixtures 0 0 0 12 1 5 7 76
Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps? 0 0 0 10 0 6 11 27
Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps? 0 0 0 0 0 2 6 22
Cleaning the covariance matrix of strongly nonstationary systems with time-independent eigenvalues 0 0 0 51 0 2 4 15
Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors 0 0 0 0 0 2 4 4
Comment on: Thermal model for Adaptive Competition in a Market 0 0 0 10 0 3 6 56
Consistent time travel for realistic interactions with historical data: reinforcement learning for market making 0 0 0 0 1 11 14 23
Consistent time travel for realistic interactions with historical data: reinforcement learning for market making 0 0 0 0 0 0 1 1
Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS 0 2 2 18 2 8 14 44
Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS 0 0 0 0 0 2 6 14
Covariance matrix filtering with bootstrapped hierarchies 0 0 0 6 1 5 11 22
Covariance matrix filtering with bootstrapped hierarchies 0 0 0 0 0 1 3 3
Criticality and finite size effects in a simple realistic model of stock market 0 0 1 18 0 5 7 71
Deep Prediction Of Investor Interest: a Supervised Clustering Approach 0 0 0 7 1 3 5 30
Deep Prediction of Investor Interest: a Supervised Clustering Approach 0 0 0 18 0 1 3 35
Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning 0 0 0 59 0 2 6 16
Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning 0 0 5 21 0 2 14 54
Do Google Trend data contain more predictability than price returns? 1 1 1 71 2 5 13 114
Do Google Trend data contain more predictability than price returns? 0 0 1 3 0 4 7 52
Do investors trade too much? A laboratory experiment 0 1 1 3 1 3 5 48
Do investors trade too much? A laboratory experiment 0 1 2 78 2 6 14 94
Dynamical regularities of US equities opening and closing auctions 0 0 0 9 1 4 12 38
Dynamical regularities of US equities opening and closing auctions 0 0 0 7 1 4 7 36
Emergence of product differentiation from consumer heterogeneity and asymmetric information 0 0 0 19 1 3 4 77
Equity auction dynamics: latent liquidity models with activity acceleration 0 0 0 2 0 0 2 4
Equity auction dynamics: latent liquidity models with activity acceleration 0 0 0 5 0 0 6 10
Exact Hurst exponent and crossover behavior in a limit order market model 0 0 0 28 0 0 6 94
Feedback and efficiency in limit order markets 0 0 0 20 0 1 2 62
Filtering time-dependent covariance matrices using time-independent eigenvalues 0 0 0 0 0 0 6 9
Financial factors selection with knockoffs: fund replication, explanatory and prediction networks 0 0 0 2 1 3 5 14
Financial factors selection with knockoffs: fund replication, explanatory and prediction networks 0 0 0 0 3 5 9 10
From Minority Games to real markets 0 0 0 47 1 4 6 141
Inter-pattern speculation: beyond minority, majority and $-games 0 0 0 84 1 7 13 308
Large large-trader activity weakens the long memory of limit order markets 0 0 0 11 0 2 3 22
Large large-trader activity weakens the long memory of limit order markets 0 0 0 0 0 0 2 3
Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks 0 1 7 7 16 37 63 63
Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks 0 0 0 0 0 3 3 3
Limit order market analysis and modelling: on an universal cause for over-diffusive prices 0 0 0 24 0 1 2 67
Minority Games and stylized facts 0 0 1 20 1 2 7 57
Modeling Market Mechanism with Minority Game 0 0 0 67 1 4 6 165
Multi-Timescale Recurrent Neural Networks Beat Rough Volatility for Intraday Volatility Prediction 0 0 0 0 0 3 4 4
News and price returns from threshold behaviour and vice-versa: exact solution of a simple agent-based market model 0 0 0 9 0 4 5 48
Noise-proofing Universal Portfolio Shrinkage 0 0 0 0 1 8 10 10
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation 0 0 0 35 0 6 10 22
Nonparametric sign prediction of high-dimensional correlation matrix coefficients 0 0 0 0 1 2 3 3
Nonparametric sign prediction of high-dimensional correlation matrix coefficients 0 0 0 0 0 2 5 14
On the origins of extreme wealth inequality in the Talent vs Luck Model 0 0 0 0 0 1 4 5
One- and two-sample nonparametric tests for the signal-to-noise ratio based on record statistics 0 0 0 32 0 0 0 41
Optimal approximations of power-laws with exponentials 0 0 0 34 1 3 5 148
Optimal execution on Uniswap v2/v3 under transient price impact 1 2 2 2 1 6 6 6
Optimal risk-aware interest rates for decentralized lending protocols 0 0 2 3 1 2 12 14
Optimal risk-aware interest rates for decentralized lending protocols 0 1 1 1 0 2 4 4
Predicting financial markets with Google Trends and not so random keywords 0 0 0 0 1 7 15 49
Predicting financial markets with Google Trends and not so random keywords 0 0 3 126 1 2 6 165
Prediction accuracy and sloppiness of log-periodic functions 0 0 0 67 1 4 9 207
Price impact in equity auctions: zero, then linear 0 0 2 10 4 8 19 34
Price impact in equity auctions: zero, then linear 0 0 0 2 0 2 2 2
Price return auto-correlation and predictability in agent-based models of financial markets 0 0 0 29 1 3 6 101
Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning 0 0 0 2 1 3 10 22
Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning 0 0 0 0 1 2 2 3
Recurrent Neural Networks with more flexible memory: better predictions than rough volatility 0 0 0 2 2 4 12 16
Recurrent Neural Networks with more flexible memory: better predictions than rough volatility 0 0 0 13 1 3 4 15
Regrets, learning and wisdom 0 0 0 1 0 1 3 82
Regrets, learning and wisdom 0 0 0 32 1 2 5 36
Sharper asset ranking from total drawdown durations 0 0 0 10 1 5 7 58
Sharper asset ranking from total drawdown durations 0 0 0 0 0 2 5 19
Shedding light on El Farol 0 0 0 172 2 5 7 568
Statistical Mechanics of Competitive Resource Allocation using Agent-based Models 0 0 0 18 0 3 8 78
Statistical inference of lead-lag at various timescales between asynchronous time series from p-values of transfer entropy 1 1 4 32 8 18 24 37
Statistical mechanics of competitive resource allocation using agent-based models 0 0 0 0 0 0 4 13
Statistically validated lead-lag networks and inventory prediction in the foreign exchange market 0 0 0 8 6 11 11 58
Statistically validated leadlag networks and inventory prediction in the foreign exchange market 0 0 0 5 0 2 6 27
Statistically validated network of portfolio overlaps and systemic risk 0 0 0 28 1 5 13 78
Statistically validated network of portfolio overlaps and systemic risk 0 0 0 3 1 4 18 65
Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions 0 0 0 29 0 2 5 28
Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions 0 0 0 0 0 2 2 22
Stylized facts in money markets: an empirical analysis of the eurozone data 0 0 5 5 0 4 4 4
Stylized facts in money markets: an empirical analysis of the eurozone data 0 0 0 7 1 8 15 23
Stylized facts of financial markets and market crashes in Minority Games 0 0 0 28 2 4 7 90
Sudden Trust Collapse in Networked Societies 0 0 0 73 1 2 8 64
Sudden trust collapse in networked societies 0 0 0 0 0 1 5 34
Taking a shower in Youth Hostels: risks and delights of heterogeneity 0 0 0 52 1 8 13 339
Testing the causality of Hawkes processes with time reversal 0 0 0 1 0 1 2 14
Testing the causality of Hawkes processes with time reversal 0 0 0 32 0 2 4 33
The Oracle estimator is suboptimal for global minimum variance portfolio optimisation 0 0 0 0 0 2 3 4
The Universal Shape of Economic Recession and Recovery after a Shock 0 0 0 106 1 10 13 311
The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures 0 0 1 18 0 4 5 99
The demise of constant price impact functions and single-time step models of speculation 0 0 0 10 0 2 2 50
The limits of statistical significance of Hawkes processes fitted to financial data 0 0 0 8 0 2 7 41
The limits of statistical significance of Hawkes processes fitted to financial data 0 0 0 1 0 0 0 11
The market nanostructure origin of asset price time reversal asymmetry 0 0 0 7 3 5 5 33
The market nanostructure origin of asset price time reversal asymmetry 0 0 0 0 1 5 8 22
The tick-by-tick dynamical consistency of price impact in limit order books 0 0 0 54 0 1 6 124
The universal shape of economic recession and recovery after a shock 0 0 0 23 0 13 17 115
The ups and downs of the renormalization group applied to financial time series 0 0 1 43 6 8 17 207
Trading behavior and excess volatility in toy markets 0 0 0 18 1 2 3 82
Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior 0 0 0 39 0 3 6 143
When Small Wins Big: Classification Tasks Where Compact Models Outperform Original GPT-4 0 0 0 2 0 2 7 20
When is cross impact relevant? 0 0 0 0 0 2 3 4
When is cross impact relevant? 0 0 0 3 0 0 3 11
Why have asset price properties changed so little in 200 years 0 0 0 0 0 0 6 18
Why have asset price properties changed so little in 200 years 0 0 2 53 0 4 11 52
Wisdom of the institutional crowd 0 0 0 9 0 5 9 43
Wisdom of the institutional crowd 0 0 0 14 0 3 6 29
Total Working Papers 3 10 52 2,093 93 408 813 6,263
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 1 2 2 0 3 6 6
Analyzing and modeling 1+1d markets 0 0 0 19 0 2 9 78
Baldovin-Stella stochastic volatility process and Wiener process mixtures 0 0 0 2 0 2 4 15
Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors 0 0 0 1 1 3 6 31
Coolen, A.C.C.: The Mathematical Theory of Minority Games. Statistical Mechanics of Interacting Agents 0 0 0 85 0 2 4 211
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 8 9
Covariance matrix filtering with bootstrapped hierarchies 0 0 0 1 0 1 3 10
Dissecting the Explanatory Power of ESG Features on Equity Returns by Sector, Capitalization, and Year with Interpretable Machine Learning 0 0 1 8 1 5 17 34
Do investors trade too much? A laboratory experiment 0 1 2 13 1 6 12 82
Emergence of cooperation and organization in an evolutionary game 0 0 7 140 0 5 22 383
Emergence of product differentiation from consumer heterogeneity and asymmetric information 0 0 0 1 1 5 8 29
Equity auction dynamics: latent liquidity models with activity acceleration 0 0 0 0 0 2 6 6
Exact Hurst exponent and crossover behavior in a limit order market model 0 0 0 2 1 3 8 34
Exact solution of a modified El Farol's bar problem: Efficiency and the role of market impact 0 0 0 8 3 6 9 78
Feedback and efficiency in limit order markets 0 0 0 4 0 3 6 25
Financial factors selection with knockoffs: Fund replication, explanatory and prediction networks 0 0 0 0 0 1 3 6
From Minority Games to real markets 0 0 0 13 2 4 10 61
Inter-pattern speculation: Beyond minority, majority and $-games 0 0 0 14 0 1 2 95
Limit order market analysis and modelling: on a universal cause for over-diffusive prices 0 0 0 8 1 2 3 26
Minority games and stylized facts 0 0 0 4 0 1 9 28
Minority games with heterogeneous timescales 0 0 0 1 0 5 6 18
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 2 3 37
Multi-Timescale Recurrent Neural Networks Beat Rough Volatility for Intraday Volatility Prediction 0 0 0 1 3 5 8 12
Non-constant rates and over-diffusive prices in a simple model of limit order markets 0 0 1 26 1 2 7 80
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization 0 1 5 7 2 11 22 30
On the minority game: Analytical and numerical studies 0 0 1 47 1 3 9 136
Optimal approximations of power laws with exponentials: application to volatility models with long memory 0 0 0 39 0 2 7 101
PHASE TRANSITION IN A TOY MARKET 0 0 0 1 1 2 3 14
Prediction accuracy and sloppiness of log-periodic functions 0 0 1 3 0 4 16 62
Price return autocorrelation and predictability in agent-based models of financial markets 0 0 0 49 0 1 2 224
Reactive global minimum variance portfolios with k-BAHC covariance cleaning 0 0 0 1 1 5 8 11
Realistic simulation of financial markets: analyzing market behaviors by the third mode of science 0 0 1 11 2 3 4 35
Sharper asset ranking from total drawdown durations 0 0 0 2 2 4 5 22
Shedding light on El Farol 0 0 0 4 0 0 2 36
Structure-preserving desynchronization of minority games 0 0 0 1 0 4 4 23
Stylized facts in minority games with memory: a new challenge 0 0 0 2 0 3 4 15
Stylized facts of financial markets and market crashes in Minority Games 0 0 0 6 1 8 9 37
Sudden trust collapse in networked societies 0 0 0 0 1 4 6 16
THE ORIGINS OF EXTREME WEALTH INEQUALITY IN THE TALENT VERSUS LUCK MODEL 0 0 3 14 12 19 30 75
TRADING BEHAVIOR AND EXCESS VOLATILITY IN TOY MARKETS 0 0 0 1 0 3 3 13
The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books 0 0 0 16 0 1 4 66
The demise of constant price impact functions and single-time step models of speculation 0 0 0 0 1 5 5 18
The limits of statistical significance of Hawkes processes fitted to financial data 0 0 0 0 1 3 6 14
The market nanostructure origin of asset price time reversal asymmetry 0 0 0 0 2 3 6 12
The universal shape of economic recession and recovery after a shock 0 0 0 39 0 1 4 205
When is cross impact relevant? 0 0 0 0 0 0 3 3
Total Journal Articles 0 3 24 602 43 164 342 2,578

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 0 5 8 1,333
Minority Games: Interacting agents in financial markets 0 0 0 0 2 7 20 2,252
Total Books 0 0 0 0 2 12 28 3,585

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 2 3 3 3
Total Chapters 0 0 0 0 2 3 3 3

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Statistics updated 2026-04-09