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 2 2 5 13
A minimal model of money creation within secured interbank markets 0 0 0 7 1 2 9 18
Analyzing and modelling 1+1d markets 0 0 0 27 2 2 10 121
Baldovin-Stella stochastic volatility process and Wiener process mixtures 0 0 0 12 0 1 10 80
Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps? 0 0 1 11 2 4 17 37
Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps? 0 0 0 0 1 1 8 27
Cleaning the covariance matrix of strongly nonstationary systems with time-independent eigenvalues 0 0 0 51 1 1 5 16
Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors 0 0 0 0 1 2 6 8
Comment on: Thermal model for Adaptive Competition in a Market 0 0 0 10 3 3 13 64
Consistent time travel for realistic interactions with historical data: reinforcement learning for market making 0 0 0 0 1 2 5 6
Consistent time travel for realistic interactions with historical data: reinforcement learning for market making 0 0 0 0 1 3 21 31
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 3 8 20
Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS 0 0 2 18 1 2 18 52
Covariance matrix filtering with bootstrapped hierarchies 0 0 0 6 1 3 16 28
Covariance matrix filtering with bootstrapped hierarchies 0 0 0 0 0 0 4 5
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 6 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 21 2 4 11 62
Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning 1 1 1 60 4 5 12 23
Do Google Trend data contain more predictability than price returns? 0 0 1 71 0 2 14 120
Do Google Trend data contain more predictability than price returns? 0 0 0 3 0 0 9 55
Do investors trade too much? A laboratory experiment 0 0 1 78 2 4 17 102
Do investors trade too much? A laboratory experiment 0 0 1 3 2 2 8 52
Dynamical regularities of US equities opening and closing auctions 0 1 1 8 1 5 14 44
Dynamical regularities of US equities opening and closing auctions 0 1 1 10 5 7 20 50
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 2 4 9 17
Equity auction dynamics: latent liquidity models with activity acceleration 0 0 0 2 9 9 14 18
Exact Hurst exponent and crossover behavior in a limit order market model 0 0 0 28 2 3 9 100
Feedback and efficiency in limit order markets 0 0 0 20 2 3 7 68
Filtering time-dependent covariance matrices using time-independent eigenvalues 0 0 0 0 0 0 6 11
Financial factors selection with knockoffs: fund replication, explanatory and prediction networks 0 0 0 2 3 5 11 21
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 3 3 14 314
Large large-trader activity weakens the long memory of limit order markets 0 0 0 0 1 1 3 6
Large large-trader activity weakens the long memory of limit order markets 0 0 0 11 3 5 12 31
Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks 0 0 0 0 2 2 9 9
Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks 0 1 2 8 3 7 82 96
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 1 2 10 63
Modeling Market Mechanism with Minority Game 1 2 2 69 1 3 9 169
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 4 6 11 54
Noise-proofing Universal Portfolio Shrinkage 0 0 1 1 1 3 16 16
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation 0 0 0 35 4 4 16 29
Nonparametric sign prediction of high-dimensional correlation matrix coefficients 0 0 0 0 3 3 11 21
Nonparametric sign prediction of high-dimensional correlation matrix coefficients 0 0 0 0 2 2 5 6
On the origins of extreme wealth inequality in the Talent vs Luck Model 0 0 0 0 3 3 8 10
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 3 5 11 156
Optimal execution on Uniswap v2/v3 under transient price impact 0 0 2 2 2 4 15 15
Optimal risk-aware interest rates for decentralized lending protocols 0 0 1 4 1 2 18 24
Optimal risk-aware interest rates for decentralized lending protocols 0 0 1 1 2 2 7 9
Predicting financial markets with Google Trends and not so random keywords 0 0 0 0 1 1 17 57
Predicting financial markets with Google Trends and not so random keywords 0 0 1 126 2 5 10 172
Prediction accuracy and sloppiness of log-periodic functions 0 0 0 67 2 2 15 214
Price impact in equity auctions: zero, then linear 0 0 1 10 5 8 27 49
Price impact in equity auctions: zero, then linear 0 0 0 2 0 2 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 1 3 1 4 21 34
Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning 0 0 0 0 0 1 5 6
Recurrent Neural Networks with more flexible memory: better predictions than rough volatility 0 0 0 13 1 3 10 21
Recurrent Neural Networks with more flexible memory: better predictions than rough volatility 0 0 0 2 1 1 12 18
Regrets, learning and wisdom 0 0 0 1 0 0 4 83
Regrets, learning and wisdom 0 0 0 32 2 2 7 40
Sharper asset ranking from total drawdown durations 0 0 0 0 0 0 7 22
Sharper asset ranking from total drawdown durations 0 0 0 10 1 1 9 61
Shedding light on El Farol 0 0 0 172 2 2 12 573
Statistical Mechanics of Competitive Resource Allocation using Agent-based Models 0 0 0 18 1 3 13 84
Statistical inference of lead-lag at various timescales between asynchronous time series from p-values of transfer entropy 0 0 4 33 2 2 31 46
Statistical mechanics of competitive resource allocation using agent-based models 0 0 0 0 1 2 6 15
Statistically validated lead-lag networks and inventory prediction in the foreign exchange market 0 0 0 8 2 3 15 62
Statistically validated leadlag networks and inventory prediction in the foreign exchange market 0 0 0 5 4 4 9 31
Statistically validated network of portfolio overlaps and systemic risk 0 0 0 28 4 5 18 86
Statistically validated network of portfolio overlaps and systemic risk 0 0 0 3 0 0 17 67
Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions 0 0 0 0 0 1 4 24
Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions 0 0 0 29 1 1 4 30
Stylized facts in money markets: an empirical analysis of the eurozone data 0 0 5 5 5 6 11 11
Stylized facts in money markets: an empirical analysis of the eurozone data 0 0 0 7 0 1 15 26
Stylized facts in money markets: an empirical analysis of the eurozone data 0 0 0 0 0 0 1 1
Stylized facts of financial markets and market crashes in Minority Games 0 0 0 28 3 6 18 102
Sudden Trust Collapse in Networked Societies 0 0 0 73 3 5 10 70
Sudden trust collapse in networked societies 0 0 0 0 1 2 8 38
Taking a shower in Youth Hostels: risks and delights of heterogeneity 0 0 0 52 3 4 15 344
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 1 1 5 17
The Oracle estimator is suboptimal for global minimum variance portfolio optimisation 0 0 0 0 1 1 5 6
The Universal Shape of Economic Recession and Recovery after a Shock 0 0 0 106 1 2 16 315
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 1 2 6 54
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 7 1 3 10 38
The market nanostructure origin of asset price time reversal asymmetry 0 0 0 0 4 4 12 29
The tick-by-tick dynamical consistency of price impact in limit order books 0 0 0 54 2 2 9 128
The universal shape of economic recession and recovery after a shock 0 0 0 23 1 2 20 119
The ups and downs of the renormalization group applied to financial time series 0 0 0 43 2 3 28 224
Trading behavior and excess volatility in toy markets 0 0 0 18 2 3 5 85
Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior 0 0 0 39 1 2 10 149
When Small Wins Big: Classification Tasks Where Compact Models Outperform Original GPT-4 0 0 0 2 1 1 5 23
When is cross impact relevant? 0 0 0 3 0 1 4 13
When is cross impact relevant? 0 0 0 0 2 2 4 6
Why have asset price properties changed so little in 200 years 0 0 0 53 3 5 14 59
Why have asset price properties changed so little in 200 years 0 0 0 0 1 2 9 23
Wisdom of the institutional crowd 0 0 0 9 1 2 11 47
Wisdom of the institutional crowd 0 0 0 14 1 2 10 35
Total Working Papers 2 6 31 2,105 164 269 1,215 6,870
12 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 5 6 14 16
Analyzing and modeling 1+1d markets 0 0 0 19 2 4 11 84
Baldovin-Stella stochastic volatility process and Wiener process mixtures 0 0 0 2 1 1 10 22
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 0 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 0 8 19 22
Covariance matrix filtering with bootstrapped hierarchies 0 0 0 1 1 3 7 15
Dissecting the Explanatory Power of ESG Features on Equity Returns by Sector, Capitalization, and Year with Interpretable Machine Learning 0 0 2 9 2 5 19 44
Do investors trade too much? A laboratory experiment 0 0 1 13 4 5 18 92
Emergence of cooperation and organization in an evolutionary game 0 2 4 142 4 8 21 392
Emergence of product differentiation from consumer heterogeneity and asymmetric information 0 0 0 1 1 1 9 31
Equity auction dynamics: latent liquidity models with activity acceleration 0 0 0 0 3 3 6 10
Exact Hurst exponent and crossover behavior in a limit order market model 0 0 0 2 2 4 13 41
Exact solution of a modified El Farol's bar problem: Efficiency and the role of market impact 0 0 0 8 2 3 15 84
Feedback and efficiency in limit order markets 0 0 0 4 0 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 2 3 12 67
Inter-pattern speculation: Beyond minority, majority and $-games 0 0 0 14 1 1 3 97
Limit order market analysis and modelling: on a universal cause for over-diffusive prices 0 0 0 8 1 2 4 28
Minority games and stylized facts 0 0 0 4 2 3 12 33
Minority games with heterogeneous timescales 1 1 1 2 2 3 9 21
Minority mechanisms in models of agents learning collectively a resource level 0 0 0 1 2 2 3 18
Modeling market mechanism with minority game 0 0 0 5 5 5 12 46
Multi-Timescale Recurrent Neural Networks Beat Rough Volatility for Intraday Volatility Prediction 0 0 1 2 0 1 9 16
Non-constant rates and over-diffusive prices in a simple model of limit order markets 0 0 2 27 2 2 9 84
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization 0 0 1 7 3 6 36 51
On the minority game: Analytical and numerical studies 0 0 2 48 0 1 11 141
Optimal approximations of power laws with exponentials: application to volatility models with long memory 0 0 0 39 2 3 11 106
PHASE TRANSITION IN A TOY MARKET 0 0 0 1 1 1 6 18
Prediction accuracy and sloppiness of log-periodic functions 0 0 0 3 2 2 12 67
Price return autocorrelation and predictability in agent-based models of financial markets 0 0 0 49 1 1 3 226
Reactive global minimum variance portfolios with k-BAHC covariance cleaning 0 2 8 9 2 11 45 49
Realistic simulation of financial markets: analyzing market behaviors by the third mode of science 0 0 1 11 1 2 7 38
Sharper asset ranking from total drawdown durations 0 0 0 2 0 3 9 26
Shedding light on El Farol 0 0 0 4 1 1 6 41
Structure-preserving desynchronization of minority games 0 0 0 1 3 3 7 26
Stylized facts in minority games with memory: a new challenge 0 0 0 2 3 3 6 18
Stylized facts of financial markets and market crashes in Minority Games 0 0 0 6 1 1 14 42
Sudden trust collapse in networked societies 0 0 0 0 1 3 11 21
THE ORIGINS OF EXTREME WEALTH INEQUALITY IN THE TALENT VERSUS LUCK MODEL 0 0 0 14 2 4 42 95
TRADING BEHAVIOR AND EXCESS VOLATILITY IN TOY MARKETS 0 0 0 1 1 1 5 15
The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books 0 0 0 16 3 3 7 69
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 8 18
The market nanostructure origin of asset price time reversal asymmetry 0 0 0 0 1 1 11 17
The universal shape of economic recession and recovery after a shock 0 0 0 39 1 1 5 208
When is cross impact relevant? 0 0 0 0 0 0 5 5
Total Journal Articles 1 8 28 621 73 128 537 2,866

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 1 9 1,335
Minority Games: Interacting agents in financial markets 0 0 0 0 3 9 28 2,268
Total Books 0 0 0 0 3 10 37 3,603

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 1 1 4 4
Total Chapters 0 0 0 0 1 1 4 4

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Statistics updated 2026-11-12