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 3 11 0 1 4 8
Analyzing and modelling 1+1d markets 0 0 0 27 0 1 1 111
Baldovin-Stella stochastic volatility process and Wiener process mixtures 0 0 0 12 0 2 2 71
Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps? 0 0 1 10 1 2 8 21
Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps? 0 0 0 0 1 1 10 20
Cleaning the covariance matrix of strongly nonstationary systems with time-independent eigenvalues 0 0 0 51 2 2 4 13
Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors 0 0 0 0 0 2 2 2
Comment on: Thermal model for Adaptive Competition in a Market 0 0 0 10 2 3 6 53
Consistent time travel for realistic interactions with historical data: reinforcement learning for market making 0 0 0 0 2 3 6 12
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 1 5 12
Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS 0 0 0 16 2 5 7 36
Covariance matrix filtering with bootstrapped hierarchies 0 0 0 6 4 6 6 17
Covariance matrix filtering with bootstrapped hierarchies 0 0 0 0 0 2 2 2
Criticality and finite size effects in a simple realistic model of stock market 0 0 1 18 1 1 4 66
Deep Prediction Of Investor Interest: a Supervised Clustering Approach 0 0 0 7 1 2 3 27
Deep Prediction of Investor Interest: a Supervised Clustering Approach 0 0 0 18 0 1 5 34
Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning 0 0 5 21 1 4 12 52
Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning 0 0 0 59 1 4 4 14
Do Google Trend data contain more predictability than price returns? 0 0 1 3 2 2 3 48
Do Google Trend data contain more predictability than price returns? 0 0 0 70 2 4 9 109
Do investors trade too much? A laboratory experiment 0 0 0 2 0 2 2 45
Do investors trade too much? A laboratory experiment 0 0 1 77 2 3 8 88
Dynamical regularities of US equities opening and closing auctions 0 0 1 7 1 3 4 32
Dynamical regularities of US equities opening and closing auctions 0 0 0 9 1 7 8 34
Emergence of product differentiation from consumer heterogeneity and asymmetric information 0 0 1 19 0 0 3 74
Equity auction dynamics: latent liquidity models with activity acceleration 0 0 0 5 0 3 7 10
Exact Hurst exponent and crossover behavior in a limit order market model 0 0 0 28 1 4 7 94
Feedback and efficiency in limit order markets 0 0 0 20 0 0 3 61
Filtering time-dependent covariance matrices using time-independent eigenvalues 0 0 0 0 4 4 7 9
Financial factors selection with knockoffs: fund replication, explanatory and prediction networks 0 0 0 2 1 2 3 11
Financial factors selection with knockoffs: fund replication, explanatory and prediction networks 0 0 0 0 2 4 4 5
From Minority Games to real markets 0 0 0 47 1 2 4 137
Inter-pattern speculation: beyond minority, majority and $-games 0 0 0 84 1 4 7 301
Large large-trader activity weakens the long memory of limit order markets 0 0 0 11 1 1 1 20
Large large-trader activity weakens the long memory of limit order markets 0 0 0 0 0 1 2 3
Limit order market analysis and modelling: on an universal cause for over-diffusive prices 0 0 0 24 0 1 2 66
Minority Games and stylized facts 0 0 1 20 2 2 6 55
Modeling Market Mechanism with Minority Game 0 0 0 67 0 1 4 161
News and price returns from threshold behaviour and vice-versa: exact solution of a simple agent-based market model 0 0 0 9 0 1 2 44
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation 0 0 0 35 1 3 4 16
Nonparametric sign prediction of high-dimensional correlation matrix coefficients 0 0 0 0 1 2 3 12
Nonparametric sign prediction of high-dimensional correlation matrix coefficients 0 0 0 0 0 0 1 1
On the origins of extreme wealth inequality in the Talent vs Luck Model 0 0 0 0 2 3 3 4
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 0 0 2 145
Predicting financial markets with Google Trends and not so random keywords 0 0 0 0 2 2 9 42
Predicting financial markets with Google Trends and not so random keywords 0 1 3 126 0 1 5 163
Prediction accuracy and sloppiness of log-periodic functions 0 0 0 67 3 4 5 203
Price impact in equity auctions: zero, then linear 0 1 2 10 3 4 11 26
Price return auto-correlation and predictability in agent-based models of financial markets 0 0 0 29 0 2 5 98
Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning 0 0 0 0 0 0 0 1
Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning 0 0 0 2 4 7 7 19
Recurrent Neural Networks with more flexible memory: better predictions than rough volatility 0 0 0 13 0 1 1 12
Recurrent Neural Networks with more flexible memory: better predictions than rough volatility 0 0 0 2 6 7 8 12
Regrets, learning and wisdom 0 0 0 1 1 2 2 81
Regrets, learning and wisdom 0 0 0 32 0 2 3 34
Sharper asset ranking from total drawdown durations 0 0 0 0 2 2 3 17
Sharper asset ranking from total drawdown durations 0 0 0 10 1 1 4 53
Shedding light on El Farol 0 0 0 172 1 2 3 563
Statistical Mechanics of Competitive Resource Allocation using Agent-based Models 0 0 0 18 3 5 5 75
Statistical inference of lead-lag at various timescales between asynchronous time series from p-values of transfer entropy 2 2 3 31 3 4 7 19
Statistical mechanics of competitive resource allocation using agent-based models 0 0 0 0 2 4 4 13
Statistically validated lead-lag networks and inventory prediction in the foreign exchange market 0 0 0 8 0 0 1 47
Statistically validated leadlag networks and inventory prediction in the foreign exchange market 0 0 0 5 2 3 5 25
Statistically validated network of portfolio overlaps and systemic risk 0 0 0 3 6 13 19 61
Statistically validated network of portfolio overlaps and systemic risk 0 0 0 28 3 6 8 73
Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions 0 0 0 0 0 0 1 20
Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions 0 0 0 29 0 2 4 26
Stylized facts in money markets: an empirical analysis of the eurozone data 0 0 1 7 2 6 9 15
Stylized facts of financial markets and market crashes in Minority Games 0 0 0 28 2 3 3 86
Sudden Trust Collapse in Networked Societies 0 0 0 73 1 3 7 62
Sudden trust collapse in networked societies 0 0 0 0 3 4 4 33
Taking a shower in Youth Hostels: risks and delights of heterogeneity 0 0 0 52 0 4 5 331
Testing the causality of Hawkes processes with time reversal 0 0 0 32 0 1 2 31
Testing the causality of Hawkes processes with time reversal 0 0 0 1 0 1 1 13
The Oracle estimator is suboptimal for global minimum variance portfolio optimisation 0 0 0 0 1 1 2 2
The Universal Shape of Economic Recession and Recovery after a Shock 0 0 0 106 2 3 4 301
The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures 0 0 1 18 0 0 2 95
The demise of constant price impact functions and single-time step models of speculation 0 0 0 10 0 0 0 48
The limits of statistical significance of Hawkes processes fitted to financial data 0 0 0 8 2 3 6 39
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 0 0 0 28
The market nanostructure origin of asset price time reversal asymmetry 0 0 0 0 0 2 3 17
The tick-by-tick dynamical consistency of price impact in limit order books 0 0 0 54 4 5 5 123
The universal shape of economic recession and recovery after a shock 0 0 0 23 2 4 5 102
The ups and downs of the renormalization group applied to financial time series 0 0 1 43 2 6 10 199
Trading behavior and excess volatility in toy markets 0 0 0 18 0 1 3 80
Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior 0 0 0 39 0 2 4 140
When Small Wins Big: Classification Tasks Where Compact Models Outperform Original GPT-4 0 0 2 2 0 0 13 18
When is cross impact relevant? 0 0 0 3 0 3 4 11
When is cross impact relevant? 0 0 0 0 0 0 1 2
Why have asset price properties changed so little in 200 years 0 1 2 53 2 4 7 48
Why have asset price properties changed so little in 200 years 0 0 0 0 2 5 6 18
Wisdom of the institutional crowd 0 0 0 14 1 2 3 26
Wisdom of the institutional crowd 0 0 0 9 2 2 5 38
Total Working Papers 2 5 30 2,058 113 241 434 5,797
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
Analyzing and modeling 1+1d markets 0 0 0 19 0 5 7 76
Baldovin-Stella stochastic volatility process and Wiener process mixtures 0 0 0 2 0 1 2 13
Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors 0 0 0 1 1 1 3 28
Coolen, A.C.C.: The Mathematical Theory of Minority Games. Statistical Mechanics of Interacting Agents 0 0 0 85 0 0 2 209
Covariance matrix filtering and portfolio optimisation: the average oracle vs non-linear shrinkage and all the variants of DCC-NLS 0 0 0 0 2 3 5 5
Covariance matrix filtering with bootstrapped hierarchies 0 0 0 1 0 1 2 9
Dissecting the Explanatory Power of ESG Features on Equity Returns by Sector, Capitalization, and Year with Interpretable Machine Learning 0 1 3 8 2 5 17 29
Do investors trade too much? A laboratory experiment 0 0 1 12 1 2 7 76
Emergence of cooperation and organization in an evolutionary game 0 2 9 140 1 7 23 378
Emergence of product differentiation from consumer heterogeneity and asymmetric information 0 0 0 1 2 3 3 24
Equity auction dynamics: latent liquidity models with activity acceleration 0 0 0 0 0 0 4 4
Exact Hurst exponent and crossover behavior in a limit order market model 0 0 0 2 2 4 5 31
Exact solution of a modified El Farol's bar problem: Efficiency and the role of market impact 0 0 0 8 2 3 3 72
Feedback and efficiency in limit order markets 0 0 0 4 3 3 3 22
Financial factors selection with knockoffs: Fund replication, explanatory and prediction networks 0 0 0 0 2 2 2 5
From Minority Games to real markets 0 0 0 13 1 5 6 57
Inter-pattern speculation: Beyond minority, majority and $-games 0 0 0 14 0 0 2 94
Limit order market analysis and modelling: on a universal cause for over-diffusive prices 0 0 0 8 0 0 1 24
Minority games and stylized facts 0 0 0 4 5 7 8 27
Minority games with heterogeneous timescales 0 0 0 1 0 1 1 13
Minority mechanisms in models of agents learning collectively a resource level 0 0 0 1 1 1 1 16
Modeling market mechanism with minority game 0 0 0 5 1 1 3 35
Multi-Timescale Recurrent Neural Networks Beat Rough Volatility for Intraday Volatility Prediction 0 0 0 1 0 2 4 7
Non-constant rates and over-diffusive prices in a simple model of limit order markets 0 1 1 26 1 5 5 78
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization 0 1 4 6 0 5 11 19
On the minority game: Analytical and numerical studies 0 1 1 47 1 4 7 133
Optimal approximations of power laws with exponentials: application to volatility models with long memory 0 0 0 39 2 4 5 99
PHASE TRANSITION IN A TOY MARKET 0 0 0 1 0 1 1 12
Prediction accuracy and sloppiness of log-periodic functions 0 0 1 3 2 3 13 58
Price return autocorrelation and predictability in agent-based models of financial markets 0 0 0 49 0 1 1 223
Reactive global minimum variance portfolios with k-BAHC covariance cleaning 0 0 0 1 2 3 3 6
Realistic simulation of financial markets: analyzing market behaviors by the third mode of science 1 1 1 11 1 1 1 32
Sharper asset ranking from total drawdown durations 0 0 0 2 1 1 1 18
Shedding light on El Farol 0 0 0 4 1 1 2 36
Structure-preserving desynchronization of minority games 0 0 0 1 0 0 0 19
Stylized facts in minority games with memory: a new challenge 0 0 0 2 0 1 2 12
Stylized facts of financial markets and market crashes in Minority Games 0 0 0 6 1 1 1 29
Sudden trust collapse in networked societies 0 0 0 0 2 2 2 12
THE ORIGINS OF EXTREME WEALTH INEQUALITY IN THE TALENT VERSUS LUCK MODEL 0 0 3 14 2 3 11 56
TRADING BEHAVIOR AND EXCESS VOLATILITY IN TOY MARKETS 0 0 0 1 0 0 1 10
The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books 0 0 0 16 0 3 3 65
The demise of constant price impact functions and single-time step models of speculation 0 0 0 0 0 0 0 13
The limits of statistical significance of Hawkes processes fitted to financial data 0 0 0 0 0 2 3 11
The market nanostructure origin of asset price time reversal asymmetry 0 0 0 0 1 3 3 9
The universal shape of economic recession and recovery after a shock 0 0 0 39 0 2 4 204
When is cross impact relevant? 0 0 0 0 1 3 3 3
Total Journal Articles 1 7 24 598 44 106 197 2,411

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 2 3 1,328
Minority Games: Interacting agents in financial markets 0 0 0 0 2 10 13 2,245
Total Books 0 0 0 0 2 12 16 3,573

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Statistics updated 2026-01-09