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 1 11 11 0 1 6 6
Analyzing and modelling 1+1d markets 0 0 0 27 0 0 1 110
Baldovin-Stella stochastic volatility process and Wiener process mixtures 0 0 0 12 0 0 0 69
Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps? 0 0 2 10 2 2 9 18
Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps? 0 0 0 0 0 0 16 16
Cleaning the covariance matrix of strongly nonstationary systems with time-independent eigenvalues 0 0 0 51 0 0 3 11
Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors 0 0 0 0 0 0 0 0
Comment on: Thermal model for Adaptive Competition in a Market 0 0 0 10 0 0 3 50
Consistent time travel for realistic interactions with historical data: reinforcement learning for market making 0 0 0 0 0 0 9 9
Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS 0 0 1 16 0 0 3 30
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 7 9
Covariance matrix filtering with bootstrapped hierarchies 0 0 0 6 0 0 1 11
Covariance matrix filtering with bootstrapped hierarchies 0 0 0 0 0 0 0 0
Criticality and finite size effects in a simple realistic model of stock market 1 1 1 18 1 1 4 65
Deep Prediction Of Investor Interest: a Supervised Clustering Approach 0 0 0 7 0 0 1 25
Deep Prediction of Investor Interest: a Supervised Clustering Approach 0 0 0 18 0 0 3 32
Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning 1 4 4 20 3 7 9 47
Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning 0 0 0 59 0 0 2 10
Do Google Trend data contain more predictability than price returns? 0 0 0 70 1 1 2 102
Do Google Trend data contain more predictability than price returns? 0 1 1 3 0 1 1 46
Do investors trade too much? A laboratory experiment 0 0 0 2 0 0 0 43
Do investors trade too much? A laboratory experiment 1 1 1 77 2 2 3 82
Dynamical regularities of US equities opening and closing auctions 0 0 1 7 0 0 2 29
Dynamical regularities of US equities opening and closing auctions 0 0 0 9 0 0 1 26
Emergence of product differentiation from consumer heterogeneity and asymmetric information 0 0 1 19 0 1 3 74
Equity auction dynamics: latent liquidity models with activity acceleration 0 0 0 5 0 0 1 4
Exact Hurst exponent and crossover behavior in a limit order market model 0 0 0 28 0 0 2 88
Feedback and efficiency in limit order markets 0 0 0 20 0 1 4 61
Filtering time-dependent covariance matrices using time-independent eigenvalues 0 0 0 0 1 2 5 5
Financial factors selection with knockoffs: fund replication, explanatory and prediction networks 0 0 0 0 0 0 1 1
Financial factors selection with knockoffs: fund replication, explanatory and prediction networks 0 0 0 2 0 0 2 9
From Minority Games to real markets 0 0 0 47 0 0 2 135
Inter-pattern speculation: beyond minority, majority and $-games 0 0 0 84 1 1 3 296
Large large-trader activity weakens the long memory of limit order markets 0 0 0 0 0 0 1 1
Large large-trader activity weakens the long memory of limit order markets 0 0 0 11 0 0 1 19
Limit order market analysis and modelling: on an universal cause for over-diffusive prices 0 0 0 24 0 0 3 65
Minority Games and stylized facts 0 0 0 19 0 0 1 50
Modeling Market Mechanism with Minority Game 0 0 0 67 0 0 2 159
News and price returns from threshold behaviour and vice-versa: exact solution of a simple agent-based market model 0 0 0 9 0 0 1 43
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation 0 0 0 35 0 0 1 12
Nonparametric sign prediction of high-dimensional correlation matrix coefficients 0 0 0 0 0 0 0 0
Nonparametric sign prediction of high-dimensional correlation matrix coefficients 0 0 0 0 0 0 0 9
On the origins of extreme wealth inequality in the Talent vs Luck Model 0 0 0 0 0 0 0 1
One- and two-sample nonparametric tests for the signal-to-noise ratio based on record statistics 0 0 0 32 0 0 1 41
Optimal approximations of power-laws with exponentials 0 0 0 34 2 2 2 145
Predicting financial markets with Google Trends and not so random keywords 0 1 1 124 0 1 2 160
Predicting financial markets with Google Trends and not so random keywords 0 0 0 0 0 4 8 38
Prediction accuracy and sloppiness of log-periodic functions 0 0 0 67 1 1 1 199
Price impact in equity auctions: zero, then linear 0 0 0 8 4 5 8 20
Price return auto-correlation and predictability in agent-based models of financial markets 0 0 0 29 0 0 2 95
Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning 0 0 0 0 0 0 1 1
Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning 0 0 0 2 0 0 1 12
Recurrent Neural Networks with more flexible memory: better predictions than rough volatility 0 0 1 13 0 0 2 11
Recurrent Neural Networks with more flexible memory: better predictions than rough volatility 0 0 0 2 0 0 0 4
Regrets, learning and wisdom 0 0 0 1 0 0 9 79
Regrets, learning and wisdom 0 0 0 32 0 0 0 31
Sharper asset ranking from total drawdown durations 0 0 0 0 0 1 2 15
Sharper asset ranking from total drawdown durations 0 0 0 10 0 1 5 52
Shedding light on El Farol 0 0 0 172 0 0 1 561
Statistical Mechanics of Competitive Resource Allocation using Agent-based Models 0 0 0 18 0 0 1 70
Statistical inference of lead-lag at various timescales between asynchronous time series from p-values of transfer entropy 1 1 1 29 1 2 4 15
Statistical mechanics of competitive resource allocation using agent-based models 0 0 0 0 0 0 0 9
Statistically validated lead-lag networks and inventory prediction in the foreign exchange market 0 0 0 8 0 0 3 47
Statistically validated leadlag networks and inventory prediction in the foreign exchange market 0 0 0 5 0 0 2 21
Statistically validated network of portfolio overlaps and systemic risk 0 0 0 3 0 0 5 47
Statistically validated network of portfolio overlaps and systemic risk 0 0 0 28 0 0 0 65
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 0 2 23
Stylized facts in money markets: an empirical analysis of the eurozone data 0 0 7 7 0 0 8 8
Stylized facts of financial markets and market crashes in Minority Games 0 0 0 28 0 0 1 83
Sudden Trust Collapse in Networked Societies 0 0 0 73 0 0 1 56
Sudden trust collapse in networked societies 0 0 0 0 0 0 0 29
Taking a shower in Youth Hostels: risks and delights of heterogeneity 0 0 0 52 0 0 0 326
Testing the causality of Hawkes processes with time reversal 0 0 0 1 0 0 0 12
Testing the causality of Hawkes processes with time reversal 0 0 0 32 0 0 1 29
The Oracle estimator is suboptimal for global minimum variance portfolio optimisation 0 0 0 0 0 0 1 1
The Universal Shape of Economic Recession and Recovery after a Shock 0 0 0 106 0 0 2 298
The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures 0 1 1 18 0 1 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 0 0 2 34
The limits of statistical significance of Hawkes processes fitted to financial data 0 0 0 1 0 0 1 11
The market nanostructure origin of asset price time reversal asymmetry 0 0 0 7 0 0 2 28
The market nanostructure origin of asset price time reversal asymmetry 0 0 0 0 0 0 1 14
The tick-by-tick dynamical consistency of price impact in limit order books 0 0 0 54 0 0 1 118
The universal shape of economic recession and recovery after a shock 0 0 0 23 0 0 2 98
The ups and downs of the renormalization group applied to financial time series 0 1 1 43 0 3 4 193
Trading behavior and excess volatility in toy markets 0 0 0 18 0 0 3 79
Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior 0 0 0 39 0 1 3 138
When Small Wins Big: Classification Tasks Where Compact Models Outperform Original GPT-4 0 0 2 2 2 2 15 15
When is cross impact relevant? 0 0 0 0 0 0 1 1
When is cross impact relevant? 0 0 0 3 0 0 1 8
Why have asset price properties changed so little in 200 years 0 0 0 51 0 0 2 41
Why have asset price properties changed so little in 200 years 0 0 0 0 0 0 2 12
Wisdom of the institutional crowd 0 0 0 14 0 1 2 24
Wisdom of the institutional crowd 0 0 0 9 1 1 3 35
Total Working Papers 4 12 37 2,048 22 47 243 5,493
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 1 19 0 2 4 71
Baldovin-Stella stochastic volatility process and Wiener process mixtures 0 0 0 2 1 1 1 12
Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors 0 0 0 1 0 1 2 26
Coolen, A.C.C.: The Mathematical Theory of Minority Games. Statistical Mechanics of Interacting Agents 0 0 0 85 0 0 0 207
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 0 1 1
Covariance matrix filtering with bootstrapped hierarchies 0 0 0 1 0 0 1 7
Dissecting the Explanatory Power of ESG Features on Equity Returns by Sector, Capitalization, and Year with Interpretable Machine Learning 0 0 7 7 2 6 20 23
Do investors trade too much? A laboratory experiment 0 0 0 11 0 0 2 70
Emergence of cooperation and organization in an evolutionary game 1 1 8 134 2 2 21 363
Emergence of product differentiation from consumer heterogeneity and asymmetric information 0 0 0 1 0 0 0 21
Equity auction dynamics: latent liquidity models with activity acceleration 0 0 0 0 3 3 3 3
Exact Hurst exponent and crossover behavior in a limit order market model 0 0 0 2 0 0 0 26
Exact solution of a modified El Farol's bar problem: Efficiency and the role of market impact 0 0 1 8 0 0 2 69
Feedback and efficiency in limit order markets 0 0 0 4 0 0 1 19
Financial factors selection with knockoffs: Fund replication, explanatory and prediction networks 0 0 0 0 0 0 1 3
From Minority Games to real markets 0 0 0 13 0 0 1 51
Inter-pattern speculation: Beyond minority, majority and $-games 0 0 0 14 0 0 3 93
Limit order market analysis and modelling: on a universal cause for over-diffusive prices 0 0 0 8 0 0 1 23
Minority games and stylized facts 0 0 0 4 0 0 0 19
Minority games with heterogeneous timescales 0 0 0 1 0 0 0 12
Minority mechanisms in models of agents learning collectively a resource level 0 0 0 1 0 0 0 15
Modeling market mechanism with minority game 0 0 0 5 0 0 3 34
Multi-Timescale Recurrent Neural Networks Beat Rough Volatility for Intraday Volatility Prediction 0 0 1 1 0 1 4 5
Non-constant rates and over-diffusive prices in a simple model of limit order markets 0 0 0 25 0 0 2 73
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization 0 2 3 4 1 4 8 12
On the minority game: Analytical and numerical studies 0 0 1 46 1 1 7 128
Optimal approximations of power laws with exponentials: application to volatility models with long memory 0 0 1 39 0 0 2 94
PHASE TRANSITION IN A TOY MARKET 0 0 0 1 0 0 0 11
Prediction accuracy and sloppiness of log-periodic functions 0 1 1 3 4 8 9 54
Price return autocorrelation and predictability in agent-based models of financial markets 0 0 0 49 0 0 0 222
Reactive global minimum variance portfolios with k-BAHC covariance cleaning 0 0 0 1 0 0 1 3
Realistic simulation of financial markets: analyzing market behaviors by the third mode of science 0 0 0 10 0 0 0 31
Sharper asset ranking from total drawdown durations 0 0 1 2 0 0 2 17
Shedding light on El Farol 0 0 0 4 0 0 0 34
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 0 1 11
Stylized facts of financial markets and market crashes in Minority Games 0 0 0 6 0 0 1 28
Sudden trust collapse in networked societies 0 0 0 0 0 0 0 10
THE ORIGINS OF EXTREME WEALTH INEQUALITY IN THE TALENT VERSUS LUCK MODEL 0 0 4 11 2 2 10 47
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 0 0 62
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 0 1 8
The market nanostructure origin of asset price time reversal asymmetry 0 0 0 0 0 0 1 6
The universal shape of economic recession and recovery after a shock 0 0 0 39 0 0 1 201
When is cross impact relevant? 0 0 0 0 0 0 0 0
Total Journal Articles 1 4 29 582 16 31 118 2,267


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 0 5 1,325
Minority Games: Interacting agents in financial markets 0 0 0 0 1 1 8 2,233
Total Books 0 0 0 0 1 1 13 3,558


Statistics updated 2025-07-04