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 1 12 0 2 5 11
A minimal model of money creation within secured interbank markets 0 0 7 7 0 0 16 16
Analyzing and modelling 1+1d markets 0 0 0 27 0 1 9 119
Baldovin-Stella stochastic volatility process and Wiener process mixtures 0 0 0 12 0 1 10 79
Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps? 0 0 0 0 0 1 10 26
Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps? 0 1 1 11 0 2 15 33
Cleaning the covariance matrix of strongly nonstationary systems with time-independent eigenvalues 0 0 0 51 0 0 4 15
Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors 0 0 0 0 0 0 6 6
Comment on: Thermal model for Adaptive Competition in a Market 0 0 0 10 0 0 11 61
Consistent time travel for realistic interactions with historical data: reinforcement learning for market making 0 0 0 0 0 0 3 4
Consistent time travel for realistic interactions with historical data: reinforcement learning for market making 0 0 0 0 1 4 19 28
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 3 8 17
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 5 19 50
Covariance matrix filtering with bootstrapped hierarchies 0 0 0 6 1 1 14 25
Covariance matrix filtering with bootstrapped hierarchies 0 0 0 0 0 0 5 5
Criticality and finite size effects in a simple realistic model of stock market 0 0 0 18 0 0 8 73
Deep Prediction Of Investor Interest: a Supervised Clustering Approach 0 0 0 7 0 0 7 32
Deep Prediction of Investor Interest: a Supervised Clustering Approach 0 0 0 18 0 1 5 38
Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning 0 0 1 21 0 2 11 58
Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning 0 0 0 59 0 1 8 18
Do Google Trend data contain more predictability than price returns? 0 0 0 3 0 0 9 55
Do Google Trend data contain more predictability than price returns? 0 0 1 71 0 1 15 118
Do investors trade too much? A laboratory experiment 0 0 1 78 0 1 15 98
Do investors trade too much? A laboratory experiment 0 0 1 3 0 0 7 50
Dynamical regularities of US equities opening and closing auctions 0 0 0 7 1 3 10 39
Dynamical regularities of US equities opening and closing auctions 0 0 0 9 1 5 17 43
Emergence of product differentiation from consumer heterogeneity and asymmetric information 0 0 0 19 0 1 5 79
Equity auction dynamics: latent liquidity models with activity acceleration 0 0 0 2 0 2 7 9
Equity auction dynamics: latent liquidity models with activity acceleration 0 0 0 5 1 2 9 13
Exact Hurst exponent and crossover behavior in a limit order market model 0 0 0 28 0 1 8 97
Feedback and efficiency in limit order markets 0 0 0 20 0 0 4 65
Filtering time-dependent covariance matrices using time-independent eigenvalues 0 0 0 0 1 1 6 11
Financial factors selection with knockoffs: fund replication, explanatory and prediction networks 0 0 0 2 0 1 7 16
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 10 145
Inter-pattern speculation: beyond minority, majority and $-games 0 0 0 84 0 2 15 311
Large large-trader activity weakens the long memory of limit order markets 0 0 0 11 0 2 7 26
Large large-trader activity weakens the long memory of limit order markets 0 0 0 0 0 1 4 5
Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks 0 0 1 7 2 11 82 89
Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks 0 0 0 0 0 1 7 7
Limit order market analysis and modelling: on an universal cause for over-diffusive prices 0 0 0 24 0 0 6 71
Minority Games and stylized facts 0 0 0 20 0 2 9 61
Modeling Market Mechanism with Minority Game 0 0 0 67 0 1 7 166
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 0 0 5 48
Noise-proofing Universal Portfolio Shrinkage 0 1 1 1 0 1 13 13
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation 0 0 0 35 0 2 12 25
Nonparametric sign prediction of high-dimensional correlation matrix coefficients 0 0 0 0 0 0 3 4
Nonparametric sign prediction of high-dimensional correlation matrix coefficients 0 0 0 0 0 2 8 18
On the origins of extreme wealth inequality in the Talent vs Luck Model 0 0 0 0 0 0 6 7
One- and two-sample nonparametric tests for the signal-to-noise ratio based on record statistics 0 0 0 32 0 0 1 42
Optimal approximations of power-laws with exponentials 0 0 0 34 0 0 6 151
Optimal execution on Uniswap v2/v3 under transient price impact 0 0 2 2 0 3 11 11
Optimal risk-aware interest rates for decentralized lending protocols 0 0 1 1 0 2 6 7
Optimal risk-aware interest rates for decentralized lending protocols 1 1 2 4 2 4 19 22
Predicting financial markets with Google Trends and not so random keywords 0 0 0 0 0 2 18 56
Predicting financial markets with Google Trends and not so random keywords 0 0 1 126 0 1 6 167
Prediction accuracy and sloppiness of log-periodic functions 0 0 0 67 0 2 13 212
Price impact in equity auctions: zero, then linear 0 0 2 10 1 4 21 41
Price impact in equity auctions: zero, then linear 0 0 0 2 2 3 7 7
Price return auto-correlation and predictability in agent-based models of financial markets 0 0 0 29 0 1 10 105
Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning 0 1 1 3 2 4 18 30
Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning 0 0 0 0 0 0 4 5
Recurrent Neural Networks with more flexible memory: better predictions than rough volatility 0 0 0 2 1 1 13 17
Recurrent Neural Networks with more flexible memory: better predictions than rough volatility 0 0 0 13 0 3 7 18
Regrets, learning and wisdom 0 0 0 1 0 1 4 83
Regrets, learning and wisdom 0 0 0 32 0 0 6 38
Sharper asset ranking from total drawdown durations 0 0 0 0 0 1 7 22
Sharper asset ranking from total drawdown durations 0 0 0 10 0 0 8 60
Shedding light on El Farol 0 0 0 172 1 2 10 571
Statistical Mechanics of Competitive Resource Allocation using Agent-based Models 0 0 0 18 0 0 11 81
Statistical inference of lead-lag at various timescales between asynchronous time series from p-values of transfer entropy 0 1 4 33 1 3 29 44
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 0 0 12 59
Statistically validated leadlag networks and inventory prediction in the foreign exchange market 0 0 0 5 0 0 6 27
Statistically validated network of portfolio overlaps and systemic risk 0 0 0 28 0 0 16 81
Statistically validated network of portfolio overlaps and systemic risk 0 0 0 3 0 0 19 67
Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions 0 0 0 29 0 0 5 29
Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions 0 0 0 0 0 0 3 23
Stylized facts in money markets: an empirical analysis of the eurozone data 0 0 5 5 0 0 5 5
Stylized facts in money markets: an empirical analysis of the eurozone data 0 0 0 7 0 1 17 25
Stylized facts of financial markets and market crashes in Minority Games 0 0 0 28 0 2 13 96
Sudden Trust Collapse in Networked Societies 0 0 0 73 0 0 9 65
Sudden trust collapse in networked societies 0 0 0 0 0 1 7 36
Taking a shower in Youth Hostels: risks and delights of heterogeneity 0 0 0 52 0 0 14 340
Testing the causality of Hawkes processes with time reversal 0 0 0 1 1 1 4 16
Testing the causality of Hawkes processes with time reversal 0 0 0 32 0 0 7 36
The Oracle estimator is suboptimal for global minimum variance portfolio optimisation 0 0 0 0 0 0 4 5
The Universal Shape of Economic Recession and Recovery after a Shock 0 0 0 106 0 0 15 313
The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures 0 0 0 18 0 1 7 102
The demise of constant price impact functions and single-time step models of speculation 0 0 0 10 0 2 4 52
The limits of statistical significance of Hawkes processes fitted to financial data 0 0 0 1 0 0 2 13
The limits of statistical significance of Hawkes processes fitted to financial data 0 0 0 8 0 0 10 44
The market nanostructure origin of asset price time reversal asymmetry 0 0 0 0 0 3 10 25
The market nanostructure origin of asset price time reversal asymmetry 0 0 0 7 1 1 7 35
The tick-by-tick dynamical consistency of price impact in limit order books 0 0 0 54 0 2 8 126
The universal shape of economic recession and recovery after a shock 0 0 0 23 0 0 19 117
The ups and downs of the renormalization group applied to financial time series 0 0 0 43 2 5 28 221
Trading behavior and excess volatility in toy markets 0 0 0 18 0 0 3 82
Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior 0 0 0 39 0 2 9 147
When Small Wins Big: Classification Tasks Where Compact Models Outperform Original GPT-4 0 0 0 2 0 1 7 22
When is cross impact relevant? 0 0 0 3 0 0 4 12
When is cross impact relevant? 0 0 0 0 0 0 2 4
Why have asset price properties changed so little in 200 years 0 0 2 53 0 0 12 54
Why have asset price properties changed so little in 200 years 0 0 0 0 0 2 9 21
Wisdom of the institutional crowd 0 0 0 14 0 1 9 33
Wisdom of the institutional crowd 0 0 0 9 0 1 10 45
Total Working Papers 1 6 37 2,099 24 131 1,076 6,600
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 0 2 2 1 1 10 10
Analyzing and modeling 1+1d markets 0 0 0 19 1 2 9 80
Baldovin-Stella stochastic volatility process and Wiener process mixtures 0 0 0 2 1 3 9 21
Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors 0 0 0 1 0 1 7 34
Coolen, A.C.C.: The Mathematical Theory of Minority Games. Statistical Mechanics of Interacting Agents 0 0 0 85 1 1 7 214
Covariance matrix filtering and portfolio optimisation: the average oracle vs non-linear shrinkage and all the variants of DCC-NLS 0 1 1 1 2 5 13 14
Covariance matrix filtering with bootstrapped hierarchies 0 0 0 1 0 0 5 12
Dissecting the Explanatory Power of ESG Features on Equity Returns by Sector, Capitalization, and Year with Interpretable Machine Learning 0 1 2 9 0 1 16 39
Do investors trade too much? A laboratory experiment 0 0 2 13 1 3 15 87
Emergence of cooperation and organization in an evolutionary game 0 0 4 140 1 1 18 384
Emergence of product differentiation from consumer heterogeneity and asymmetric information 0 0 0 1 0 0 9 30
Equity auction dynamics: latent liquidity models with activity acceleration 0 0 0 0 0 0 4 7
Exact Hurst exponent and crossover behavior in a limit order market model 0 0 0 2 0 1 10 37
Exact solution of a modified El Farol's bar problem: Efficiency and the role of market impact 0 0 0 8 0 3 12 81
Feedback and efficiency in limit order markets 0 0 0 4 0 0 8 27
Financial factors selection with knockoffs: Fund replication, explanatory and prediction networks 0 0 0 0 0 1 6 9
From Minority Games to real markets 0 0 0 13 0 0 13 64
Inter-pattern speculation: Beyond minority, majority and $-games 0 0 0 14 0 0 2 96
Limit order market analysis and modelling: on a universal cause for over-diffusive prices 0 0 0 8 0 0 3 26
Minority games and stylized facts 0 0 0 4 1 1 11 30
Minority games with heterogeneous timescales 0 0 0 1 0 0 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 1 2 7 41
Multi-Timescale Recurrent Neural Networks Beat Rough Volatility for Intraday Volatility Prediction 1 1 1 2 1 1 10 15
Non-constant rates and over-diffusive prices in a simple model of limit order markets 0 0 2 27 1 1 9 82
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization 0 0 2 7 3 9 31 45
On the minority game: Analytical and numerical studies 0 1 2 48 1 4 12 140
Optimal approximations of power laws with exponentials: application to volatility models with long memory 0 0 0 39 1 2 8 103
PHASE TRANSITION IN A TOY MARKET 0 0 0 1 2 2 6 17
Prediction accuracy and sloppiness of log-periodic functions 0 0 0 3 1 1 11 65
Price return autocorrelation and predictability in agent-based models of financial markets 0 0 0 49 0 0 3 225
Reactive global minimum variance portfolios with k-BAHC covariance cleaning 2 6 6 7 8 23 35 38
Realistic simulation of financial markets: analyzing market behaviors by the third mode of science 0 0 1 11 0 0 5 36
Sharper asset ranking from total drawdown durations 0 0 0 2 0 0 6 23
Shedding light on El Farol 0 0 0 4 0 1 5 40
Structure-preserving desynchronization of minority games 0 0 0 1 0 0 4 23
Stylized facts in minority games with memory: a new challenge 0 0 0 2 0 0 4 15
Stylized facts of financial markets and market crashes in Minority Games 0 0 0 6 2 3 13 41
Sudden trust collapse in networked societies 0 0 0 0 1 2 8 18
THE ORIGINS OF EXTREME WEALTH INEQUALITY IN THE TALENT VERSUS LUCK MODEL 0 0 3 14 1 8 42 91
TRADING BEHAVIOR AND EXCESS VOLATILITY IN TOY MARKETS 0 0 0 1 0 1 4 14
The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books 0 0 0 16 0 0 4 66
The demise of constant price impact functions and single-time step models of speculation 0 0 0 0 0 0 5 18
The limits of statistical significance of Hawkes processes fitted to financial data 0 0 0 0 0 1 10 18
The market nanostructure origin of asset price time reversal asymmetry 0 0 0 0 0 1 10 16
The universal shape of economic recession and recovery after a shock 0 0 0 39 0 1 6 207
When is cross impact relevant? 0 0 0 0 1 1 5 5
Total Journal Articles 3 10 28 613 33 88 457 2,738

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 9 1,334
Minority Games: Interacting agents in financial markets 0 0 0 0 1 6 25 2,259
Total Books 0 0 0 0 1 6 34 3,593

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

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07