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Damien Challet

Identifiers

  • name variant Damien Challet 0.60 · backfill

Papers (53)

  1. Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions q-fin.ST · 2018 · author #1
  2. Large large-trader activity weakens the long memory of limit order markets q-fin.ST · 2018 · author #2
  3. Dynamical regularities of US equities opening and closing auctions q-fin.TR · 2018 · author #1
  4. Testing the causality of Hawkes processes with time reversal q-fin.ST · 2017 · author #2
  5. Wisdom of the institutional crowd q-fin.ST · 2017 · author #2
  6. Statistically validated lead-lag networks and inventory prediction in the foreign exchange market q-fin.TR · 2016 · author #1
  7. Regrets, learning and wisdom physics.soc-ph · 2016 · author #1
  8. Why have asset price properties changed so little in 200 years q-fin.GN · 2016 · author #2
  9. Statistically validated network of portfolio overlaps and systemic risk q-fin.RM · 2016 · author #5
  10. Do investors trade too much? A laboratory experiment q-fin.GN · 2015 · author #4
  11. Sharper asset ranking from total drawdown durations q-fin.ST · 2015 · author #1
  12. One- and two-sample nonparametric tests for the signal-to-noise ratio based on record statistics stat.ME · 2015 · author #1
  13. Sudden Trust Collapse in Networked Societies physics.soc-ph · 2014 · author #3
  14. The limits of statistical significance of Hawkes processes fitted to financial data q-fin.ST · 2014 · author #2
  15. Do Google Trend data contain more predictability than price returns? q-fin.TR · 2014 · author #1
  16. Predicting financial markets with Google Trends and not so random keywords q-fin.ST · 2013 · author #1
  17. Statistical Mechanics of Competitive Resource Allocation using Agent-based Models physics.soc-ph · 2013 · author #2
  18. Prediction accuracy and sloppiness of log-periodic functions q-fin.ST · 2010 · author #2
  19. Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior q-fin.TR · 2009 · author #2
  20. Structure-preserving desynchronization of minority games physics.soc-ph · 2009 · author #2
  21. The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures physics.data-an · 2008 · author #1
  22. Emergence of product differentiation from consumer heterogeneity and asymmetric information q-fin.TR · 2008 · author #4
  23. Fat tails, long memory, maturity and ageing in open-source software projects physics.soc-ph · 2008 · author #1
  24. The universal shape of economic recession and recovery after a shock q-fin.GN · 2008 · author #1
  25. Dynamical instabilities in a simple minority game with discounting physics.soc-ph · 2008 · author #1
  26. Taking a shower in Youth Hostels: risks and delights of heterogeneity physics.soc-ph · 2008 · author #2
  27. Feedback and efficiency in limit order markets q-fin.TR · 2007 · author #1
  28. The tick-by-tick dynamical consistency of price impact in limit order books physics.soc-ph · 2007 · author #1
  29. The demise of constant price impact functions and single-time step models of speculation physics.soc-ph · 2006 · author #1
  30. Optimal approximations of power-laws with exponentials physics.data-an · 2006 · author #2
  31. News and price returns from threshold behaviour and vice-versa: exact solution of a simple agent-based market model physics.soc-ph · 2005 · author #1
  32. Minority Games with heterogeneous timescales physics.soc-ph · 2005 · author #2
  33. Inter-pattern speculation: beyond minority, majority and $-games physics.soc-ph · 2005 · author #1
  34. Optimal static and dynamic recycling of defective binary devices cond-mat.dis-nn · 2004 · author #1
  35. Minority games with finite score memory cond-mat.dis-nn · 2004 · author #1
  36. Price return auto-correlation and predictability in agent-based models of financial markets cond-mat.stat-mech · 2004 · author #1
  37. Stylized facts in minority games with memory: a new challenge cond-mat.stat-mech · 2004 · author #1
  38. Minority mechanisms in models of agents learning collectively a resource level cond-mat.stat-mech · 2003 · author #1
  39. Closed source versus open source in a model of software bug dynamics cond-mat.stat-mech · 2003 · author #1
  40. Bug propagation and debugging in asymmetric software structures cond-mat.stat-mech · 2003 · author #1
  41. Shedding light on El Farol cond-mat.stat-mech · 2003 · author #1
  42. Limit order market analysis and modelling: on an universal cause for over-diffusive prices cond-mat.stat-mech · 2002 · author #1
  43. Criticality and finite size effects in a simple realistic model of stock market cond-mat.stat-mech · 2002 · author #1
  44. Competition between adaptive agents: from learning to collective efficiency and back cond-mat · 2002 · author #1
  45. Exclusion particle models of limit order financial markets cond-mat · 2002 · author #1
  46. Analyzing and modelling 1+1d markets cond-mat.stat-mech · 2001 · author #1
  47. Stylized facts of financial markets and market crashes in Minority Games cond-mat.stat-mech · 2001 · author #1
  48. Relevance of memory in Minority Games cond-mat.stat-mech · 2000 · author #1
  49. Modeling Market Mechanism with Minority Game cond-mat.stat-mech · 1999 · author #1
  50. Exact solution of a modified El Farol's bar problem: Efficiency and the role of market impact cond-mat.stat-mech · 1999 · author #2
  51. Phase Transition and Symmetry Breaking in the Minority Game cond-mat.stat-mech · 1999 · author #1
  52. On the Minority Game : Analytical and Numerical Studies cond-mat.stat-mech · 1998 · author #1
  53. Emergence of Cooperation and Organization in an Evolutionary Game adap-org · 1997 · author #1

Mentions

  • 1409.8321 #3 · backfill · confidence 0.70 Damien Challet
  • 1406.3967 #2 · backfill · confidence 0.70 Damien Challet
  • 1403.1715 #1 · backfill · confidence 0.70 Damien Challet
  • 1307.4643 #1 · backfill · confidence 0.70 Damien Challet
  • 1305.2121 #2 · backfill · confidence 0.70 Damien Challet
  • 1006.2010 #2 · backfill · confidence 0.70 Damien Challet
  • 0912.4723 #2 · backfill · confidence 0.70 Damien Challet
  • 0901.2078 #2 · backfill · confidence 0.70 Damien Challet
  • 0807.4163 #1 · backfill · confidence 0.70 Damien Challet
  • 0804.1229 #4 · backfill · confidence 0.70 Damien Challet
  • 0802.3170 #1 · backfill · confidence 0.70 Damien Challet
  • 0802.2004 #1 · backfill · confidence 0.70 Damien Challet
  • 0802.1054 #1 · backfill · confidence 0.70 Damien Challet
  • 0801.1573 #2 · backfill · confidence 0.70 Damien Challet
  • 0709.3005 #1 · backfill · confidence 0.70 Damien Challet

Frequent Coauthors