The following pages link to Damien Challet (Q844568):
Displaying 27 items.
- Sharper asset ranking from total drawdown durations (Q103808) (← links)
- (Q184331) (redirect page) (← links)
- Inter-pattern speculation: beyond minority, majority and \$-games (Q844569) (← links)
- Emergence of product differentiation from consumer heterogeneity and asymmetric information (Q978618) (← links)
- Exact Hurst exponent and crossover behavior in a limit order market model (Q1847461) (← links)
- Limit order market analysis and modelling: on a universal cause for over-diffusive prices (Q1873948) (← links)
- (Q2863164) (← links)
- The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books (Q2889582) (← links)
- Optimal static and dynamic recycling of defective binary devices (Q3160121) (← links)
- Price return autocorrelation and predictability in agent-based models of financial markets (Q3375401) (← links)
- News and price returns from threshold behaviour and vice-versa: exact solution of an agent-based market model (Q3421674) (← links)
- TRADING BEHAVIOR AND EXCESS VOLATILITY IN TOY MARKETS (Q4425245) (← links)
- PHASE TRANSITION IN A TOY MARKET (Q4521270) (← links)
- Non-constant rates and over-diffusive prices in a simple model of limit order markets (Q4647254) (← links)
- A Robust Measure of Investor Contrarian Behaviour (Q4687375) (← links)
- (Q4828272) (← links)
- Testing the causality of Hawkes processes with time reversal (Q4964526) (← links)
- Minority games with finite score memory (Q4968357) (← links)
- The market nanostructure origin of asset price time reversal asymmetry (Q4991075) (← links)
- The limits of statistical significance of Hawkes processes fitted to financial data (Q5001105) (← links)
- Deep prediction of investor interest: A supervised clustering approach (Q5156838) (← links)
- Strategic Behaviour and Indicative Price Diffusion in Paris Stock Exchange Auctions (Q5227349) (← links)
- Optimal approximations of power laws with exponentials: application to volatility models with long memory (Q5440097) (← links)
- Filtering time-dependent covariance matrices using time-independent eigenvalues (Q5880290) (← links)
- Sudden trust collapse in networked societies (Q6176953) (← links)
- STATISTICALLY VALIDATED LEAD-LAG NETWORKS AND INVENTORY PREDICTION IN THE FOREIGN EXCHANGE MARKET (Q6203296) (← links)
- The origins of extreme wealth inequality in the talent versus luck model (Q6497525) (← links)
