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Filtering time-dependent covariance matrices using time-independent eigenvalues

Journal of statistical mechanics, 2023-02, Vol.2023 (2), p.23402

2023

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Emergence of cooperation and organization in an evolutionary game

Physica A, 1997-12, Vol.246 (3), p.407-418

1997

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Baldovin-Stella stochastic volatility process and Wiener process mixtures

The European physical journal. B, Condensed matter physics, 2012-08, Vol.85 (8), Article 276

2012

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Modeling market mechanism with minority game

Physica A, 2000-02, Vol.276 (1), p.284-315

2000

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Le bazar de l’hôtel de ville: Les attributs matériels du gouvernement urbain dans le Midi médiéval

2016

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Exact Hurst exponent and crossover behavior in a limit order market model

Physica A, 2002-12, Vol.316 (1), p.430-440

2002

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Dynamical instabilities in a simple minority game with discounting

Journal of statistical mechanics, 2008-04, Vol.2008 (4), p.L04004

2008

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Emergence of product differentiation from consumer heterogeneity and asymmetric information

The European physical journal. B, Condensed matter physics, 2008-07, Vol.64 (2), p.293-300

2008

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Inter-pattern speculation: Beyond minority, majority and $-games

Journal of economic dynamics & control, 2008, Vol.32 (1), p.85-100

Challet, Damien

2008

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Récit et justice: France, Italie, Espagne, XIVe-XIXe siècles

2014

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Comment on "Thermal model for adaptive competition in a market"

Physical review letters, 2000-12, Vol.85 (23), p.5008-5008

2000

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Statistical mechanics of systems with heterogeneous agents: minority games

Physical review letters, 2000-02, Vol.84 (8), p.1824-1827

2000

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On the minority game: Analytical and numerical studies

Physica A, 1998-08, Vol.256 (3), p.514-532

1998

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Minority games with finite score memory

Journal of statistical mechanics, 2006-03, Vol.2006 (3), p.P03004-P03004

2006

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Analyzing and modeling 1+1d markets

Physica A, 2001-11, Vol.300 (1-2), p.285-299

2001

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Minority mechanisms in models of agents learning collectively a resource level

Physica A, 2004-12, Vol.344 (1), p.24-29

Challet, Damien

2004

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Stylized facts of financial markets and market crashes in Minority Games

Physica A, 2001-05, Vol.294 (3), p.514-524

2001

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Structure-preserving desynchronization of minority games

The European physical journal. B, Condensed matter physics, 2009-10, Vol.71 (4), p.573-577

2009

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Exact solution of a modified El Farol's bar problem: Efficiency and the role of market impact

Physica A, 2000-06, Vol.280 (3), p.522-553

2000

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Shedding light on El Farol

Physica A, 2004-02, Vol.332, p.469-482

2004

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Structure-preserving desynchronization of minority games: Topical issue on Risk, Markets, Games, and Networks

The European physical journal. B, Condensed matter physics, 2009, Vol.71 (4), p.573-577

2009

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Multiscale modeling, stochastic and asymptotic approaches for analyzing neural networks based on synaptic dynamics

ESAIM. Proceedings and surveys, 2014-12, Vol.47, p.36-54

2014

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Modeling heterogeneity in random graphs through latent space models: a selective review

ESAIM. Proceedings and surveys, 2014-12, Vol.47, p.55-74

2014

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The resistance of the respiratory system, from top to bottom

ESAIM. Proceedings and surveys, 2014-12, Vol.47, p.75-96

2014

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Branching and aggregation in self-reproducing systems

ESAIM. Proceedings and surveys, 2014-12, Vol.47, p.116-129

2014

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Filtering time-dependent covariance matrices using time-independent eigenvalues

Emergence of cooperation and organization in an evolutionary game

Baldovin-Stella stochastic volatility process and Wiener process mixtures

Modeling market mechanism with minority game

Le bazar de l’hôtel de ville: Les attributs matériels du gouvernement urbain dans le Midi médiéval

Exact Hurst exponent and crossover behavior in a limit order market model

Dynamical instabilities in a simple minority game with discounting

Emergence of product differentiation from consumer heterogeneity and asymmetric information

Inter-pattern speculation: Beyond minority, majority and $-games

Récit et justice: France, Italie, Espagne, XIVe-XIXe siècles

Comment on "Thermal model for adaptive competition in a market"

Statistical mechanics of systems with heterogeneous agents: minority games

On the minority game: Analytical and numerical studies

Minority games with finite score memory

Analyzing and modeling 1+1d markets

Minority mechanisms in models of agents learning collectively a resource level

Stylized facts of financial markets and market crashes in Minority Games

Structure-preserving desynchronization of minority games

Exact solution of a modified El Farol's bar problem: Efficiency and the role of market impact

Shedding light on El Farol

Structure-preserving desynchronization of minority games: Topical issue on Risk, Markets, Games, and Networks

Multiscale modeling, stochastic and asymptotic approaches for analyzing neural networks based on synaptic dynamics

Modeling heterogeneity in random graphs through latent space models: a selective review

The resistance of the respiratory system, from top to bottom

Branching and aggregation in self-reproducing systems

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