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Damien Challet
Damien Challet
Laboratoire MICS, CentraleSupélec, Université Paris Saclay
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Emergence of cooperation and organization in an evolutionary game
D Challet, YC Zhang
Physica A: Statistical Mechanics and its Applications 246 (3-4), 407-418, 1997
15791997
Minority games: interacting agents in financial markets
D Challet, M Marsili, YC Zhang
OUP Oxford, 2004
6702004
On the minority game: Analytical and numerical studies
D Challet, YC Zhang
Physica A: Statistical Mechanics and its applications 256 (3-4), 514-532, 1998
5591998
Statistical mechanics of systems with heterogeneous agents: Minority games
D Challet, M Marsili, R Zecchina
Physical Review Letters 84 (8), 1824, 2000
3492000
Phase transition and symmetry breaking in the minority game
D Challet, M Marsili
Physical Review E 60 (6), R6271, 1999
2651999
Modeling market mechanism with minority game
D Challet, M Marsili, YC Zhang
Physica A: Statistical Mechanics and its Applications 276 (1-2), 284-315, 2000
2622000
Stylized facts of financial markets and market crashes in minority games
D Challet, M Marsili, YC Zhang
Physica A: Statistical Mechanics and its Applications 294 (3-4), 514-524, 2001
2522001
From minority games to real markets
D Challet, A Chessa, M Marsili, YC Zhang
Taylor & Francis Group 1 (1), 168-176, 2001
1932001
Analyzing and modeling 1+ 1d markets
D Challet, R Stinchcombe
Physica A: Statistical Mechanics and its Applications 300 (1-2), 285-299, 2001
1902001
Exact solution of a modified El Farol's bar problem: Efficiency and the role of market impact
M Marsili, D Challet, R Zecchina
Physica A: Statistical Mechanics and its Applications 280 (3-4), 522-553, 2000
1752000
Criticality and market efficiency in a simple realistic model of the stock market
D Challet, M Marsili
Physical Review E 68 (3), 036132, 2003
118*2003
Statistical mechanics of competitive resource allocation using agent-based models
A Chakraborti, D Challet, A Chatterjee, M Marsili, YC Zhang, ...
Physics Reports 552, 1-25, 2015
1112015
Relevance of memory in minority games
D Challet, M Marsili
Physical Review E 62 (2), 1862, 2000
1102000
Statistically validated network of portfolio overlaps and systemic risk
S Gualdi, G Cimini, K Primicerio, R Di Clemente, D Challet
Scientific reports 6 (1), 39467, 2016
992016
Continuum time limit and stationary states of the minority game
M Marsili, D Challet
Physical Review E 64 (5), 056138, 2001
972001
Do Google Trend data contain more predictability than price returns?
D Challet, ABH Ayed
Journal of Investment Strategies 4 (2), 2015
75*2015
Shedding light on el farol
D Challet, M Marsili, G Ottino
Physica A: Statistical Mechanics and Its Applications 332, 469-482, 2004
752004
The limits of statistical significance of Hawkes processes fitted to financial data
M Lallouache, D Challet
Quantitative Finance 16 (1), 1-11, 2016
56*2016
Bug propagation and debugging in asymmetric software structures
D Challet, A Lombardoni
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 70 (4 …, 2004
562004
Trading behavior and excess volatility in toy markets
M Marsili, D Challet
Advances in Complex Systems 4 (01), 3-17, 2001
542001
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Artículos 1–20