Damien Challet
Names
| first: |
Damien |
| last: |
Challet |
Identifer
Contact
Affiliations
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Ecole Centrale Paris, Laboratoire de mathématiques appliquées aux systèmes
- http://www.mas.ecp.fr
- location: Châtenay-Malabry
Research profile
author of:
- Feedback and efficiency in limit order markets (RePEc:arx:papers:0709.3005)
by Damien Challet - The universal shape of economic recession and recovery after a shock (RePEc:arx:papers:0802.2004)
by Damien Challet & Sorin Solomon & Gur Yaari - Emergence of product differentiation from consumer heterogeneity and asymmetric information (RePEc:arx:papers:0804.1229)
by Linyuan Lu & Matus Medo & Yi-Cheng Zhang & Damien Challet - The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures (RePEc:arx:papers:0807.4163)
by Damien Challet & Pier Paolo Peirano - Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior (RePEc:arx:papers:0912.4723)
by David Morton de Lachapelle & Damien Challet - Prediction accuracy and sloppiness of log-periodic functions (RePEc:arx:papers:1006.2010)
by David Br'ee & Damien Challet & Pier Paolo Peirano - Statistical Mechanics of Competitive Resource Allocation using Agent-based Models (RePEc:arx:papers:1305.2121)
by Anirban Chakraborti & Damien Challet & Arnab Chatterjee & Matteo Marsili & Yi-Cheng Zhang & Bikas K. Chakrabarti - Predicting financial markets with Google Trends and not so random keywords (RePEc:arx:papers:1307.4643)
by Damien Challet & Ahmed Bel Hadj Ayed - Do Google Trend data contain more predictability than price returns? (RePEc:arx:papers:1403.1715)
by Damien Challet & Ahmed Bel Hadj Ayed - The limits of statistical significance of Hawkes processes fitted to financial data (RePEc:arx:papers:1406.3967)
by Mehdi Lallouache & Damien Challet - Sudden Trust Collapse in Networked Societies (RePEc:arx:papers:1409.8321)
by Jo~ao da Gama Batista & Jean-Philippe Bouchaud & Damien Challet - One- and two-sample nonparametric tests for the signal-to-noise ratio based on record statistics (RePEc:arx:papers:1502.05367)
by Damien Challet - Sharper asset ranking from total drawdown durations (RePEc:arx:papers:1505.01333)
by Damien Challet - Do investors trade too much? A laboratory experiment (RePEc:arx:papers:1512.03743)
by Joao da Gama Batista & Domenico Massaro & Jean-Philippe Bouchaud & Damien Challet & Cars Hommes - Statistically validated network of portfolio overlaps and systemic risk (RePEc:arx:papers:1603.05914)
by Stanislao Gualdi & Giulio Cimini & Kevin Primicerio & Riccardo Di Clemente & Damien Challet - Why have asset price properties changed so little in 200 years (RePEc:arx:papers:1605.00634)
by Jean-Philippe Bouchaud & Damien Challet - Regrets, learning and wisdom (RePEc:arx:papers:1605.01052)
by Damien Challet - Statistically validated lead-lag networks and inventory prediction in the foreign exchange market (RePEc:arx:papers:1609.04640)
by Damien Challet & R'emy Chicheportiche & Mehdi Lallouache & Serge Kassibrakis - Wisdom of the institutional crowd (RePEc:arx:papers:1703.01989)
by Kevin Primicerio & Damien Challet & Stanislao Gualdi - Testing the causality of Hawkes processes with time reversal (RePEc:arx:papers:1709.08516)
by Marcus Cordi & Damien Challet & Ioane Muni Toke - Dynamical regularities of US equities opening and closing auctions (RePEc:arx:papers:1802.01921)
by Damien Challet & Nikita Gourianov - Large large-trader activity weakens the long memory of limit order markets (RePEc:arx:papers:1803.08390)
by Kevin Primicerio & Damien Challet - Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions (RePEc:arx:papers:1807.00573)
by Damien Challet - The market nanostructure origin of asset price time reversal asymmetry (RePEc:arx:papers:1901.00834)
by Marcus Cordi & Damien Challet & Serge Kassibrakis - Deep Prediction of Investor Interest: a Supervised Clustering Approach (RePEc:arx:papers:1909.05289)
by Baptiste Barreau & Laurent Carlier & Damien Challet - Nonparametric sign prediction of high-dimensional correlation matrix coefficients (RePEc:arx:papers:2001.11214)
by Christian Bongiorno & Damien Challet - Covariance matrix filtering with bootstrapped hierarchies (RePEc:arx:papers:2003.05807)
by Christian Bongiorno & Damien Challet - Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning (RePEc:arx:papers:2005.08703)
by Christian Bongiorno & Damien Challet - Financial factors selection with knockoffs: fund replication, explanatory and prediction networks (RePEc:arx:papers:2103.05921)
by Damien Challet & Christian Bongiorno & Guillaume Pelletier - Cleaning the covariance matrix of strongly nonstationary systems with time-independent eigenvalues (RePEc:arx:papers:2111.13109)
by Christian Bongiorno & Damien Challet & Gr'egoire Loeper - Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation (RePEc:arx:papers:2112.07521)
by Christian Bongiorno & Damien Challet - Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning (RePEc:arx:papers:2201.04393)
by J'er'emi Assael & Laurent Carlier & Damien Challet - Statistical inference of lead-lag at various timescales between asynchronous time series from p-values of transfer entropy (RePEc:arx:papers:2206.10173)
by Christian Bongiorno & Damien Challet - Price impact in equity auctions: zero, then linear (RePEc:arx:papers:2301.05677)
by Mohammed Salek & Damien Challet & Ioane Muni Toke - When is cross impact relevant? (RePEc:arx:papers:2305.16915)
by Victor Le Coz & Iacopo Mastromatteo & Damien Challet & Michael Benzaquen - Recurrent Neural Networks with more flexible memory: better predictions than rough volatility (RePEc:arx:papers:2308.08550)
by Damien Challet & Vincent Ragel - Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS (RePEc:arx:papers:2309.17219)
by Christian Bongiorno & Damien Challet - Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps? (RePEc:arx:papers:2401.05447)
by Baptiste Lefort & Eric Benhamou & Jean-Jacques Ohana & David Saltiel & Beatrice Guez & Damien Challet - Equity auction dynamics: latent liquidity models with activity acceleration (RePEc:arx:papers:2401.06724)
by Mohammed Salek & Damien Challet & Ioane Muni Toke - Comment on: Thermal model for Adaptive Competition in a Market (RePEc:arx:papers:cond-mat/0004308)
by D. Challet & M. Marsili & R. Zecchina - Trading behavior and excess volatility in toy markets (RePEc:arx:papers:cond-mat/0004376)
by M. Marsili & D. Challet - From Minority Games to real markets (RePEc:arx:papers:cond-mat/0011042)
by D. Challet & A. Chessa & M. Marsili & Y. -C. Zhang - Stylized facts of financial markets and market crashes in Minority Games (RePEc:arx:papers:cond-mat/0101326)
by Damien Challet & Matteo Marsili & Yi-Cheng Zhang - Minority Games and stylized facts (RePEc:arx:papers:cond-mat/0103024)
by D. Challet & M. Marsili & Y. -C. Zhang - Analyzing and modelling 1+1d markets (RePEc:arx:papers:cond-mat/0106114)
by Damien Challet & Robin Stinchcombe - Exact Hurst exponent and crossover behavior in a limit order market model (RePEc:arx:papers:cond-mat/0206446)
by R. D. Willmann & G. M. Schuetz & D. Challet - Criticality and finite size effects in a simple realistic model of stock market (RePEc:arx:papers:cond-mat/0210549)
by Damien Challet & Matteo Marsili - Limit order market analysis and modelling: on an universal cause for over-diffusive prices (RePEc:arx:papers:cond-mat/0211082)
by Damien Challet & Robin Stinchcombe - Price return auto-correlation and predictability in agent-based models of financial markets (RePEc:arx:papers:cond-mat/0404264)
by Damien Challet & Tobias Galla - Modeling Market Mechanism with Minority Game (RePEc:arx:papers:cond-mat/9909265)
by Damien Challet & Matteo Marsili & Yi-Cheng Zhang - News and price returns from threshold behaviour and vice-versa: exact solution of a simple agent-based market model (RePEc:arx:papers:physics/0510257)
by Damien Challet - Optimal approximations of power-laws with exponentials (RePEc:arx:papers:physics/0605149)
by Thierry Bochud & Damien Challet - The demise of constant price impact functions and single-time step models of speculation (RePEc:arx:papers:physics/0608013)
by Damien Challet - The tick-by-tick dynamical consistency of price impact in limit order books (RePEc:arx:papers:physics/0702210)
by Damien Challet - Inter-pattern speculation: Beyond minority, majority and $-games (RePEc:eee:dyncon:v:32:y:2008:i:1:p:85-100)
by Challet, Damien - Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization (RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005608)
by Bongiorno, Christian & Challet, Damien - Do investors trade too much? A laboratory experiment (RePEc:eee:jeborg:v:140:y:2017:i:c:p:18-34)
by da Gama Batista, João & Massaro, Domenico & Bouchaud, Jean-Philippe & Challet, Damien & Hommes, Cars - Emergence of cooperation and organization in an evolutionary game (RePEc:eee:phsmap:v:246:y:1997:i:3:p:407-418)
by Challet, D. & Zhang, Y.-C. - On the minority game: Analytical and numerical studies (RePEc:eee:phsmap:v:256:y:1998:i:3:p:514-532)
by Challet, Damien & Zhang, Yi-Cheng - Modeling market mechanism with minority game (RePEc:eee:phsmap:v:276:y:2000:i:1:p:284-315)
by Challet, Damien & Marsili, Matteo & Zhang, Yi-Cheng - Exact solution of a modified El Farol's bar problem: Efficiency and the role of market impact (RePEc:eee:phsmap:v:280:y:2000:i:3:p:522-553)
by Marsili, Matteo & Challet, Damien & Zecchina, Riccardo - Stylized facts of financial markets and market crashes in Minority Games (RePEc:eee:phsmap:v:294:y:2001:i:3:p:514-524)
by Challet, Damien & Marsili, Matteo & Zhang, Yi-Cheng - Minority games and stylized facts (RePEc:eee:phsmap:v:299:y:2001:i:1:p:228-233)
by Challet, Damien & Marsili, Matteo & Zhang, Yi-Cheng - Analyzing and modeling 1+1d markets (RePEc:eee:phsmap:v:300:y:2001:i:1:p:285-299)
by Challet, Damien & Stinchcombe, Robin - Exact Hurst exponent and crossover behavior in a limit order market model (RePEc:eee:phsmap:v:316:y:2002:i:1:p:430-440)
by Willmann, R.D & Schütz, G.M & Challet, D - Limit order market analysis and modelling: on a universal cause for over-diffusive prices (RePEc:eee:phsmap:v:324:y:2003:i:1:p:141-145)
by Challet, Damien & Stinchcombe, Robin - Shedding light on El Farol (RePEc:eee:phsmap:v:332:y:2004:i:c:p:469-482)
by Challet, Damien & Marsili, M & Ottino, Gabriele - Stylized facts in minority games with memory: a new challenge (RePEc:eee:phsmap:v:338:y:2004:i:1:p:143-150)
by Challet, Damien & Marsili, Matteo & De Martino, Andrea - Minority mechanisms in models of agents learning collectively a resource level (RePEc:eee:phsmap:v:344:y:2004:i:1:p:24-29)
by Challet, Damien - Minority games with heterogeneous timescales (RePEc:eee:phsmap:v:365:y:2006:i:2:p:529-542)
by Mosetti, Giancarlo & Challet, Damien & Zhang, Yi-Cheng - The demise of constant price impact functions and single-time step models of speculation (RePEc:eee:phsmap:v:382:y:2007:i:1:p:29-35)
by Challet, Damien - Feedback and efficiency in limit order markets (RePEc:eee:phsmap:v:387:y:2008:i:15:p:3831-3836)
by Challet, Damien - Financial factors selection with knockoffs: Fund replication, explanatory and prediction networks (RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121003782)
by Challet, Damien & Bongiorno, Christian & Pelletier, Guillaume - Dissecting the Explanatory Power of ESG Features on Equity Returns by Sector, Capitalization, and Year with Interpretable Machine Learning (RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:159-:d:1084600)
by Jérémi Assael & Laurent Carlier & Damien Challet - Baldovin-Stella stochastic volatility process and Wiener process mixtures (RePEc:hal:journl:hal-00734355)
by Pier Paolo Peirano & Damien Challet - Statistical mechanics of competitive resource allocation using agent-based models (RePEc:hal:journl:hal-00834380)
by Anirban Chakraborti & Damien Challet & Arnab Chatterjee & Matteo Marsili & Yi-Cheng Zhang & Bikas K. Chakrabarti - Do Google Trend data contain more predictability than price returns? (RePEc:hal:journl:hal-00960875)
by Damien Challet & Ahmed Bel Hadj Ayed - Sudden trust collapse in networked societies (RePEc:hal:journl:hal-01119120)
by João da Gama Batista & Jean-Philippe Bouchaud & Damien Challet - The limits of statistical significance of Hawkes processes fitted to financial data (RePEc:hal:journl:hal-01134105)
by Mehdi Lallouache & Damien Challet - Sharper asset ranking from total drawdown durations (RePEc:hal:journl:hal-01149704)
by Damien Challet - Do investors trade too much? A laboratory experiment (RePEc:hal:journl:hal-01244465)
by João da Gama Batista & Domenico Massaro & Jean-Philippe Bouchaud & Damien Challet & Cars Hommes - Why have asset price properties changed so little in 200 years (RePEc:hal:journl:hal-01311113)
by Jean-Philippe Bouchaud & Damien Challet - Regrets, learning and wisdom (RePEc:hal:journl:hal-01312973)
by Damien Challet - Testing the causality of Hawkes processes with time reversal (RePEc:hal:journl:hal-01593448)
by Marcus Cordi & Damien Challet & Ioane Muni Toke - Dynamical regularities of US equities opening and closing auctions (RePEc:hal:journl:hal-01702726)
by Damien Challet & Nikita Gourianov - Statistically validated leadlag networks and inventory prediction in the foreign exchange market (RePEc:hal:journl:hal-01705087)
by Damien Challet & Rémy Chicheportiche & Mehdi Lallouache & Serge Kassibrakis - Statistically validated network of portfolio overlaps and systemic risk (RePEc:hal:journl:hal-01705092)
by Stanislao Gualdi & Giulio Cimini & Kevin Primicerio & Riccardo Di Clemente & Damien Challet - Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions (RePEc:hal:journl:hal-01829337)
by Damien Challet - The market nanostructure origin of asset price time reversal asymmetry (RePEc:hal:journl:hal-01966419)
by Marcus Cordi & Damien Challet & Serge Kassibrakis - Large large-trader activity weakens the long memory of limit order markets (RePEc:hal:journl:hal-02021772)
by Kevin Primicerio & Damien Challet - On the origins of extreme wealth inequality in the Talent vs Luck Model (RePEc:hal:journl:hal-02188240)
by Damien Challet & Alessandro Pluchino & Alessio Emanuele Biondo & Andrea Rapisarda - Deep Prediction Of Investor Interest: a Supervised Clustering Approach (RePEc:hal:journl:hal-02276055)
by Baptiste Barreau & Laurent Carlier & Damien Challet - Nonparametric sign prediction of high-dimensional correlation matrix coefficients (RePEc:hal:journl:hal-02335586)
by Christian Bongiorno & Damien Challet - Covariance matrix filtering with bootstrapped hierarchies (RePEc:hal:journl:hal-02506848)
by Christian Bongiorno & Damien Challet - Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning (RePEc:hal:journl:hal-02612262)
by Christian Bongiorno & Damien Challet - Financial factors selection with knockoffs: fund replication, explanatory and prediction networks (RePEc:hal:journl:hal-03165842)
by Damien Challet & Christian Bongiorno & Guillaume Pelletier - Filtering time-dependent covariance matrices using time-independent eigenvalues (RePEc:hal:journl:hal-03481441)
by Christian Bongiorno & Damien Challet & Grégoire Loeper - The Oracle estimator is suboptimal for global minimum variance portfolio optimisation (RePEc:hal:journl:hal-03491913)
by Christian Bongiorno & Damien Challet - Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning (RePEc:hal:journl:hal-03791538)
by Jérémi Assael & Laurent Carlier & Damien Challet - Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors (RePEc:hal:journl:hal-04317258)
by Kevin Primicerio & Damien Challet & Stanislao Gualdi - Predicting financial markets with Google Trends and not so random keywords (RePEc:hal:wpaper:hal-00851607)
by Damien Challet & Ahmed Bel Hadj Ayed - Wisdom of the institutional crowd (RePEc:hal:wpaper:hal-01484914)
by Kevin Primicerio & Damien Challet & Stanislao Gualdi - Large large-trader activity weakens the long memory of limit order markets (RePEc:hal:wpaper:hal-02021772)
by Kevin Primicerio & Damien Challet - On the origins of extreme wealth inequality in the Talent vs Luck Model (RePEc:hal:wpaper:hal-02188240)
by Damien Challet & Alessandro Pluchino & Alessio Emanuele Biondo & Andrea Rapisarda - Nonparametric sign prediction of high-dimensional correlation matrix coefficients (RePEc:hal:wpaper:hal-02335586)
by Christian Bongiorno & Damien Challet - Covariance matrix filtering with bootstrapped hierarchies (RePEc:hal:wpaper:hal-02506848)
by Christian Bongiorno & Damien Challet - Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning (RePEc:hal:wpaper:hal-02612262)
by Christian Bongiorno & Damien Challet - Financial factors selection with knockoffs: fund replication, explanatory and prediction networks (RePEc:hal:wpaper:hal-03165842)
by Damien Challet & Christian Bongiorno & Guillaume Pelletier - Cleaning the covariance matrix of strongly nonstationary systems with time-independent eigenvalues (RePEc:hal:wpaper:hal-03481441)
by Christian Bongiorno & Damien Challet & Grégoire Loeper - The Oracle estimator is suboptimal for global minimum variance portfolio optimisation (RePEc:hal:wpaper:hal-03491913)
by Christian Bongiorno & Damien Challet - Unknown item RePEc:hal:wpaper:hal-03791538 (paper)
- Price impact in equity auctions: zero, then linear (RePEc:hal:wpaper:hal-03938660)
by Mohammed Salek & Damien Challet & Ioane Muni Toke - Recurrent Neural Networks with more flexible memory: better predictions than rough volatility (RePEc:hal:wpaper:hal-04165354)
by Damien Challet & Vincent Ragel - When is cross impact relevant? (RePEc:hal:wpaper:hal-04234766)
by Victor Le Coz & Iacopo Mastromatteo & Damien Challet & Michael Benzaquen - Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS (RePEc:hal:wpaper:hal-04323624)
by Christian Bongiorno & Damien Challet - Equity auction dynamics: latent liquidity models with activity acceleration (RePEc:hal:wpaper:hal-04391810)
by Mohammed Salek & Damien Challet & Ioane Muni Toke - Coolen, A.C.C.: The Mathematical Theory of Minority Games. Statistical Mechanics of Interacting Agents (RePEc:kap:jeczfn:v:88:y:2006:i:3:p:311-314)
by Damien Challet - Minority Games: Interacting agents in financial markets (RePEc:oxp:obooks:9780198566403)
by Challet, Damien & Marsili, Matteo & Zhang, Yi-Cheng - Minority Games: Interacting agents in financial markets (RePEc:oxp:obooks:9780199686698)
by Challet, Damien & Marsili, Matteo & Zhang, Yi-Cheng - Covariance matrix filtering with bootstrapped hierarchies (RePEc:plo:pone00:0245092)
by Christian Bongiorno & Damien Challet - The ups and downs of the renormalization group applied to financial time series (RePEc:pra:mprapa:9770)
by Challet, Damien & Peirano, Pier Paolo - Emergence of product differentiation from consumer heterogeneity and asymmetric information (RePEc:spr:eurphb:v:64:y:2008:i:2:p:293-300)
by L. Lü & M. Medo & Y. Zhang & D. Challet - Structure-preserving desynchronization of minority games (RePEc:spr:eurphb:v:71:y:2009:i:4:p:573-577)
by G. Mosetti & D. Challet & S. Solomon - Baldovin-Stella stochastic volatility process and Wiener process mixtures (RePEc:spr:eurphb:v:85:y:2012:i:8:p:1-12:10.1140/epjb/e2012-30134-y)
by P. Peirano & D. Challet - Sudden trust collapse in networked societies (RePEc:spr:eurphb:v:88:y:2015:i:3:p:1-11:10.1140/epjb/e2015-50645-1)
by João Gama Batista & Jean-Philippe Bouchaud & Damien Challet - Realistic simulation of financial markets: analyzing market behaviors by the third mode of science (RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0197-0)
by Damien Challet - Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors (RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00288-0)
by Kevin Primicerio & Damien Challet & Stanislao Gualdi - The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books (RePEc:taf:apmtfi:v:18:y:2011:i:3:p:189-205)
by Damien Challet - Sharper asset ranking from total drawdown durations (RePEc:taf:apmtfi:v:24:y:2017:i:1:p:1-22)
by Damien Challet - Reactive global minimum variance portfolios with k-BAHC covariance cleaning (RePEc:taf:eurjfi:v:28:y:2022:i:13-15:p:1344-1360)
by Christian Bongiorno & Damien Challet - From Minority Games to real markets (RePEc:taf:quantf:v:1:y:2001:i:1:p:168-176)
by D. Challet & A. Chessa & M. Marsili & Y-C. Zhang - Prediction accuracy and sloppiness of log-periodic functions (RePEc:taf:quantf:v:13:y:2013:i:2:p:275-280)
by David S. Br�e & Damien Challet & Pier Paolo Peirano - The limits of statistical significance of Hawkes processes fitted to financial data (RePEc:taf:quantf:v:16:y:2016:i:1:p:1-11)
by Mehdi Lallouache & Damien Challet - The market nanostructure origin of asset price time reversal asymmetry (RePEc:taf:quantf:v:21:y:2021:i:2:p:295-304)
by Marcus Cordi & Damien Challet & Serge Kassibrakis - Non-constant rates and over-diffusive prices in a simple model of limit order markets (RePEc:taf:quantf:v:3:y:2003:i:3:p:155-162)
by Damien Challet & Robin Stinchcombe - Price return autocorrelation and predictability in agent-based models of financial markets (RePEc:taf:quantf:v:5:y:2005:i:6:p:569-576)
by Damien Challet & Tobias Galla - Optimal approximations of power laws with exponentials: application to volatility models with long memory (RePEc:taf:quantf:v:7:y:2007:i:6:p:585-589)
by Thierry Bochud & Damien Challet - Inter-pattern speculation: beyond minority, majority and $-games (RePEc:wpa:wuwpfi:0503006)
by Damien Challet - Shedding light on El Farol (RePEc:wpa:wuwpga:0406002)
by Damien Challet & Matteo Marsili & Gabriele Ottino - Trading Behavior And Excess Volatility In Toy Markets (RePEc:wsi:acsxxx:v:04:y:2001:i:01:n:s0219525901000024)
by Matteo Marsili & Damien Challet - The Origins Of Extreme Wealth Inequality In The Talent Versus Luck Model (RePEc:wsi:acsxxx:v:23:y:2020:i:02:n:s0219525920500046)
by Damien Challet & Alessandro Pluchino & Alessio Emanuele Biondo & Andrea Rapisarda - Phase Transition In A Toy Market (RePEc:wsi:ijtafx:v:03:y:2000:i:03:n:s021902490000036x)
by Damien Challet & Matteo Marsili & Riccardo Zecchina - Taking a shower in Youth Hostels: risks and delights of heterogeneity (RePEc:zbw:bonedp:12008)
by Matzke, Christina & Challet, Damien - The Universal Shape of Economic Recession and Recovery after a Shock (RePEc:zbw:ifwedp:7485)
by Challet, Damien & Solomon, Sorin & Yaari, Gur - The universal shape of economic recession and recovery after a shock (RePEc:zbw:ifweej:200936)
by Challet, Damien & Solomon, Sorin & Yaari, Gur