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bookmarks

publications

(29)

• Bug propagation and debugging in asymmetric software structures
  Damien Challet and Andrea Lombardoni Phys. Rev. E 70 046109 (2004)
  to imported by cabird on 2008-08-15 20:29:46
  | BibTeX  
• Non-constant rates and over-diffusive prices in a simple model of limit order markets
  Damien Challet and Robin Stinchcombe Quantitative Finance 3 155--162 (2003)
  to imported by smicha on 2008-04-23 19:09:19
  | URL | BibTeX  
• Price return autocorrelation and predictability in agent-based models of financial markets
  Damien Challet and Tobias Galla Quantitative Finance 5 569--576 (2005)
  to imported by smicha on 2008-04-23 19:09:19
  | URL | BibTeX  
• From Minority Games to real markets
  D. Challet and A. Chessa and M. Marsili and Y. C. Zhang Quantitative Finance 1 168--176 (2001)
  to imported by smicha on 2008-04-23 19:09:19
  | URL | BibTeX  
• Optimal approximations of power laws with exponentials: application to volatility models with long memory
  Thierry Bochud and Damien Challet Quantitative Finance 7 585--589 (2007)
  to imported by smicha on 2008-04-23 19:09:19
  | URL | BibTeX  
• Inter-pattern speculation: Beyond minority, majority and \$-games
  Damien Challet Journal of Economic Dynamics and Control 32 85--100 (2008)
  to Agent-based modelling by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• Exact solution of a modified El Farol's bar problem: Efficiency and the role of market impact
  Matteo Marsili and Damien Challet and Riccardo Zecchina Physica A: Statistical Mechanics and its Applications 280 522--553 (2000)
  to imported by smicha on 2008-04-22 10:36:30
  | URL | BibTeX  
• Emergence of cooperation and organization in an evolutionary game
  D. Challet and Y. C. Zhang Physica A: Statistical and Theoretical Physics 246 407--418 (1997)
  to Evolution by smicha and 3 other people on 2008-04-22 10:36:30
  | URL | BibTeX  
• On the minority game: Analytical and numerical studies
  Damien Challet and Yi-Cheng Zhang Physica A: Statistical and Theoretical Physics 256 514--532 (1998)
  to Minority game by smicha and 3 other people on 2008-04-22 10:36:30
  | URL | BibTeX  
• Analyzing and modeling 1+1d markets
  Damien Challet and Robin Stinchcombe Physica A: Statistical Mechanics and its Applications 300 285--299 (2001)
  to Financial markets by smicha on 2008-04-22 10:36:30
  | URL | BibTeX