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Citations of
Damien Challet

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Access and download statistics

Working papers

  1. Damien Challet, 2005. "Inter-pattern speculation: beyond minority, majority and $-games," Finance 0503006, EconWPA. [Downloadable!]
    Published as:

    Cited by:

    1. Luca Grilli & Angelo Sfrecola, 2005. "Neural Networks to Predict Financial Time Series in a Minority Game Context," Quaderni DSEMS 14-2005, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia. [Downloadable!]

  2. Damien Challet & Matteo Marsili & Gabriele Ottino, 2004. "Shedding light on El Farol," Game Theory and Information 0406002, EconWPA. [Downloadable!]

    Cited by:

    1. Duncan Whitehead, 2008. "The El Farol Bar Problem Revisited: Reinforcement Learning in a Potential Game," ESE Discussion Papers 186, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
    2. Christina Matzke & Damien Challet, 2008. "Taking a shower in Youth Hostels: risks and delights of heterogeneity," Bonn Econ Discussion Papers bgse1_2008, University of Bonn, Germany. [Downloadable!]

  3. Damien Challet & Tobias Galla, 2004. "Price return auto-correlation and predictability in agent-based models of financial markets," Quantitative Finance Papers cond-mat/0404264, arXiv.org, revised Dec 2004. [Downloadable!]
    Published as:

    Cited by:

    1. Simone Bianco & Roberto Ren\'o, 2006. "Unexpected volatility and intraday serial correlation," Quantitative Finance Papers physics/0610023, arXiv.org. [Downloadable!]

  4. Damien Challet & Matteo Marsili, 2002. "Criticality and finite size effects in a simple realistic model of stock market," Quantitative Finance Papers cond-mat/0210549, arXiv.org, revised Dec 2002. [Downloadable!]

    Cited by:

    1. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2002. "Evolutionary dynamics in markets with many trader types," CeNDEF Working Papers 02-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
      Other versions:
    2. Lux, Thomas & Schornstein, Sascha, 2003. "Genetic learning as an explanation of stylized facts of foreign exchange markets," Economics Working Papers Economics working paper /, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
      Other versions:

  5. Damien Challet & Robin Stinchcombe, 2001. "Analyzing and modelling 1+1d markets," Quantitative Finance Papers cond-mat/0106114, arXiv.org, revised Jun 2001. [Downloadable!]

    Cited by:

    1. Marc Jeannin & Giulia Iori & David Samuel, 2006. "Modeling Stock Pinning," City University Economics Discussion Papers 06/04, Department of Economics, City University, London. [Downloadable!]
      Other versions:
    2. Marcus G. Daniels & J. Doyne Farmer & Giulia Iori & Eric Smith, 2002. "Demand Storage, Market Liquidity, and Price Volatility," Working Papers 02-01-001, Santa Fe Institute.
    3. Cappellini, Alessandro & Ferraris, Gianluigi, 2007. "Waiting Times in Simulated Stock Markets," MPRA Paper 7324, University Library of Munich, Germany. [Downloadable!]

  6. Damien Challet & Matteo Marsili & Yi-Cheng Zhang, 2001. "Stylized facts of financial markets and market crashes in Minority Games," Quantitative Finance Papers cond-mat/0101326, arXiv.org. [Downloadable!]

    Cited by:

    1. Andreas Krause, 2009. "Evaluating the performance of adapting trading strategies with different memory lengths," Quantitative Finance Papers 0901.0447, arXiv.org. [Downloadable!]
    2. Guglielmo Maria Caporale & Antoaneta Serguieva & Hao Wu, 2008. "Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

  7. D. Challet & M. Marsili & R. Zecchina, 2000. "Comment on: Thermal model for Adaptive Competition in a Market," Quantitative Finance Papers cond-mat/0004308, arXiv.org, revised May 2000. [Downloadable!]

    Cited by:

    1. Kets, W., 2007. "The Minority Game: An Economics Perspective," Discussion Paper 2007-53, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:

  8. D. Challet & A. Chessa & M. Marsili & Y. -C. Zhang, 2000. "From Minority Games to real markets," Quantitative Finance Papers cond-mat/0011042, arXiv.org. [Downloadable!]

    Cited by:

    1. Luca Grilli & Angelo Sfrecola, 2005. "Neural Networks to Predict Financial Time Series in a Minority Game Context," Quaderni DSEMS 14-2005, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia. [Downloadable!]

  9. M. Marsili & D. Challet, 2000. "Trading behavior and excess volatility in toy markets," Quantitative Finance Papers cond-mat/0004376, arXiv.org, revised Jun 2000. [Downloadable!]
    Published as:

    Cited by:

    1. Paul Jefferies & Michael Hart & Neil Johnson & P.M. Hui, 2001. "From market games to real-world markets," OFRC Working Papers Series 2001mf02, Oxford Financial Research Centre. [Downloadable!]
    2. Giorgio Fagiolo & Marco Valente, 2005. "Minority Games, Local Interactions, and Endogenous Networks," Computational Economics, Springer, vol. 25(1), pages 41-57, February. [Downloadable!] (restricted)
      Other versions:
    3. Kets, W., 2007. "The Minority Game: An Economics Perspective," Discussion Paper 2007-53, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    4. Damien Challet & Tobias Galla, 2005. "Price return autocorrelation and predictability in agent-based models of financial markets," Quantitative Finance, Taylor and Francis Journals, vol. 5(6), pages 569-576, December. [Downloadable!] (restricted)
      Other versions:

  10. Damien Challet & Matteo Marsili & Yi-Cheng Zhang, 1999. "Modeling Market Mechanism with Minority Game," Quantitative Finance Papers cond-mat/9909265, arXiv.org. [Downloadable!]

    Cited by:

    1. Giorgio Fagiolo & Marco Valente, 2005. "Minority Games, Local Interactions, and Endogenous Networks," Computational Economics, Springer, vol. 25(1), pages 41-57, February. [Downloadable!] (restricted)
      Other versions:
    2. Paolo Laureti & Peter Ruch & Joseph Wakeling & Yi-Cheng Zhang, 2004. "The Interactive Minority Game: a Web based investigation of human market interactions," Experimental 0402004, EconWPA. [Downloadable!]

Articles

  1. Challet, Damien, 2008. "Inter-pattern speculation: Beyond minority, majority and $-games," Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 85-100, January. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Damien Challet & Tobias Galla, 2005. "Price return autocorrelation and predictability in agent-based models of financial markets," Quantitative Finance, Taylor and Francis Journals, vol. 5(6), pages 569-576, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  3. Matteo Marsili & Damien Challet, 2001. "Trading Behavior And Excess Volatility In Toy Markets," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 3-17. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.Sorry, no citations of articles recorded.

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This page was last updated on 2009-12-15.

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