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Olivier Brandouy

Personal Details

First Name:Olivier
Middle Name:
Last Name:Brandouy
Suffix:
RePEc Short-ID:pbr102
http://brandouy.free.fr
GREThA - UMR CNRS 5113 Université Montesquieu - Bordeaux IV avenue Léon Duguit 33608 Pessac cedex - FRANCE
+33 5 56 84 25 75
Terminal Degree:1999 Faculté de Droit et des Sciences Économiques; Université de Limoges (from RePEc Genealogy)

Affiliation

Groupe de Recherche en Économie Théorique et Appliquée (GREThA)
Université de Bordeaux

Bordeaux, France
http://gretha.u-bordeaux4.fr/

: +33 (0)5.56.84.25.75
+33 (0)5.56.84.86.47
Avenue Léon Duguit, 33608 Pessac Cedex
RePEc:edi:ifredfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Olivier Brandouy & Kristiaan Kerstens & Ignace Van Woestyne, 2015. "Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis," Post-Print hal-01533555, HAL.
  2. Olivier Brandouy & Jean-Paul Delahaye & Lin Ma, 2015. "Estimating the Algorithmic Complexity of Stock Markets," Papers 1504.04296, arXiv.org.
  3. Olivier Brandouy & Philippe Mathieu & Iryna Veryzhenko, 2013. "On the Design of Agent-based Artificial Stock Markets," Post-Print hal-00826419, HAL.
  4. Olivier Brandouy & Jean-Paul Delahaye & Lin Ma & Hector Zenil, 2012. "Algorithmic Complexity of Financial Motions," ASSRU Discussion Papers 1204, ASSRU - Algorithmic Social Science Research Unit.
  5. Olivier Brandouy & Philippe Mathieu & Iryna Veryzhenko, 2012. "Risk Aversion Impact on Investment Strategy Performance: A Multi Agent-Based Analysis," Post-Print hal-00826144, HAL.
  6. Brandouy, Olivier & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2012. "Backtesting super-fund portfolio strategies based on frontier-based mutual fund ratings," Working Papers 2012/29, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
  7. Olivier Brandouy & Philippe Mathieu, 2012. "Introducing ATOM," Post-Print hal-00826408, HAL.
  8. Olivier Brandouy & Philippe Mathieu & Iryna Veryzhenko, 2012. "Optimal Portfolio Diversification? A multi-agents ecological competition analysis," Post-Print hal-00826409, HAL.
  9. Olivier Brandouy & Philippe Mathieu, 2011. "Efficient Monitoring of Financial Orders with Agent-Based Technologies," Post-Print hal-00826407, HAL.
  10. Olivier Brandouy & Philippe Mathieu & Iryna Veryzhenko, 2011. "Key Points For Realistic Agent-Based Financial Market Simulations," Post-Print hal-00826398, HAL.
  11. Philippe Mathieu & Olivier Brandouy, 2010. "A Generic Architecture for Realistic Simulations of Complex Financial Dynamics," Post-Print hal-00732044, HAL.
  12. Bruno Beaufils & Olivier Brandouy & Lin Ma & Philippe Mathieu, 2010. "Simuler pour comprendre : un éclairage sur les dynamiques de marchés financiers à l'aide des systèmes multi-agents," Post-Print hal-00731927, HAL.
  13. Bruno Beaufils & Olivier Brandouy & Philippe Mathieu, 2010. "Une analyse de la complexité des dynamiques financiéres à l'aide de modèles multi-agents," Post-Print hal-00826624, HAL.
  14. Olivier Brandouy & Philippe Mathieu, 2009. "Calibrating Agent-Based Models of financial markets," Post-Print hal-00731976, HAL.
  15. Brandouy, Olivier & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2009. "Exploring Bi-Criteria versus Multi-Dimensional Lower Partial Moment Portfolio Models," Working Papers 2009/29, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
  16. Olivier Brandouy & Philippe Mathieu & Iryna Veryzhenko, 2009. "Gauging Agent-Based Trading of a Single Financial Asset," Post-Print hal-00731963, HAL.
  17. B. Beaufils & O. Brandouy & L. Ma & P. Mathieu, 2009. "Simuler pour comprendre : une explication des dynamiques de marchés financiers des systèmes multi-agents," Post-Print hal-00802547, HAL.
  18. Olivier Brandouy & Philippe Mathieu & Iryna Veryzhenko, 2009. "Ex-Post Optimal Strategy for the Trading of a Single Financial Asset," Post-Print hal-00731977, HAL.
  19. O. Brandouy & P. Mathieu, 2008. "Evaluation of Agent-Based Automatic Trading," Post-Print hal-00406194, HAL.
  20. O. Brandouy & W. Briec & K. Kerstens & I. Van de Woestyne, 2008. "Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator," Post-Print hal-00405097, HAL.
  21. Olivier Brandouy & Walter Briec & Kristiaan Kerstens & Ignace Van de Woestyne, 2008. "Portfolio Performance Gauging in Discrete Time Using a Luenberger Productivity Indicator," Working Papers 2008-ECO-12, IESEG School of Management, revised Oct 2009.
  22. Bruno Beaufils & Olivier Brandouy & Julien Derveeuw & Philippe Mathieu, 2007. "L'apport des SMA à la modélisation des marchés financiers," Post-Print hal-00826138, HAL.
  23. Derveeuw, Julien & Beaufils, Bruno & Mathieu, Philippe & Brandouy, Olivier, 2007. "Testing double auction as a component within a generic market model architecture," MPRA Paper 4918, University Library of Munich, Germany.
  24. Bruno Beaufils & Olivier Brandouy & Julien Derveeuw & Philippe Mathieu, 2007. "Un modèle d'interaction réaliste pour la simulation de marchés financiers," Post-Print hal-00826406, HAL.
  25. O. Brandouy & P. Mathieu, 2007. "A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis," Post-Print hal-00267692, HAL.
  26. O. Brandouy & P. Mathieu, 2006. "Large Scale investigation of EMH with virtual agents," Post-Print hal-00267723, HAL.
  27. Olivier Brandouy & Philippe Mathieu, 2006. "Les marchés artificiels," Post-Print hal-00825543, HAL.
  28. David Bourghelle & O. Brandouy, 2006. "Sensitivité aux annonces macroéconomiques : une approche conventionnaliste," Post-Print hal-00171427, HAL.
  29. O. Brandouy & Y.R. Ying, 2006. "Capital asset pricing model on the basis of heterogeneous investors," Post-Print hal-00325860, HAL.
  30. O. Brandouy & P. Mathieu, 2006. "Large-Scale Agent-Based Simulations and the Efficient Markets Hypothesis," Post-Print hal-00171633, HAL.
  31. O. Brandouy & P. Mathieu, 2006. "A Broad Spectrum Computational Analysis for Market Efficiency," Post-Print hal-00267715, HAL.
  32. Olivier Brandouy & Philippe Mathieu, 2006. "A Broad-Spectrum Computational Approach for Market Efficiency," Computing in Economics and Finance 2006 492, Society for Computational Economics.
  33. O. Brandouy & P. Mathieu & B. Beaufils, 2006. "Les marchés financiers artificiels," Post-Print hal-00171134, HAL.
  34. David Bourghelle & Olivier Brandouy & Roland Gillet & André Orléan, 2005. "Croyances, représentations collectives et conventions en finance," ULB Institutional Repository 2013/14357, ULB -- Universite Libre de Bruxelles.
  35. Philippe Mathieu & Bruno Beaufils & Olivier Brandouy, 2005. "Artificial Economics," Post-Print hal-00826572, HAL.
  36. O. Brandouy, 2005. "Complexité et phénomènes critiques en finance," Post-Print hal-00171608, HAL.
  37. O. Brandouy & B. Forgues, 2005. "Surviving Technological Discontinuities: Learning Strategies and Resource Accumulation," Post-Print hal-00290848, HAL.
  38. O. Brandouy, 2005. "Stock Markets as Minority Games : Cognitive Heterogeneity and Equilibrium Emergence," Post-Print hal-00171120, HAL.
  39. O. Brandouy & B. Forgues, 2005. "Learning Strategies and Environmental Discontinuities," Post-Print hal-00290839, HAL.
  40. P. Mathieu & B. Beaufils & O. Brandouy, 2005. "Artificial Economics : Agent-Based Methods in Finance, Game Theory and their Applications, Lectures Notes in Economic and Mathematical Systems," Post-Print hal-00171670, HAL.
  41. David Bourghelle & O. Brandouy & A. Orlean, 2005. "Efficience informationnelle et efficience technique," Post-Print hal-00171590, HAL.

Articles

  1. Brandouy, Olivier & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2015. "Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis," European Journal of Operational Research, Elsevier, vol. 242(1), pages 332-342.
  2. Brandouy, Olivier & Delahaye, Jean-Paul & Ma, Lin & Zenil, Hector, 2014. "Algorithmic complexity of financial motions," Research in International Business and Finance, Elsevier, vol. 30(C), pages 336-347.
  3. Olivier Brandouy & Jean-Paul Delahaye & Lin Ma, 2014. "A computational definition of financial randomness," Quantitative Finance, Taylor & Francis Journals, vol. 14(5), pages 761-770, May.
  4. Olivier Brandouy & Angelo Corelli & Iryna Veryzhenko & Roger Waldeck, 2012. "A re-examination of the “zero is enough” hypothesis in the emergence of financial stylized facts," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 7(2), pages 223-248, October.
  5. Brandouy, Olivier & Briec, Walter & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2010. "Portfolio performance gauging in discrete time using a Luenberger productivity indicator," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1899-1910, August.
  6. Brandouy, O., 2005. "Stock markets as Minority Games: cognitive heterogeneity and equilibrium emergence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 349(1), pages 302-328.
  7. Olivier Brandouy & Pascal Barneto & Lawrence Leger, 2003. "Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market," The European Journal of Finance, Taylor & Francis Journals, vol. 9(5), pages 393-419.
  8. Brandouy, Olivier, 2001. "Laboratory incentive structure and control-test design in an experimental asset market," Journal of Economic Psychology, Elsevier, vol. 22(1), pages 1-26, February.
  9. Olivier Brandouy & Pascal Barneto, 1999. "Incertitude et fourchettes de prix sur un marché d'enchères:les apports du laboratoire," Revue Finance Contrôle Stratégie, revues.org, vol. 2(3), pages 87-113, September.

Books

  1. M. Beckmann & H. P. Künzi & G. Fandel & W. Trockel & A. Basile & A. Drexl & H. Dawid & K. Inderfurth (ed.), 2006. "Artificial Economics," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-540-28547-2, February.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Olivier Brandouy & Kristiaan Kerstens & Ignace Van Woestyne, 2015. "Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis," Post-Print hal-01533555, HAL.

    Cited by:

    1. Zhou, Zhongbao & Jin, Qianying & Xiao, Helu & Wu, Qian & Liu, Wenbin, 2018. "Estimation of cardinality constrained portfolio efficiency via segmented DEA," Omega, Elsevier, vol. 76(C), pages 28-37.
    2. Sepideh Kaffash & Marianna Marra, 2017. "Data envelopment analysis in financial services: a citations network analysis of banks, insurance companies and money market funds," Annals of Operations Research, Springer, vol. 253(1), pages 307-344, June.

  2. Olivier Brandouy & Jean-Paul Delahaye & Lin Ma, 2015. "Estimating the Algorithmic Complexity of Stock Markets," Papers 1504.04296, arXiv.org.

    Cited by:

    1. Krongthong Khairiree & Chonnart Meenanun, 2015. "Students? Project-Based Learning: Local Commercial Products and Marketing Mix," Proceedings of International Academic Conferences 2604495, International Institute of Social and Economic Sciences.

  3. Olivier Brandouy & Philippe Mathieu & Iryna Veryzhenko, 2013. "On the Design of Agent-based Artificial Stock Markets," Post-Print hal-00826419, HAL.

    Cited by:

    1. Nathalie Oriol & Iryna Veryzhenko, 2015. "Market Structure or Traders' Behaviour? An Assessment of Flash Crash Phenomena and their Regulation based on a Multi-agent Simulation," GREDEG Working Papers 2015-16, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
    2. Veryzhenko, Iryna & Harb, Etienne & Louhichi, Waël & Oriol, Nathalie, 2017. "The impact of the French financial transaction tax on HFT activities and market quality," Economic Modelling, Elsevier, vol. 67(C), pages 307-315.

  4. Olivier Brandouy & Jean-Paul Delahaye & Lin Ma & Hector Zenil, 2012. "Algorithmic Complexity of Financial Motions," ASSRU Discussion Papers 1204, ASSRU - Algorithmic Social Science Research Unit.

    Cited by:

    1. Olivier Brandouy & Jean-Paul Delahaye & Lin Ma & Hector Zenil, 2012. "Algorithmic Complexity of Financial Motions," ASSRU Discussion Papers 1204, ASSRU - Algorithmic Social Science Research Unit.
    2. Daniel Wilson-Nunn & Hector Zenil, 2014. "On the Complexity and Behaviour of Cryptocurrencies Compared to Other Markets," Papers 1411.1924, arXiv.org.
    3. Serbera, Jean-Philippe & Paumard, Pascal, 2016. "The fall of high-frequency trading: A survey of competition and profits," Research in International Business and Finance, Elsevier, vol. 36(C), pages 271-287.
    4. Freddy Delbaen & Fabio Bellini & Valeria Bignozzi & Johanna F. Ziegel, 2016. "Risk measures with the CxLS property," Finance and Stochastics, Springer, vol. 20(2), pages 433-453, April.

  5. Olivier Brandouy & Philippe Mathieu & Iryna Veryzhenko, 2012. "Risk Aversion Impact on Investment Strategy Performance: A Multi Agent-Based Analysis," Post-Print hal-00826144, HAL.

    Cited by:

    1. Juan Mascareñas & Fangyuan Yan, 2017. "How People Apply Mental Accounting Philosophy to Investment Risk?," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 145-151.

  6. Brandouy, Olivier & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2012. "Backtesting super-fund portfolio strategies based on frontier-based mutual fund ratings," Working Papers 2012/29, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.

    Cited by:

    1. Amparo Soler Domínguez & Juan Carlos Matallín Sáez & Emili Tortosa-Ausina, 2013. "Does active management add value? New evidence from a quantile regression approach," Working Papers. Serie EC 2013-02, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    2. Bilbao-Terol, Amelia & Álvarez-Otero, Susana & Bilbao-Terol, Celia & Cañal-Fernández, Verónica, 2017. "Hedonic evaluation of the SRI label of mutual funds using matching methodology," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 213-227.
    3. Tarnaud, Albane Christine & Leleu, Hervé, 2018. "Portfolio analysis with DEA: Prior to choosing a model," Omega, Elsevier, vol. 75(C), pages 57-76.
    4. Tsolas, Ioannis E., 2014. "Precious metal mutual fund performance appraisal using DEA modeling," Resources Policy, Elsevier, vol. 39(C), pages 54-60.
    5. J. Carlos Matallín-Sáez & Amparo Soler-Domínguez & Emili Tortosa-Ausina, 2013. "Does active management add value? New evidence from a quantile regression," Working Papers 2013/01, Economics Department, Universitat Jaume I, Castellón (Spain).
    6. Abdelsalam, Omneya & Duygun, Meryem & Matallín-Sáez, Juan Carlos & Tortosa-Ausina, Emili, 2014. "Do ethics imply persistence? The case of Islamic and socially responsible funds," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 182-194.

  7. Olivier Brandouy & Philippe Mathieu & Iryna Veryzhenko, 2011. "Key Points For Realistic Agent-Based Financial Market Simulations," Post-Print hal-00826398, HAL.

    Cited by:

    1. Olivier Brandouy & Philippe Mathieu & Iryna Veryzhenko, 2012. "Risk Aversion Impact on Investment Strategy Performance: A Multi Agent-Based Analysis," Post-Print hal-00826144, HAL.

  8. Philippe Mathieu & Olivier Brandouy, 2010. "A Generic Architecture for Realistic Simulations of Complex Financial Dynamics," Post-Print hal-00732044, HAL.

    Cited by:

    1. Olivier Brandouy & Angelo Corelli & Iryna Veryzhenko & Roger Waldeck, 2012. "A re-examination of the “zero is enough” hypothesis in the emergence of financial stylized facts," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 7(2), pages 223-248, October.
    2. Alexandru Stan, 2015. "A Price Crash Alerting Strategy for Agent-based Artificial Financial Markets," MIC 2015: Managing Sustainable Growth; Proceedings of the Joint International Conference, Portorož, Slovenia, 28–30 May 2015, University of Primorska, Faculty of Management Koper.

  9. Bruno Beaufils & Olivier Brandouy & Lin Ma & Philippe Mathieu, 2010. "Simuler pour comprendre : un éclairage sur les dynamiques de marchés financiers à l'aide des systèmes multi-agents," Post-Print hal-00731927, HAL.

    Cited by:

    1. Johanna Habib & François De Corbière, 2014. "Proposition et illustration d'un design de recherche combinant étude de cas et simulation multi-agents pour explorer les processus émergents en Systèmes d'information," Post-Print hal-01130779, HAL.

  10. Olivier Brandouy & Walter Briec & Kristiaan Kerstens & Ignace Van de Woestyne, 2008. "Portfolio Performance Gauging in Discrete Time Using a Luenberger Productivity Indicator," Working Papers 2008-ECO-12, IESEG School of Management, revised Oct 2009.

    Cited by:

    1. E. Avisoa, 2016. "European banks’ technical efficiency and performance: do business models matter? The case of European co-operatives banks," Débats économiques et financiers 25, Banque de France.
    2. Hamidi, Benjamin & Maillet, Bertrand & Prigent, Jean-Luc, 2014. "A dynamic autoregressive expectile for time-invariant portfolio protection strategies," Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 1-29.
    3. K. Kerstens, 2010. "Non-Parametric Frontier Estimates of Mutual Fund Performance Using C- and L-Moments : Some Specification Tests," Post-Print halshs-00777288, HAL.
    4. Peter Wanke & Andrew Maredza & Rangan Gupta, 2016. "Merger and Acquisitions in South African Banking: A Network DEA Model," Working Papers 201665, University of Pretoria, Department of Economics.
    5. Jin-Li Hu & Tzu-Pu Chang & Ray Chou, 2014. "Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis?," Journal of Productivity Analysis, Springer, vol. 41(1), pages 141-151, February.
    6. Carlos Barros & Qi Liang & Nicolas Peypoch, 2012. "Technical Efficiency in the Angolan Banking Sector with the B-convexity model," CEsA Working Papers 101, CEsA - Center for African, Asian and Latin American Studies.
    7. Wanke, Peter & Barros, Carlos P. & Faria, João R., 2015. "Financial distress drivers in Brazilian banks: A dynamic slacks approach," European Journal of Operational Research, Elsevier, vol. 240(1), pages 258-268.
    8. Peter Wanke & Carlos Barros & Nkanga Pedro João Macanda, 2016. "Predicting Efficiency in Angolan Banks: A Two-Stage TOPSIS and Neural Networks Approach," South African Journal of Economics, Economic Society of South Africa, vol. 84(3), pages 461-483, September.

  11. David Bourghelle & Olivier Brandouy & Roland Gillet & André Orléan, 2005. "Croyances, représentations collectives et conventions en finance," ULB Institutional Repository 2013/14357, ULB -- Universite Libre de Bruxelles.

    Cited by:

    1. Christophe Schinckus & Çınla Akdere, 2015. "Towards a New Way of Teaching Statistics in Economics: The Case for Econophysics," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 4(3), pages 89-108, September.
    2. Mussard, Stéphane & Philippe, Bernard, 2011. "On the links between unemployment rate, monetary creation and the value-added sharing," Economic Modelling, Elsevier, vol. 28(3), pages 767-774, May.
    3. Christophe Schinckus, 2007. "Sur la pluridisciplinarité contemporaine en finance," Revue d'Économie Financière, Programme National Persée, vol. 87(1), pages 247-260.
    4. Charron Jacques-Olivier, 2017. "Inefficient Debate. The EMH, the “Remarkable Error” and a Question of Point of View," Accounting, Economics, and Law: A Convivium, De Gruyter, vol. 7(3), pages 1-24, December.
    5. Christophe Schinckus, 2011. "What can econophysics contribute to financial economics?," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 58(2), pages 147-163, June.
    6. Xavier De Scheemaekere, 2009. "The epistemology of modern finance," The Journal of Philosophical Economics, Bucharest Academy of Economic Studies, The Journal of Philosophical Economics, vol. 2(2), pages 99-120, May.
    7. Schinckus, C., 2013. "Between complexity of modelling and modelling of complexity: An essay on econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3654-3665.
    8. Schinckus, Christophe, 2009. "Economic uncertainty and econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(20), pages 4415-4423.

  12. Philippe Mathieu & Bruno Beaufils & Olivier Brandouy, 2005. "Artificial Economics," Post-Print hal-00826572, HAL.

    Cited by:

    1. Jason Barr & Francesco Saraceno, 2005. "Cournot Competition and Endogenous Firm Size," Working Papers hal-01052859, HAL.
    2. Dan Farhat, 2013. "The Economics of Vampires: An Agent-based Perspective," Working Papers 1301, University of Otago, Department of Economics, revised Jan 2013.
    3. Paolo Pin, 2006. "Eight degrees of separation," Working Papers 2006_26, Department of Economics, University of Venice "Ca' Foscari".
    4. Dan Farhat, 2011. "Bookworms versus Party Animals: An Artificial Labor Market with Human and Social Capital Accumulation," Working Papers 1103, University of Otago, Department of Economics, revised May 2011.
    5. Dmytro Tykhonov & Catholijn Jonker & Sebastiaan Meijer & Tim Verwaart, 2008. "Agent-Based Simulation of the Trust and Tracing Game for Supply Chains and Networks," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 11(3), pages 1-1.
    6. Annalisa Fabretti, 2013. "On the problem of calibrating an agent based model for financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 277-293, October.

  13. O. Brandouy, 2005. "Complexité et phénomènes critiques en finance," Post-Print hal-00171608, HAL.

    Cited by:

    1. Christophe Schinckus & Çınla Akdere, 2015. "Towards a New Way of Teaching Statistics in Economics: The Case for Econophysics," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 4(3), pages 89-108, September.
    2. Schinckus, Christophe, 2010. "Is econophysics a new discipline? The neopositivist argument," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(18), pages 3814-3821.
    3. Christophe Schinckus, 2011. "What can econophysics contribute to financial economics?," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 58(2), pages 147-163, June.
    4. Schinckus, C., 2013. "Between complexity of modelling and modelling of complexity: An essay on econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3654-3665.

Articles

  1. Brandouy, Olivier & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2015. "Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis," European Journal of Operational Research, Elsevier, vol. 242(1), pages 332-342.
    See citations under working paper version above.
  2. Brandouy, Olivier & Delahaye, Jean-Paul & Ma, Lin & Zenil, Hector, 2014. "Algorithmic complexity of financial motions," Research in International Business and Finance, Elsevier, vol. 30(C), pages 336-347.
    See citations under working paper version above.
  3. Olivier Brandouy & Jean-Paul Delahaye & Lin Ma, 2014. "A computational definition of financial randomness," Quantitative Finance, Taylor & Francis Journals, vol. 14(5), pages 761-770, May.

    Cited by:

    1. Singh, Mrinila & Maharjan, Keshav Lall & Maskey, Bijan, 2015. "Factors influencing organic farm income in Chitwan district of Nepal," 2015 Conference, August 9-14, 2015, Milan, Italy 212234, International Association of Agricultural Economists.

  4. Olivier Brandouy & Angelo Corelli & Iryna Veryzhenko & Roger Waldeck, 2012. "A re-examination of the “zero is enough” hypothesis in the emergence of financial stylized facts," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 7(2), pages 223-248, October.

    Cited by:

    1. Alexander Lykov & Stepan Muzychka & Kirill Vaninsky, 2016. "Investor'S Sentiment In Multi-Agent Model Of The Continuous Double Auction," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(06), pages 1-29, September.

  5. Brandouy, Olivier & Briec, Walter & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2010. "Portfolio performance gauging in discrete time using a Luenberger productivity indicator," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1899-1910, August.
    See citations under working paper version above.
  6. Olivier Brandouy & Pascal Barneto & Lawrence Leger, 2003. "Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market," The European Journal of Finance, Taylor & Francis Journals, vol. 9(5), pages 393-419.

    Cited by:

    1. Barreda Tarrazona, Iván J. & Grimalda, Gianluca & Morone, Andrea & Nuzzo, Simone & Teglio, Andrea, 2017. "Centralizing information improves market efficiency more than increasing information: Results from experimental asset markets," Kiel Working Papers 2072, Kiel Institute for the World Economy (IfW).
    2. Philipp Hornung & Ulrike Leopold-Wildburger & Roland Mestel & Stefan Palan, 2015. "Insider behavior under different market structures: experimental evidence on trading patterns, manipulation, and profitability," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(2), pages 357-373, June.

  7. Brandouy, Olivier, 2001. "Laboratory incentive structure and control-test design in an experimental asset market," Journal of Economic Psychology, Elsevier, vol. 22(1), pages 1-26, February.

    Cited by:

    1. Steven Kachelmeier & Kristy Towry, 2005. "The Limitations of Experimental Design: A Case Study Involving Monetary Incentive Effects in Laboratory Markets," Experimental Economics, Springer;Economic Science Association, vol. 8(1), pages 21-33, April.

Books

  1. M. Beckmann & H. P. Künzi & G. Fandel & W. Trockel & A. Basile & A. Drexl & H. Dawid & K. Inderfurth (ed.), 2006. "Artificial Economics," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-540-28547-2, February.

    Cited by:

    1. Mikhail Anufriev & Pietro Dindo, 2007. "Wealth-driven Selection in a Financial Market with Heterogeneous Agents," LEM Papers Series 2007/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (2) 2006-07-15 2012-09-16
  2. NEP-ETS: Econometric Time Series (1) 2006-07-15
  3. NEP-FIN: Finance (1) 2006-07-15

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