Damien Challet

11 papers Journal 10Unranked 1

Year	Rank	Type	Title / Venue / Authors
2024	J	`jnl`	Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps? CoRR Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana, David Saltiel, Beatrice Guez, Damien Challet
2023	J	`jnl`	Recurrent Neural Networks with more flexible memory: better predictions than rough volatility. CoRR Damien Challet, Vincent Ragel
2022	—	`conf`	Statistical Inference of Lead-Lag Between Asynchronous Time Series from P-Values of Transfer Entropy at Various Timescales. COMPLEX NETWORKS (1) Christian Bongiorno, Damien Challet
2020	J	`jnl`	Deep prediction of investor interest: A supervised clustering approach. Algorithmic Finance Baptiste Barreau, Laurent Carlier, Damien Challet
2020	J	`jnl`	The Origins of Extreme wealth inequality in the Talent versus luck Model. Adv. Complex Syst. Damien Challet, Alessandro Pluchino, Alessio Emanuele Biondo, Andrea Rapisarda
2019	J	`jnl`	Deep Prediction of Investor Interest: a Supervised Clustering Approach. CoRR Baptiste Barreau, Laurent Carlier, Damien Challet
2018	J	`jnl`	Statistically validated lead-lag Networks and inventory Prediction in the Foreign Exchange Market. Adv. Complex Syst. Damien Challet, Rémy Chicheportiche, Mehdi Lallouache, Serge Kassibrakis
2008	J	`jnl`	Taking a shower in Youth Hostels: risks and delights of heterogeneity. CoRR Christina Matzke, Damien Challet
2003	J	`jnl`	Bug propagation and debugging in asymmetric software structures CoRR Damien Challet, Andrea Lombardoni
2003	J	`jnl`	Closed source versus open source in a model of software bug dynamics CoRR Damien Challet, Yann Le Du
2001	J	`jnl`	Trading Behavior and excess volatility in Toy Markets. Adv. Complex Syst. Matteo Marsili, Damien Challet