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Damien Challet

Full professor at Laboratory of Mathematics in Interaction with Computer Science, CentraleSupélec, Université Paris Saclay

Journal articles13 documents

Book sections2 documents

  • Damien Challet. Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions. Springer. New Perspectives and Challenges in Econophysics and Sociophysics, In press, 978-3-030-11363-6. ⟨10.1007/978-3-030-11364-3⟩. ⟨hal-01829337⟩
  • Jean-Philippe Bouchaud, Damien Challet. Why have asset price properties changed so little in 200 years. Econophysics and Sociophysics: Recent Progress and Future Directions, Springer, 2017, 978-3-319-47704-6. ⟨10.1007/978-3-319-47705-3⟩. ⟨hal-01311113⟩

Preprints, Working Papers, ...9 documents

  • Christian Bongiorno, Damien Challet. Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning. 2020. ⟨hal-02612262⟩
  • Christian Bongiorno, Damien Challet. Covariance matrix filtering with bootstrapped hierarchies. 2020. ⟨hal-02506848⟩
  • Kevin Primicerio, Damien Challet. Large large-trader activity weakens the long memory of limit order markets. 2019. ⟨hal-02021772⟩
  • Damien Challet, Alessandro Pluchino, Alessio Emanuele Biondo, Andrea Rapisarda. On the origins of extreme wealth inequality in the Talent vs Luck Model. 2019. ⟨hal-02188240⟩
  • Baptiste Barreau, Laurent Carlier, Damien Challet. Deep Prediction Of Investor Interest: a Supervised Clustering Approach. 2019. ⟨hal-02276055v2⟩
  • Christian Bongiorno, Damien Challet. Nonparametric sign prediction of high-dimensional correlation matrix coefficients. 2019. ⟨hal-02335586⟩
  • Kevin Primicerio, Damien Challet, Stanislao Gualdi. Wisdom of the institutional crowd. 2017. ⟨hal-01484914⟩
  • Damien Challet. One- and two-sample nonparametric tests for the signal-to-noise ratio based on record statistics. 2015. ⟨hal-01119106⟩
  • Damien Challet, Ahmed Bel Hadj Ayed. Predicting financial markets with Google Trends and not so random keywords. 2013. ⟨hal-00851607⟩