Damien Challet
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Documents
Présentation
Full professor at Laboratory of Mathematics in Interaction with Computer Science, CentraleSupélec, Université Paris Saclay
Publications
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Testing the causality of Hawkes processes with time reversalJournal of Statistical Mechanics: Theory and Experiment, 2018, ⟨10.1088/1742-5468/aaac3f⟩
Article dans une revue
hal-01593448v1
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Equity auction dynamics: latent liquidity models with activity acceleration2024
Pré-publication, Document de travail
hal-04391810v1
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Price impact in equity auctions: zero, then linear2023
Pré-publication, Document de travail
hal-03938660v2
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