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Microfounding GARCH Models and Beyond: A Kyle-inspired Model with Adaptive Agents
Michele Vodret
,
Iacopo Mastromatteo
,
Bence Tóth
,
Michael Benzaquen
Journal of Economic Interaction and Coordination, 2023, 18, pp.599
Article dans une revue
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By Force of Habit: Self-Trapping in a Dynamical Utility Landscape
José Morán
,
Antoine Fosset
,
Davide Luzzati
,
Jean-Philippe Bouchaud
,
Michael Benzaquen
Chaos: An Interdisciplinary Journal of Nonlinear Science, 2020
Article dans une revue
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The Multivariate Kyle model: More is different
L. C. Garcia Del Molino
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I. Mastromatteo
,
Michael Benzaquen
,
J.-P. Bouchaud
SIAM Journal on Financial Mathematics, 2020
Article dans une revue
hal-02323433v1
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Schrödinger's ants: A continuous description of Kirman's recruitment model
José Morán
,
Antoine Fosset
,
Michael Benzaquen
,
Jean-Philippe Bouchaud
Journal of Physics: Complexity, 2020
Article dans une revue
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No net motion for oscillating near-spheres at low Reynolds numbers
K. Lippera
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O. Dauchot
,
Sébastien Michelin
,
Michael Benzaquen
Article dans une revue
hal-02323225v1
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Exploration of the Parameter Space in Macroeconomic Models
Karl Naumann-Woleske
,
Max Sina Knicker
,
Michael Benzaquen
,
Jean-Philippe Bouchaud
Handbook of Complexity Economics, In press
Chapitre d'ouvrage
hal-03797418v1
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From adhesion to wetting of a soft particle
Thomas Salez
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M. Benzaquen
,
E. Raphael
Article dans une revue
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ELECTRON ACCUMULATION AT THE n-ZnSe/n-GaAs INTERFACE
K. Mazuruk
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M. Benzaquen
,
D. Walsh
Article dans une revue
jpa-00226781v1
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From Ants to Fishing Vessels: A Simple Model for Herding and Exploitation of Finite Resources
José Morán
,
Antoine Fosset
,
Alan Kirman
,
Michael Benzaquen
Journal of Economic Dynamics and Control, 2021
Article dans une revue
hal-02998622v1
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Hysteretic wave drag in shallow water
Gp P Benham
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R Bendimerad
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Michael Benzaquen
,
C. Clanet
Article dans une revue
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Physics of rowing oars
Romain Labbé
,
Jean-Philippe Boucher
,
Christophe Clanet
,
Michael Benzaquen
Article dans une revue
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Wrapping and unwrapping multifractal fields
Samy Lakhal
,
Laurent Ponson
,
Michael Benzaquen
,
Jean-Philippe Bouchaud
2023
Pré-publication, Document de travail
hal-04231620v1
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Crisis Propagation in a Heterogeneous Self-Reflexive DSGE Model
Federico Guglielmo Morelli
,
Michael Benzaquen
,
Jean-Philippe Bouchaud
,
Marco Tarzia
PLoS ONE, 2021
Article dans une revue
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Zooming In on Equity Factor Crowding
Valerio Volpati
,
Michael Benzaquen
,
Zoltán Eisler
,
Iacopo Mastromatteo
,
Bence Tóth
,
et al.
The Journal of Risk, 2020, November 2020
Article dans une revue
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Adsorption-induced slip inhibition for polymer melts on ideal substrates
Mark Ilton
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Thomas Salez
,
Paul D Fowler
,
Marco Rivetti
,
Mohammed Aly
,
et al.
Article dans une revue
hal-01803716v1
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Cutaneous sporotrichoid leishmaniasis treated with oral fluconazole
Michael Benzaquen
,
Audrey Chambelland
,
Jessica Fongue
,
Clea Melenotte
,
Jacques‐robert Christen
,
et al.
Article dans une revue
hal-02263727v1
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Slip-mediated dewetting of polymer microdroplets
J. D. Mcgraw
,
T. S. Chan
,
S. Maurer
,
Thomas Salez
,
M. Benzaquen
,
et al.
Proceedings of the National Academy of Sciences of the United States of America, 2016, 113 (5), pp.1168-1173. ⟨10.1073/pnas.1513565113⟩
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AFM study of hydrodynamics in boundary layers around micro- and nanofibers
Julien Dupré de Baubigny
,
Michael Benzaquen
,
Caroline Mortagne
,
Clémence Devailly
,
Sébastien Kosgodagan Acharige
,
et al.
Article dans une revue
ensl-01474528v1
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Non-parametric Estimation of Quadratic Hawkes Processes for Order Book Events
Antoine Fosset
,
Jean-Philippe Bouchaud
,
Michael Benzaquen
European Journal of Finance, 2021
Article dans une revue
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Dynamics of anchored oscillating nanomenisci
Caroline Mortagne
,
Kevin Lippera
,
Philippe Tordjeman
,
Michael Benzaquen
,
Thierry Ondarçuhu
Article dans une revue
hal-01754876v1
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Do fundamentals shape the price response? A critical assessment of linear impact models
Michele Vodret
,
Bence Tóth
,
Iacopo Mastromatteo
,
Michael Benzaquen
Quantitative Finance, 2022, 22 (12), pp.2139-2150
Article dans une revue
hal-03797375v1
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Collisions and rebounds of chemically active droplets
Kevin Lippera
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Matvey Morozov
,
Michael Benzaquen
,
Sébastien Michelin
Article dans une revue
hal-02536797v1
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When is cross impact relevant?
Victor Le Coz
,
Iacopo Mastromatteo
,
Damien Challet
,
Michael Benzaquen
2023
Pré-publication, Document de travail
hal-04234766v1
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Intermediate asymptotics of the capillary-driven thin-film equation
M. Benzaquen
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Thomas Salez
,
E. Raphael
Article dans une revue
hal-01577389v1
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Bed bug bites
Pascal Delaunay
,
Michael Benzaquen
,
Jean‐michel Berenger
,
Philippe Parola
Article dans une revue
hal-03160996v1
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Bouncing, chasing or pausing: asymmetric collisions of active droplets
Kevin Lippera
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Michael Benzaquen
,
Sébastien Michelin
Article dans une revue
hal-02536806v1
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Alignment and scattering of swimming droplets,
Kevin Lippera
,
Michael Benzaquen
,
Sébastien Michelin
74th Annual Meeting of the American Physical Society - Division of Fluid Dynamics, Nov 2021, Phoenix (AZ), United States
Communication dans un congrès
hal-04534871v1
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Out-of-equilibrium dynamics and excess volatility in firm networks
Théo Dessertaine
,
José Morán
,
Michael Benzaquen
,
Jean-Philippe Bouchaud
Journal of Economic Dynamics and Control, 2022, 138, pp.104362
Article dans une revue
hal-03049876v1
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Universal contact-line dynamics at the nanoscale
M. Rivetti
,
Thomas Salez
,
M. Benzaquen
,
E. Raphael
,
O. Baumchen
Article dans une revue
hal-01577383v1
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Cutaneous and pulmonary dirofilariasis due to Dirofilaria repens
M. Benzaquen
,
D. Brajon
,
M. Delord
,
N. Yin
,
F. Bittar
,
et al.
Article dans une revue
istex
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