D
Damien Challet
Researcher at Université Paris-Saclay
Publications - 174
Citations - 5006
Damien Challet is an academic researcher from Université Paris-Saclay. The author has contributed to research in topics: Financial market & Market impact. The author has an hindex of 30, co-authored 167 publications receiving 4821 citations. Previous affiliations of Damien Challet include Institute for Scientific Interchange & École Polytechnique Fédérale de Lausanne.
Papers
More filters
Journal ArticleDOI
Emergence of cooperation and organization in an evolutionary game
Damien Challet,Yi-Cheng Zhang +1 more
TL;DR: Interesting cooperation and competition patterns of the society seem to arise and to be responsive to the payoff function.
Journal ArticleDOI
On the Minority Game : Analytical and Numerical Studies
Damien Challet,Yi-Cheng Zhang +1 more
TL;DR: In this article, the authors investigated several properties of the minority game and gave an analytical expression of σ 2/N in the N ⪡ 2 M region. But they did not consider the influence of identical players on their gain and on the systems performance.
Journal ArticleDOI
Statistical mechanics of systems with heterogeneous agents: minority games
TL;DR: It is shown that the stationary state of the system is described by the ground state of a disordered spin model which is exactly solvable within the simple replica symmetric ansatz.
Posted Content
Minority Games: Interacting agents in financial markets
TL;DR: The Minority Game is a physicist's attempt to explain market behavior by the interaction between traders as discussed by the authors, which is a model that reproduces market ecology among different types of traders and focuses on speculative trading and information flow.
Journal ArticleDOI
Modeling market mechanism with minority game
TL;DR: In this article, the role of different types of agents: producers, speculators as well as noise traders are studied using the minority game model, and the central issue here is the information flow: producers feed in the information whereas speculators make it away.