Damien Challet

According to our database, Damien Challet authored at least 10 papers between 2001 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps?

Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana, David Saltiel, Beatrice Guez, Damien Challet

CoRR, 2024

2023

Recurrent Neural Networks with more flexible memory: better predictions than rough volatility.

Damien Challet, Vincent Ragel

CoRR, 2023

2022

Statistical Inference of Lead-Lag Between Asynchronous Time Series from P-Values of Transfer Entropy at Various Timescales.

Christian Bongiorno, Damien Challet

Proceedings of the Complex Networks and Their Applications XI, 2022

2020

Deep prediction of investor interest: A supervised clustering approach.

Baptiste Barreau, Laurent Carlier, Damien Challet

Algorithmic Finance, 2020

The Origins of Extreme wealth inequality in the Talent versus luck Model.

Damien Challet, Alessandro Pluchino, Alessio Emanuele Biondo, Andrea Rapisarda

Adv. Complex Syst., 2020

2018

Statistically validated lead-lag Networks and inventory Prediction in the Foreign Exchange Market.

Damien Challet, Rémy Chicheportiche, Mehdi Lallouache, Serge Kassibrakis

Adv. Complex Syst., 2018

2008

Taking a shower in Youth Hostels: risks and delights of heterogeneity.

Christina Matzke, Damien Challet

CoRR, 2008

2003

Closed source versus open source in a model of software bug dynamics

Damien Challet, Yann Le Du

CoRR, 2003

Bug propagation and debugging in asymmetric software structures

Damien Challet, Andrea Lombardoni

CoRR, 2003

2001

Trading Behavior and excess volatility in Toy Markets.

Matteo Marsili, Damien Challet

Adv. Complex Syst., 2001