output
20022025
most citedBubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles

224 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2019Show all

3 papers · 1 filter

cs.LG2019★ 1 cited

Deep Prediction of Investor Interest: a Supervised Clustering Approach

Baptiste Barreau, Laurent Carlier, Damien Challet

We propose a novel deep learning architecture suitable for the prediction of investor interest for a given asset in a given time frame. This architecture performs both investor clu…

math.OC2019★ 10 cited

Robust utility maximization under model uncertainty via a penalization approach

Ivan Guo, Nicolas Langrené, Grégoire Loeper +1

This paper addresses the problem of utility maximization under uncertain parameters. In contrast with the classical approach, where the parameters of the model evolve freely within…

q-fin.TR2019★ 1 cited

Market Impact: A Systematic Study of the High Frequency Options Market

Emilio Said, Ahmed Bel Hadj Ayed, Damien Thillou +2

This paper deals with a fundamental subject that has seldom been addressed in recent years, that of market impact in the options market. Our analysis is based on a proprietary data…