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Impact of meta-order in the Minority Game
Andre Cardoso Barato, Iacopo Mastromatteo, Marco Bardoscia +1
We study the market impact of a meta-order in the framework of the Minority Game. This amounts to studying the response of the market when introducing a trader who buys or sells a…
A Gallavotti-Cohen-Evans-Morriss like symmetry for a class of Markov jump processes
Andre Cardoso Barato, Raphael Chetrite, Haye Hinrichsen +1
We investigate a new symmetry of the large deviation function of certain time-integrated currents in non-equilibrium systems. The symmetry is similar to the well-known Gallavotti-C…
Directed percolation with a single defect site
Andre Cardoso Barato, Haye Hinrichsen
In a recent study [arXiv:1011.3254] the contact process with a modified creation rate at a single site was shown to exhibit a non-universal scaling behavior with exponents varying…