3 citations · 6 across the 3 of their papers we have counts for
3 papers
The limits of statistical significance of Hawkes processes fitted to financial data
Mehdi Lallouache, Damien Challet
Many fits of Hawkes processes to financial data look rather good but most of them are not statistically significant. This raises the question of what part of market dynamics this m…
Kinetic exchange models for social opinion formation
Mehdi Lallouache, Anirban Chakraborti, Bikas K. Chakrabarti
We propose a minimal model for the collective dynamics of opinion formation in the society, by modifying kinetic exchange dynamics studied in the context of income, money or wealth…
Wealth distribution: To be or not to be a Gamma?
Mehdi Lallouache, Aymen Jedidi, Anirban Chakraborti
We review some aspects, especially those we can tackle analytically, of a minimal model of closed economy analogous to the kinetic theory model of ideal gases where the agents exch…