9 citations · 22 across the 4 of their papers we have counts for
4 papers
Inter-pattern speculation: beyond minority, majority and $-games
Damien Challet
A new simple model of financial market is proposed, based on the sequential and inter-temporal nature of trader-trader interaction, and on a new simple trading strategy space. In t…
Closed source versus open source in a model of software bug dynamics
Damien Challet, Yann Le Du
We introduce a simple microscopic description of software bug dynamics where users, programmers and a maintainer interact through a given program, with a particular emphasis on bug…
Competition between adaptive agents: from learning to collective efficiency and back
Damien Challet
We use the Minority Game and some of its variants to show how efficiency depends on learning in models of agents competing for limited resources. Exact results from statistical phy…
Exclusion particle models of limit order financial markets
Damien Challet, Robin Stinchcombe
Using simple particle models of limit order markets, we argue that mid-term over-diffusive price behaviour is inherent to the very nature of these markets. Several rules for rate c…