9 citations · 22 across the 4 of their papers we have counts for
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cond-mat2002★ 3 cited
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…
cond-mat2002★ 4 cited
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…