927 citations · 2.7k across the 62 of their papers we have counts for
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physics.soc-ph2005★ 1 cited
News and price returns from threshold behaviour and vice-versa: exact solution of a simple agent-based market model
Damien Challet
Starting from an exact relationship between news, threshold and price return distributions in the stationary state, I discuss the ability of the Ghoulmie-Cont-Nadal model of trader…
physics.soc-ph2005★ 18 cited
Minority Games with heterogeneous timescales
Giancarlo Mosetti, Damien Challet, Yi-Cheng Zhang
Minority games where groups of agents remember, react or incorporate information with different timescales are investigated. We study how their respective gains depend on their tim…
physics.soc-ph2005★ 6 cited
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…