9 citations · 36 across the 11 of their papers we have counts for
4 papers · 1 filter
The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures
Damien Challet, Pier Paolo Peirano
Starting from inhomogeneous time scaling and linear decorrelation between successive price returns, Baldovin and Stella recently proposed a way to build a model describing the time…
Emergence of product differentiation from consumer heterogeneity and asymmetric information
Linyuan Lü, Matus Medo, Yi-Cheng Zhang +1
We introduce a fully probabilistic framework of consumer product choice based on quality assessment. It allows us to capture many aspects of marketing such as partial information a…
Fat tails, long memory, maturity and ageing in open-source software projects
Damien Challet, Sergi Valverde
We report activity data analysis on several open source software projects, focusing on time between modifications and on the number of files modified at once. Both have fat-tailed…
The universal shape of economic recession and recovery after a shock
Damien Challet, Sorin Solomon, Gur Yaari
We show that a simple and intuitive three-parameter equation fits remarkably well the evolution of the gross domestic product (GDP) in current and constant dollars of many countrie…