9 citations · 36 across the 11 of their papers we have counts for
3 papers · 1 filter
Deep Prediction of Investor Interest: a Supervised Clustering Approach
Baptiste Barreau, Laurent Carlier, Damien Challet
We propose a novel deep learning architecture suitable for the prediction of investor interest for a given asset in a given time frame. This architecture performs both investor clu…
On the origins of extreme wealth inequality in the Talent vs Luck Model
Damien Challet, Alessandro Pluchino, Alessio Emanuele Biondo +1
While wealth distribution in the world is highly skewed and heavy-tailed, human talent - as the majority of individual features - is normally distributed. In a recent computational…
The market nanostructure origin of asset price time reversal asymmetry
Marcus Cordi, Damien Challet, Serge Kassibrakis
We introduce a framework to infer lead-lag networks between the states of elements of complex systems, determined at different timescales. As such networks encode the causal struct…