250 citations · 1.3k across the 60 of their papers we have counts for
4 papers · 1 filter
Wrapping and unwrapping multifractal fields
Samy Lakhal, Laurent Ponson, Michael Benzaquen +1
We develop a powerful yet simple method that generates multifractal fields with fully controlled scaling properties. Adopting the Multifractal Random Walk (MRW) model of Bacry et a…
Socioeconomic agents as active matter in nonequilibrium Sakoda-Schelling models
Ruben Zakine, Jerome Garnier-Brun, Antoine-Cyrus Becharat +1
How robust are socioeconomic agent-based models with respect to the details of the agents' decision rule? We tackle this question by considering an occupation model in the spirit o…
When is cross impact relevant?
Victor Le Coz, Iacopo Mastromatteo, Damien Challet +1
Trading pressure from one asset can move the price of another, a phenomenon referred to as cross impact. Using tick-by-tick data spanning 5 years for 500 assets listed in the Unite…
Multiscale Relevance of Natural Images
Samy Lakhal, Alexandre Darmon, Iacopo Mastromatteo +2
We use an agnostic information-theoretic approach to investigate the statistical properties of natural images. We introduce the Multiscale Relevance (MSR) measure to assess the rob…