Endogenous liquidity crises A Fosset, JP Bouchaud, M Benzaquen Journal of Statistical Mechanics: Theory and Experiment 2020 (6), 063401, 2020 | 18 | 2020 |
By force of habit: Self-trapping in a dynamical utility landscape J Moran, A Fosset, D Luzzati, JP Bouchaud, M Benzaquen Chaos: An Interdisciplinary Journal of Nonlinear Science 30 (5), 2020 | 17 | 2020 |
How does latent liquidity get revealed in the limit order book? L Dall’Amico, A Fosset, JP Bouchaud, M Benzaquen Journal of Statistical Mechanics: Theory and Experiment 2019 (1), 013404, 2019 | 16 | 2019 |
Non-parametric estimation of quadratic Hawkes processes for order book events A Fosset, JP Bouchaud, M Benzaquen The European Journal of Finance 28 (7), 663-678, 2022 | 11 | 2022 |
Schrödinger’s ants: a continuous description of Kirman’s recruitment model J Moran, A Fosset, M Benzaquen, JP Bouchaud Journal of Physics: Complexity 1 (3), 035002, 2020 | 10 | 2020 |
Docent: A content-based recommendation system to discover contemporary art A Fosset, M El-Mennaoui, A Rebei, P Calligaro, EF Di Maria, ... arXiv preprint arXiv:2207.05648, 2022 | 4 | 2022 |
From ants to fishing vessels: a simple model for herding and exploitation of finite resources J Moran, A Fosset, A Kirman, M Benzaquen Journal of Economic Dynamics and Control 129, 104169, 2021 | 3 | 2021 |
Towards mapping the contemporary art world with ArtLM: an art-specific NLP model Q Chen, M El-Mennaoui, A Fosset, A Rebei, H Cao, P Bouscasse, ... arXiv preprint arXiv:2212.07127, 2022 | | 2022 |
Expert supervised machine learning for contemporary art discovery A Rebei, A Fosset, M El Mennaoui, P Calligaro, EF Di Maria, ... | | 2022 |
Endogenous liquidity crises in financial markets A Fosset Institut Polytechnique de Paris, 2020 | | 2020 |
Crises de liquidité endogènes dans les marchés financiers A Fosset Institut polytechnique de Paris, 2020 | | 2020 |
Scenarii for endogenous liquidity crises A Fosset, JP Bouchaud, M Benzaquen OECD: Organisation for Economic Co-operation and Development, 2020 | | 2020 |
Towards Mapping the Contemporary Art World with Artlm: An Art-Specific Nlp Model M EL MENNAOUI, M Rosenbaum, A Rebei, A Fosset, Q Chen, H Cao, ... Christy and Shevchenko, Sasha, Towards Mapping the Contemporary Art World …, 0 | | |
Crises endogenes de liquidité A Fosset, JP Bouchaud, M Benzaquen | | |