Olivier Brandouy

PROFILE

Homepage
No homepage is listed.
ORCID
No ORCID is listed.
Affiliations
No affiliations are listed.
Aliases
No aliases are listed.
Publication record
40 papers · 702 citations · H-index 9

PAPERS

Network Topology and the Behaviour of Socially-Embedded Financial Markets
20180 citationsauthor #1
Segregation in Social Networks: A Simple Schelling-Like Model
20182 citationsauthor #1
Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis
201525 citationsauthor #1
Algorithmic Complexity of Financial Motions
2014447 citationsauthor #1
A computational definition of financial randomness
20146 citationsauthor #1
An Agent-Based Investigation of the Probability of Informed Trading
20141 citationsauthor #1
Backtesting superfund portfolio strategies based on frontier‐based mutual fund ratings
20136 citationsauthor #1
Algorithmic determination of the maximum possible earnings for investment strategies
20130 citationsauthor #1
A re-examination of the “zero is enough” hypothesis in the emergence of financial stylized facts
201214 citationsauthor #1
A re-examination of the “zero is enough” hypothesis in the emergence of financial stylized facts
20120 citationsauthor #1
Optimal Portfolio Diversification? A Multi-agent Ecological Competition Analysis
20125 citationsauthor #1
Risk Aversion Impact on Investment Strategy Performance: A Multi Agent-Based Analysis
20124 citationsauthor #1
How Much Can You Earn in the Stock Market ? Answers from the Algorithmic Graph Theory
20123 citationsauthor #1
Introducing ATOM
20122 citationsauthor #2
On the Design of Agent-Based Artificial Stock Markets
201120 citationsauthor #1
Key Points for Realistic Agent-based Financial Market Simulations
20117 citationsauthor #3
Why zero intelligence traders are not smart-enough for quantitative finance
20113 citationsauthor #1
Efficient Monitoring of Financial Orders with Agent-Based Technologies
20117 citationsauthor #2
Portfolio performance gauging in discrete time using a Luenberger productivity indicator
201032 citationsauthor #1
Agent’s Minimal Intelligence Calibration for Realistic Market Dynamics
20106 citationsauthor #2
Exploring Bi-Criteria versus Multi-Dimensional Lower Partial Moment Portfolio Models
20101 citationsauthor #1
A Generic Architecture for Realistic Simulations of Complex Financial Dynamics
201029 citationsauthor #2
Gauging Agent-Based Trading of a Single Financial Asset
20090 citationsauthor #1
Calibrating Agent-Based Models of financial markets
20092 citationsauthor #1
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator
20080 citationsauthor #1
Evaluation of Agent-Based Automatic Trading
20082 citationsauthor #1
A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis
20074 citationsauthor #1
Testing double auction as a component within a generic market model architecture
200711 citationsauthor #4
A Broad-Spectrum Computational Approach for Market Efficiency
20060 citationsauthor #2
Large Scale investigation of EMH with virtual agents
20060 citationsauthor #1
Capital Asset Pricing Model on the basis of Heterogeneous Investors
20060 citationsauthor #1
Large-Scale Agent-Based Simulations and the Efficient Markets Hypothesis.
20061 citationsauthor #1
A Broad Spectrum Computational Analysis for Market Efficiency
20060 citationsauthor #1
Stock markets as Minority Games: cognitive heterogeneity and equilibrium emergence ☆
20059 citationsauthor #1
Learning Strategies and Environmental Discontinuities
20050 citationsauthor #2
Surviving Technological Discontinuities: Learning Strategies and Resource Accumulation.
20050 citationsauthor #1
Artificial economics: Agent-based methods in finance, game theory and their applications
200520 citationsauthor #3
Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market
20037 citationsauthor #1
Laboratory incentive structure and control-test design in an experimental asset market
20016 citationsauthor #1
Insider trading, imitative behaviour and price formulation in a stimulated double-auction stock market
20005 citationsauthor #1

TIMELINE

2000 5 citations

2001 6 citations

2003 7 citations

2005 29 citations

2006 1 citations

2007 15 citations

2008 2 citations

2009 2 citations

2010 68 citations

2011 37 citations

2012 28 citations

2013 6 citations

2014 454 citations

2015 25 citations

2018 2 citations

Olivier Brandouy

PROFILE

PAPERS

TIMELINE

COAUTHOR MAP

CONCEPT FOOTPRINT