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Page 1
Covariance matrix filtering with bootstrapped hierarchies.
PLoS One. 2021 Jan 14;16(1):e0245092. doi: 10.1371/journal.pone.0245092. eCollection 2021.
PLoS One. 2021.
PMID: 33444350
Free PMC article.
Statistically validated network of portfolio overlaps and systemic risk.
Gualdi S, Cimini G, Primicerio K, Di Clemente R, Challet D.
Gualdi S, et al. Among authors: challet d.
Sci Rep. 2016 Dec 21;6:39467. doi: 10.1038/srep39467.
Sci Rep. 2016.
PMID: 28000764
Free PMC article.
Item in Clipboard
Optimal combinations of imperfect objects.
Challet D, Johnson NF.
Challet D, et al.
Phys Rev Lett. 2002 Jul 8;89(2):028701. doi: 10.1103/PhysRevLett.89.028701. Epub 2002 Jun 24.
Phys Rev Lett. 2002.
PMID: 12097021
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Emergence of heterogeneity in a noncompetitive resource allocation problem.
Matzke C, Challet D.
Matzke C, et al. Among authors: challet d.
Phys Rev E Stat Nonlin Soft Matter Phys. 2011 Jul;84(1 Pt 2):016107. doi: 10.1103/PhysRevE.84.016107. Epub 2011 Jul 25.
Phys Rev E Stat Nonlin Soft Matter Phys. 2011.
PMID: 21867257
Free article.
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Criticality and market efficiency in a simple realistic model of the stock market.
Challet D, Marsili M.
Challet D, et al.
Phys Rev E Stat Nonlin Soft Matter Phys. 2003 Sep;68(3 Pt 2):036132. doi: 10.1103/PhysRevE.68.036132. Epub 2003 Sep 26.
Phys Rev E Stat Nonlin Soft Matter Phys. 2003.
PMID: 14524857
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Bug propagation and debugging in asymmetric software structures.
Challet D, Lombardoni A.
Challet D, et al.
Phys Rev E Stat Nonlin Soft Matter Phys. 2004 Oct;70(4 Pt 2):046109. doi: 10.1103/PhysRevE.70.046109. Epub 2004 Oct 19.
Phys Rev E Stat Nonlin Soft Matter Phys. 2004.
PMID: 15600462
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