Damien Challet

2.7k total citations
66 papers, 1.4k citations indexed

About

Damien Challet is a scholar working on Economics and Econometrics, Finance and Statistical and Nonlinear Physics. According to data from OpenAlex, Damien Challet has authored 66 papers receiving a total of 1.4k indexed citations (citations by other indexed papers that have themselves been cited), including 52 papers in Economics and Econometrics, 26 papers in Finance and 16 papers in Statistical and Nonlinear Physics. Recurrent topics in Damien Challet's work include Complex Systems and Time Series Analysis (44 papers), Financial Markets and Investment Strategies (18 papers) and Financial Risk and Volatility Modeling (13 papers). Damien Challet is often cited by papers focused on Complex Systems and Time Series Analysis (44 papers), Financial Markets and Investment Strategies (18 papers) and Financial Risk and Volatility Modeling (13 papers). Damien Challet collaborates with scholars based in France, United Kingdom and Italy. Damien Challet's co-authors include Matteo Marsili, Yicheng Zhang, Riccardo Zecchina, R B Stinchcombe, Yi‐Cheng Zhang, Antonio G. Chessa, Neil F. Johnson, Gunter M. Schütz, Andrea De Martino and Sorin Solomon and has published in prestigious journals such as Physical Review Letters, PLoS ONE and Physica A Statistical Mechanics and its Applications.

In The Last Decade

Damien Challet

62 papers receiving 1.4k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Damien Challet France	20	1.1k	462	436	300	264	66	1.4k
Arnab Chatterjee India	19	935 0.9×	1.1k 2.4×	98 0.2×	311 1.0×	122 0.5×	46	1.9k
Frank Westerhoff Germany	31	2.2k 2.1×	309 0.7×	1.3k 3.0×	72 0.2×	286 1.1×	124	2.6k
Fabio Caccioli United Kingdom	19	795 0.8×	323 0.7×	781 1.8×	87 0.3×	89 0.3×	72	1.6k
Laura Gardini Italy	34	2.0k 1.9×	1.7k 3.6×	525 1.2×	233 0.8×	276 1.0×	199	3.8k
Giulia Iori United Kingdom	22	1.6k 1.5×	370 0.8×	1.3k 3.1×	67 0.2×	312 1.2×	62	2.1k
Carl Chiarella Australia	29	2.7k 2.5×	259 0.6×	1.9k 4.4×	124 0.4×	520 2.0×	256	3.5k
Fabio Tramontana Italy	20	813 0.8×	329 0.7×	193 0.4×	73 0.2×	192 0.7×	80	1.2k
M. H. R. Stanley United States	9	1.1k 1.0×	326 0.7×	161 0.4×	85 0.3×	122 0.5×	11	1.4k
Tian Qiu China	14	306 0.3×	201 0.4×	197 0.5×	125 0.4×	75 0.3×	66	652
Gian Italo Bischi Italy	20	998 0.9×	236 0.5×	75 0.2×	159 0.5×	323 1.2×	68	1.6k

Countries citing papers authored by Damien Challet

Since Specialization

Citations

This map shows the geographic impact of Damien Challet's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Damien Challet with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Damien Challet more than expected).

Fields of papers citing papers by Damien Challet

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Damien Challet. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Damien Challet. The network helps show where Damien Challet may publish in the future.

Co-authorship network of co-authors of Damien Challet

This figure shows the co-authorship network connecting the top 25 collaborators of Damien Challet. A scholar is included among the top collaborators of Damien Challet based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Damien Challet. Damien Challet is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Benzaquen, Michael, et al.. (2025). A minimal model of money creation within secured interbank markets. Journal of Economic Behavior & Organization. 237. 107142–107142.

Mastromatteo, Iacopo, et al.. (2024). When is cross impact relevant?. Quantitative Finance. 24(2). 265–279. 1 indexed citations

Benhamou, Eric, et al.. (2024). Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps?. SSRN Electronic Journal. 4 indexed citations

Challet, Damien, et al.. (2023). Dissecting the Explanatory Power of ESG Features on Equity Returns by Sector, Capitalization, and Year with Interpretable Machine Learning. Journal of risk and financial management. 16(3). 159–159. 8 indexed citations

Challet, Damien, et al.. (2023). Recurrent Neural Networks With More Flexible Memory: Better Predictions Than Rough Volatility. SSRN Electronic Journal. 1 indexed citations

Challet, Damien, et al.. (2021). Covariance matrix filtering with bootstrapped hierarchies. PLoS ONE. 16(1). e0245092–e0245092. 5 indexed citations

Challet, Damien, et al.. (2018). STATISTICALLY VALIDATED LEAD-LAG NETWORKS AND INVENTORY PREDICTION IN THE FOREIGN EXCHANGE MARKET. Advances in Complex Systems. 21(8). 1850019–1850019. 13 indexed citations

Massaro, Domenico, et al.. (2015). Do investors trade too much? A laboratory experiment. arXiv (Cornell University). 16 indexed citations

Lü, Linyuan, Matúš Medo, Yi‐Cheng Zhang, & Damien Challet. (2009). Emergence of product differentiation from consumer heterogeneity and asymmetric information. reroDoc Digital Library. 9 indexed citations

10.

Challet, Damien, et al.. (2007). Optimal approximations of power laws with exponentials: application to volatility models with long memory. Quantitative Finance. 7(6). 585–589. 20 indexed citations

11.

Challet, Damien. (2007). So You Are Making Money in Financial Markets: Should You Tell Your Friends How?. SSRN Electronic Journal.

12.

Challet, Damien, et al.. (2005). Minority games with heterogeneous timescales. Physica A Statistical Mechanics and its Applications. 365(2). 529–542. 8 indexed citations

13.

Challet, Damien, et al.. (2004). Bug propagation and debugging in asymmetric software structures. Physical Review E. 70(4). 24 indexed citations

14.

Challet, Damien & Matteo Marsili. (2003). Criticality and market efficiency in a simple realistic model of the stock market. Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics. 68(3). 36132–36132. 52 indexed citations

15.

Challet, Damien & Neil F. Johnson. (2002). Optimal Combinations of Imperfect Objects. Physical Review Letters. 89(2). 28701–28701. 23 indexed citations

16.

Marsili, Matteo & Damien Challet. (2001). Continuum time limit and stationary states of the minority game. Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics. 64(5). 56138–56138. 34 indexed citations

17.

Challet, Damien, Matteo Marsili, & Yicheng Zhang. (2001). Stylized facts of financial markets and market crashes in Minority Games. Physica A Statistical Mechanics and its Applications. 294(3-4). 514–524. 111 indexed citations

18.

Challet, Damien, et al.. (2000). Modelling markets dynamics: Minority games and beyond. reroDoc Digital Library. 2 indexed citations

19.

Challet, Damien, Matteo Marsili, & Yi‐Cheng Zhang. (2000). Modeling market mechanism with minority game. Physica A Statistical Mechanics and its Applications. 276(1-2). 284–315. 108 indexed citations

20.

Challet, Damien, Matteo Marsili, & Riccardo Zecchina. (1999). Theory of Minority Games. arXiv (Cornell University). 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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