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Antoine Fosset

University of Paris-Saclay - Ecole Polytechnique

55 Avenue de Paris

Versailles, 78000

France

Capital Fund Management

23 rue de l'Université

Paris, 75007

France

  • University of Paris-Saclay - Ecole Polytechnique

SCHOLARLY PAPERS

6

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750

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22

Scholarly Papers (6)

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1.

How Does Latent Liquidity Get Revealed in the Limit Order Book?

Number of pages: 18 Posted: 12 Sep 2018
Lorenzo Dall'Amico, Antoine Fosset, Jean-Philippe Bouchaud and Michael Benzaquen
University of Paris-Saclay - Ecole Polytechnique, University of Paris-Saclay - Ecole Polytechnique, Capital Fund Management and Ecole Polytechnique, PalaiseauCapital Fund Management
Downloads 184 (413,774)
Citation 2

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2.

Non-parametric Estimation of Quadratic Hawkes Processes for Order Book Events

Number of pages: 17 Posted: 08 Jun 2020
Antoine Fosset, Jean-Philippe Bouchaud and Michael Benzaquen
University of Paris-Saclay - Ecole Polytechnique, Capital Fund Management and Ecole Polytechnique, PalaiseauCapital Fund Management
Downloads 158 (474,889)

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3.

Endogenous Liquidity Crises

Number of pages: 21 Posted: 17 Dec 2019
Antoine Fosset, Jean-Philippe Bouchaud and Michael Benzaquen
University of Paris-Saclay - Ecole Polytechnique, Capital Fund Management and Ecole Polytechnique, PalaiseauCapital Fund Management
Downloads 157 (474,889)
Citation 5

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4.

By Force of Habit: Self-Trapping in a Dynamical Utility Landscape

Number of pages: 7 Posted: 24 Apr 2020
José Moran, Antoine Fosset, Davide Luzzati, Jean-Philippe Bouchaud and Michael Benzaquen
Macrocosm, University of Paris-Saclay - Ecole Polytechnique, University of Paris-Saclay - Ecole Polytechnique, Capital Fund Management and Ecole Polytechnique, PalaiseauCapital Fund Management
Downloads 91 (736,406)
Citation 8

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5.

Schrödinger’s Ants: A Continuous Description of Kirman’s Recruitment Model

Number of pages: 15 Posted: 08 May 2020
José Moran, Antoine Fosset, Michael Benzaquen and Jean-Philippe Bouchaud
Macrocosm, University of Paris-Saclay - Ecole Polytechnique, Ecole Polytechnique, PalaiseauCapital Fund Management and Capital Fund Management
Downloads 82 (790,029)
Citation 6

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6.

From Ants to Fishing Vessels: A Simple Model for Herding and Exploitation of Finite Resources

Number of pages: 18 Posted: 12 Nov 2020
José Moran, Antoine Fosset, Alan P. Kirman, Alan P. Kirman and Michael Benzaquen
Macrocosm, University of Paris-Saclay - Ecole Polytechnique, CAMS EHESSAix Marseile University and Ecole des Hautes Etudes en Sciences Sociales and Ecole Polytechnique, PalaiseauCapital Fund Management
Downloads 78 (816,709)
Citation 1

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