Olivier Brandouy

French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA)

Avenue Léon Duguit

Aveneu Duguit

Pessac, 33 608

France

SCHOLARLY PAPERS

4

DOWNLOADS

239

CITATIONS

0

Scholarly Papers (4)

1.

How Much Can You Earn in the Stock Market ? Answers from the Algorithmic Graph Theory

Number of pages: 22 Posted: 14 Jul 2009 Last Revised: 06 Jul 2012
Olivier Brandouy, Philippe Mathieu and Iryna Veryzhenko
French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA), University of Lille I and University of Lille I
Downloads 102 (222,543)

Abstract:

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market timing, optimal strategy, finance, network, algorithm, computational method

2.

Estimating the Algorithmic Complexity of Stock Markets

International Conference of the French Finance Association (AFFI), May 11-13, 2011, Algorithmic Finance 2015, 4:3-4, 159-178
Number of pages: 21 Posted: 12 May 2011
Olivier Brandouy, J. P. Delahaye and L. Ma
French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA), affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 54 (210,125)

Abstract:

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3.

Network Topology and the Behaviour of Socially-Embedded Financial Markets

Number of pages: 12 Posted: 21 Feb 2018
Olivier Brandouy and Philippe Mathieu
French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA) and University of Lille I
Downloads 0 (524,973)

Abstract:

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Agent based artificial markets, Networks

4.

Laboratory Incentive Structure and Control-Test Design in an Experimental Asset Market

Journal of Economic Psychology, Vol. 22, 2001
Posted: 21 Sep 2009
Olivier Brandouy
French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA)

Abstract:

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Induced value theory, Behavior, Double-auction, Design of experiment, Experimental asset market, Test-reference protocol

Other Papers (1)

Total Downloads: 49    Citations: 0
1.

Portfolio Performance Gauging in Discrete Time Using a Luenberger Productivity Indicator

Journal of Banking and Finance, Forthcoming
Number of pages: 27 Posted: 27 Mar 2009 Last Revised: 18 Mar 2010
French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA), University of Perpignan, CNRS-LEM (UMR 9221) and Hogeschool-Universiteit Brussel (HUBrussel)
Downloads 43

Abstract:

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shortage function, mean-variance, mean-variance-skewness, efficient portfolios, Luenberger portfolio productivity indicator