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Antoine Fosset
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Cited by
Year
Endogenous liquidity crises
A Fosset, JP Bouchaud, M Benzaquen
Journal of Statistical Mechanics: Theory and Experiment 2020 (6), 063401, 2020
202020
How does latent liquidity get revealed in the limit order book?
L Dall’Amico, A Fosset, JP Bouchaud, M Benzaquen
Journal of Statistical Mechanics: Theory and Experiment 2019 (1), 013404, 2019
182019
By force of habit: Self-trapping in a dynamical utility landscape
J Moran, A Fosset, D Luzzati, JP Bouchaud, M Benzaquen
Chaos: An Interdisciplinary Journal of Nonlinear Science 30 (5), 2020
172020
Schrödinger’s ants: a continuous description of Kirman’s recruitment model
J Moran, A Fosset, M Benzaquen, JP Bouchaud
Journal of Physics: Complexity 1 (3), 035002, 2020
122020
Non-parametric estimation of quadratic Hawkes processes for order book events
A Fosset, JP Bouchaud, M Benzaquen
The European Journal of Finance 28 (7), 663-678, 2022
112022
Docent: A content-based recommendation system to discover contemporary art
A Fosset, M El-Mennaoui, A Rebei, P Calligaro, EF Di Maria, ...
arXiv preprint arXiv:2207.05648, 2022
42022
From ants to fishing vessels: a simple model for herding and exploitation of finite resources
J Moran, A Fosset, A Kirman, M Benzaquen
Journal of Economic Dynamics and Control 129, 104169, 2021
42021
Towards mapping the contemporary art world with ArtLM: an art-specific NLP model
Q Chen, M El-Mennaoui, A Fosset, A Rebei, H Cao, P Bouscasse, ...
arXiv preprint arXiv:2212.07127, 2022
2022
Expert supervised machine learning for contemporary art discovery
A Rebei, A Fosset, M El Mennaoui, P Calligaro, EF Di Maria, ...
2022
Crises de liquidité endogènes dans les marchés financiers
A Fosset
Institut Polytechnique de Paris, 2020
2020
Scenarii for endogenous liquidity crises
A Fosset, JP Bouchaud, M Benzaquen
< bound method Organization. get_name_with_acronym of< Organization …, 2020
2020
Towards Mapping the Contemporary Art World with Artlm: An Art-Specific Nlp Model
M EL MENNAOUI, M Rosenbaum, A Rebei, A Fosset, Q Chen, H Cao, ...
Christy and Shevchenko, Sasha, Towards Mapping the Contemporary Art World …, 0
Crises endogenes de liquidité
A Fosset, JP Bouchaud, M Benzaquen
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