Working papers

• Jean-Philippe Bouchaud, Stanislao Gualdi, Marco Tarzia, Francesco Zamponi. “Spontaneous instabilities and stick-slip motion in a generalized Hébraud-Lequeux”. arXiv preprint arXiv:1508.05212 (2015)
• Stanislao Gualdi, Marco Tarzia, Francesco Zamponi, Jean-Philippe Bouchaud. “Monetary Policy and Dark Corners in a stylized Agent-Based Model”. arXiv preprint arXiv:1501.00434 (2015)
• Dalia Ibrahim, Frédéric Abergel. “Filtering problem for general modeling of the drift and application to portfolio optimization problems”. Available at HAL 01235909 (2015)
• El Aoud, Sofiene, and Frederic Abergel. “On the Skew Stickiness Ratio.”Available at SSRN 2496285 (2014).
• Anane, Marouane, and Frédéric Abergel. “Optimal high frequency strategy in an omniscient order book.” Available at HAL 01006401 (2014).
• El Aoud, Sofiene, and Frederic Abergel. “Calibration of a Stock’s Beta Using Options Prices.” Available at SSRN 2427940 (2014).
• Abergel, Frederic, Nicolas Huth, and Ioane Muni Toke. “Financial bubbles analysis with a cross-sectional estimator.” Available at SSRN 1474612 (2009).