Election turnout statistics in many countries: similarities, differences, and a diffusive field model for decision-making

E-print: http://arxiv.org/abs/1201.052

Elements for a theory of financial risks

E-print: http://arxiv.org/abs/cond-mat/9806101

Endogenous crisis waves: a stochastic model with synchronised collective behavior

E-print: http://arxiv.org/abs/1409.3296

Equations and Shape of the Optimal Band Strategy

E-print: https://arxiv.org/abs/2003.04646

Equity Factors: to short or not to short, that is the question

E-print: https://arxiv.org/abs/2003.10419

Experts' earning forecasts: bias, herding and gossamer information

E-print: http://arxiv.org/abs/cond-mat/0410079

Explaining the forward interest rate term structure

Explore or exploit? A generic model and an exactly solvable case

E-print: http://arxiv.org/abs/1310.5114

Exponential weighting and random-matrix-theory-based filtering of financial covariance matrices for portfolio optimisation

E-print: http://arxiv.org/abs/cond-mat/0402573

Financial applications of Random Matrix Theory: a short review

Financial applications of Random Matrix Theory: old laces and new pieces

E-print: http://arxiv.org/abs/physics/0507111

Financial modeling and option theory with the truncated Lévy process

E-print: http://arxiv.org/abs/cond-mat/97101977

Fluctuations and response in financial markets: the subtle nature of 'random' price changes

E-print: http://arxiv.org/abs/cond-mat/03073322

From Walras' auctioneer to continuous time double auctions: A general dynamic theory of supply and demand

E-print: http://arxiv.org/abs/1506.03758

Goodness-of-Fit tests with dependent observations

E-print: http://arxiv.org/abs/1106.3016

Hedge your Monte Carlo

Published in: Risk Magazine 14 3, 133-136

Hedged Monte-Carlo: low variance derivative pricing with objective probabilities

E-print: http://arxiv.org/abs/cond-mat/0008147

Hedging large risks reduces the transaction costs

E-print: http://arxiv.org/abs/cond-mat/0005148

Herd behavior and aggregate fluctuations in financial markets

E-print: http://arxiv.org/abs/cond-mat/9712318

How does the market react to your order flow?

E-print: http://arxiv.org/abs/1104.0587