EconophysiX Lab

Capital Fund Management Chair of Econophysics & Complex Systems at Ecole Polytechnique

[EconophysiX Lab @econophysix]

A New Spin on Color Quantization!

Preprint is out: https://t.co/D1chpVx5CK

#research

[EconophysiX Lab @econophysix]

Proud to announce that Michael Benzaquen (Head of our EconophysiX Lab at @Polytechnique) has just been elected as a Fellow of the Institut @LouisBachelier. This distinction rewards high-level researchers, recognized for the quality of their work in economics and finance.

[École polytechnique @Polytechnique]

👩‍🔬 À l'occasion de la Journée internationale des femmes et des filles de science, la Chaire @econophysix ouvre son appel à candidatures pour sa bourse de thèse valorisant les jeunes chercheuses d'exception en finance quantitative.

➡ https://t.co/M7qiVzisYQ.

#WomenInScience

[EconophysiX Lab @econophysix]

We are seeking candidates for the 2022 Capital Fund Management (@CFM_AM) Women in Quantitative Finance Scholarship:

✔ 3yr fully funded #PhD Position
✔ Quantitative Finance
✔ Deadline 14 June

Apply now ⤵
https://t.co/dJeeBI3paN

[Polytechnique Insights 🇬🇧 @Poly_InsightsEN]

👁 "Somehow, our brain recognises shapes and patterns while "erasing" unnecessary noise."

@CNRS @Polytechnique @IP__Paris @econophysix

https://t.co/ilZHQYcVqV

[EconophysiX Lab @econophysix]

From our very own ⤵️

[Polytechnique insights 🇫🇷 @Poly_InsightsFR]

☯️ « L’œuvre puissante n’est-elle pas celle qui nous transporte entre les règles et leur rejet, le connu et l’inconnu, l’ordre et le chaos ? »

@CNRS @Polytechnique @IP__Paris @econophysix

https://t.co/fx4h9AR6n0

[EconophysiX Lab @econophysix]

Great work by our very own ⤵️

[Karl Naumann-Woleske @KNaumannWoleske]

🚨 Preprint: Exploration of the Parameter Space in Macroeconomic Agent-Based Models

Ever wondered what your model can possibly generate? A 🧵

Full paper ➡️ https://t.co/cQPdiA2cR0

#EconTwitter #AcademicTwitter #Economics

[EconophysiX Lab @econophysix]

Can one quantify beauty? Or, why are some images commonly appreciated but others are not?

Research by Samy Lakhal and Michael Benzaquen [French]:
https://t.co/M1JrQKQVzE

[EconophysiX Lab @econophysix]

🚨 Internship Opportunity - Micrometereology

To gain altitude, birds and gliders exploit thermal updrafts, yet little is known quantitatively about these phenomena.

Using 3D paragliding data, we are seeking you to investigate this with us:
https://t.co/dJeeBI3paN

[EconophysiX Lab @econophysix]

Preprint 🚨: Capital Demand Driven Business Cycles by Naumann-Woleske et al.

We build a model of capital demand with bi-stable fluctuations across business cycle timescales.

More here ⤵️
https://t.co/Re3Boe5Sev

#EconTwitter #AcademicTwitter

[EconophysiX Lab @econophysix]

Preprint 🚨: Economic Crises in a Model with Capital Scarcity and Self-Reflexive Confidence

How does sentiment-based decision making affect economic dynamics? ⤵️

https://t.co/vHPpJkyXO4

#EconTwitter #AcademicTwitter

[EconophysiX Lab @econophysix]

Why do people search for information if the crowd is wiser? An agent based model.

Check out this new work by @benoitdecourson, @LFitouchi, JP Bouchaud, and M. Benzaquen!

#EconTwitter #AcademicTwitter

[Benoît de Courson @benoitdecourson]

New paper with @LFitouchi, J.-P. Bouchaud & M. Benzaquen, out today in @SciReports! We search to answer the question: why does individual learning endure when social learning is more efficient? A 🧵 to give a flavour of our model.
https://t.co/iJMHrE7W7W

[EconophysiX Lab @econophysix]

Interested in the non-linear relations of flows in the limit order book?

Join our team of renowned researchers with access to top data and new tools to find out!

Learn more at: https://t.co/qIeOhFDigt

#internship #AcademicTwitter #Finance

[EconophysiX Lab @econophysix]

Thank you Rob!

If you're interested in how to explain price jumps, have a look at Riccardo, Jean-Philippe, and Michael's work here ⤵️

https://t.co/bpiY175g37

@RiskDotNet #AcademicTwitter #Finance

[Rob Mannix @RobMannix]

Market’s mystery jumps might be predictable after all https://t.co/bjEF1UYBjC

[EconophysiX Lab @econophysix]

COVID has us all teleworking... so this year will be marked by a slightly different team photo !

Interested in joining us?

https://t.co/dJeeBI3paN

[EconophysiX Lab @econophysix]

Is it possible to categorize extreme events into
exogenous and endogenous? 🔎

We show: stock movements post-news exhibit different dynamical features from spontaneous ones 📈

New preprint ➡️ https://t.co/bpiY175g37

#quantfinance #AcademicTwitter

[Mikael Monjour @MikaelMonjour]

#RT @cdf1530: #Statistique #Finance #Bourse 📊
"La nature fragile de la liquidité dans les marchés financiers" - Michael Benzaquen (@econophysix) ▶️ https://t.co/TWLn1XLN7X
(Vidéo 50min - FR 🇫🇷 et EN 🇬🇧)

[EconophysiX Lab @econophysix]

See Michael's presentation at College-de-France !

[Collège de France @cdf1530]

#Statistique #Finance #Bourse 📊
"La nature fragile de la liquidité dans les marchés financiers" - Michael Benzaquen (@econophysix) ▶️ https://t.co/2YKWZ3MCY7
(Vidéo 50min - FR 🇫🇷 et EN 🇬🇧)

[EconophysiX Lab @econophysix]

New Internship 🔎

How to optimally blend signals of heterogeneous frequency in the face of transaction costs?

Interested in joining the Team? Find out more here ⤵
https://t.co/dJeeBI3paN

#finance #academicjobs

[EconophysiX Lab @econophysix]

Interested in the fragile nature of liquidity on financial markets?

Check out Michael Benzaquen's seminar at @cdf1530 (in French):

https://t.co/c7MjKB7gE1

#Finance