| Is volatility rough? M Fukasawa, T Takabatake, R Westphal arXiv preprint arXiv:1905.04852, 2019 | 70 | 2019 |
| Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics M Fukasawa, T Takabatake, R Westphal Mathematical Finance 32 (4), 1086-1132, 2022 | 49 | 2022 |
| Market impact and performance of arbitrageurs of financial bubbles in an agent-based model R Westphal, D Sornette Journal of Economic Behavior & Organization 171, 1-23, 2020 | 31 | 2020 |
| Multiasset financial bubbles in an agent-based model with noise traders' herding described by an -vector ising model D Cividino, R Westphal, D Sornette Physical Review Research 5 (1), 013009, 2023 | 7 | 2023 |
| Is volatility rough? arXiv M Fukasawa, T Takabatake, R Westphal arXiv preprint arXiv:1905.04852, 2019 | 5 | 2019 |
| How market intervention can prevent bubbles and crashes: An agent based modelling approach R Westphal, D Sornette Computational Economics, 1-42, 2023 | 4 | 2023 |
| How market intervention can prevent bubbles and crashes R Westphal, D Sornette Swiss Finance Institute Research Paper, 2020 | 4 | 2020 |
| Agent-based models to understand, exploit and prevent financial bubbles R Westphal ETH Zurich, 2021 | 2 | 2021 |
| Market Impact and Performance of Arbitrageurs of Financial Bubbles in An Agent-Based Model R Westphal, D Sornette Swiss Finance Institute Research Paper, 2019 | 2 | 2019 |
| Agent-based model generating stylized facts of fixed income markets A Kopp, R Westphal, D Sornette Journal of Economic Interaction and Coordination 17 (4), 947-992, 2022 | 1 | 2022 |
| Supplement to “Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics” M Fukasawa, T Takabatake, R Westphal | 1 | 2022 |
| A Statistical Physics approach to financial bubbles: Ising-like modeling of social imitation in an Agent-based multi-asset market D Cividino Politecnico di Torino, 2020 | | 2020 |
| Long-term behavior of an artificial market, composed of fundamentalists and noise traders R Westphal, D Sornette | | 2018 |
| Osaka-UCL Workshop on Stochastics, Numerics and Risk M Fukasawa, Y Ida, B Poignard, D Taguchi, T Takabatake, A Takeuchi, ... | | 2017 |
| Equilibrium model of fundamentalist and noise traders in a multi-asset framework L DALL’ASTA, D SORNETTE, R WESTPHAL, E DAMIANI | | |
