Doucet, Pierre-André. Sorta comme si on était déjà là

de Travail du Centre d ’ Economie de la Sorbonne Market Efficiencies and Market Risks Pierre - André MAUGIS 2010

In recent years numerous papers constructed or simulated financial markets at an agent level, aiming to explain the non-stationarity of price processes. All such papers agree that the heterogeneity of agents and of pricing models creates a dynamics in terms of pricing models used that explains not only the non-stationarity of price processes, but also stylised facts such as bubbles and fat tail...

A conjecture of Yves André . ∗

The introduction to [2] (and references contained therein) contains a comprehensive exposition of terminology and notations relative to this conjecture. Since we use the same terminology and notations, we do not reproduce them here. The introduction to [2] also contains an exposition of results on this conjecture obtained before the article [3] came out. In this article we prove the following t...

What is Déjà vu?

Déjà vu, pronounced day-zhaa voo, is French for “already seen.” It describes the fascinating and strange experience where you feel that something is very familiar but you also know that this feeling of familiarity should not be as strong as it is. For example, you might be walking to school when you suddenly feel like you have been in exactly this situation before. Of course, you have been in t...

François Bach and André Herbelin

Reals which Compute Little André

We investigate combinatorial lowness properties of sets of natural numbers (reals). The real A is super-low if A′ ≤tt ∅′, and A is jump-traceable if the values of {e}A(e) can be effectively approximated in a sense to be specified. We investigate those properties, in particular showing that super-lowness and jump-traceability coincide within the r.e. sets but none of the properties implies the o...