Flickering in Information Spreading Precedes Critical Transitions in Financial Markets von Gatfaoui, Hayette, de Peretti, Philippe

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Generalized runs tests to detect randomness in hedge funds returns von Hentati-Kaffel, Rania, de Peretti, Philippe

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Detecting performance persistence of hedge funds von Hentati-Kaffel, Rania, de Peretti, Philippe

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Detecting performance persistence of hedge funds von Hentati, Rania, de Peretti, Philippe

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Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent von Gatfaoui, Hayette, de Peretti, Philippe

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Heuristics in experiments with infinitely large strategy spaces von Andersen, Jørgen Vitting, de Peretti, Philippe

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Synchronization in human decision-making von Liu, Yi-Fang, Andersen, Jørgen Vitting, Frolov, Maxime, de Peretti, Philippe

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Special issue on dynamics of socioeconomic systems: systemic risk—complex systems von Cavallo, Bice, de Peretti, Philippe, Simonetti, Biagio, Squillante, Massimo, Vitting-Andersen, Jorgen

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Special issue on dynamics of socioeconomic systems: systemic risk—finance von de Peretti, Philippe, Cavallo, Bice, Simonetti, Biagio, Squillante, Massimo, Vitting-Andersen, Jorgen

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Improving portfolios global performance using a cleaned and robust covariance matrix estimate von Jay, Emmanuelle, Soler, Thibault, Terreaux, Eugénie, Ovarlez, Jean-Philippe, Pascal, Frédéric, De Peretti, Philippe, Chorro, Christophe

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TESTING FOR WEAK SEPARABILITY USING STOCHASTIC SEMI-NONPARAMETRIC TESTS: AN EMPIRICAL STUDY ON US DATA von Mattson, Ryan S., de Peretti, Philippe

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An omnibus test to detect time-heterogeneity in time series von Guégan, Dominique, de Peretti, Philippe

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TESTING THE SIGNIFICANCE OF THE DEPARTURES FROM UTILITY MAXIMIZATION von de PERETTI, PHILIPPE

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Heuristics in experiments with infinitely large strategy spaces von Andersen, Jørgen Vitting, de Peretti, Philippe

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ADMISSIBLE CLUSTERING OF AGGREGATOR COMPONENTS: A NECESSARY AND SUFFICIENT STOCHASTIC SEMINONPARAMETRIC TEST FOR WEAK SEPARABILITY von Barnett, William A., de Peretti, Philippe

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Testing the Significance of the Departures from Weak Separability von de Peretti, Philippe

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Frequency causality measures and Vector AutoRegressive (VAR) models: An improved subset selection method suited to parsimonious systems von Chorro, Christophe, Jay, Emmanuelle, de Peretti, Philippe, Soler, Thibault

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A COMPARISON OF TWO METHODS FOR TESTING THE UTILITY MAXIMIZATION HYPOTHESIS WHEN QUANTITY DATA ARE MEASURED WITH ERROR von JONES, BARRY E., DE PERETTI, PHILIPPE

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An Omnibus Test to Detect Time-Heterogeneity in Time Series von Guegan, Dominique, de Peretti, Philippe

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Synchronization in human decision making von Liu, Yi-Fang, Andersen, Jørgen Vitting, Frolov, Maxime, de Peretti, Philippe

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