Gilles Daniel

Traders imprint themselves by adaptively updating their own avatar pdf

Lev Muchnik, Sorin Solomon, Gilles Daniel, 2005, ArXiv.

Stochastic Volatility in a Quantitative Model of Stock Market Returns

Gilles Daniel, G. Daniel, 2003, ArXiv.

Goodness-of-fit of the Heston model

Gilles Daniel, 2003, ArXiv.

q-fin . P M ] 10 O ct 2 00 8 LookAhead Benchmark Bias in Portfolio Performance Evaluation ∗

Didier Sornette, Gilles Daniel, D. Sornette, 2008 .