Mehdi Lallouache

The limits of statistical significance of Hawkes processes fitted to financial data

Damien Challet, Mehdi Lallouache, D. Challet, 2014, 1406.3967.

Statistically validated lead-lag Networks and inventory Prediction in the Foreign Exchange Market

Damien Challet, Mehdi Lallouache, Rémy Chicheportiche, 2016, Adv. Complex Syst..

Opinion formation in kinetic exchange models: spontaneous symmetry-breaking transition.

Anirban Chakraborti, Bikas K Chakrabarti, Mehdi Lallouache, 2010, Physical review. E, Statistical, nonlinear, and soft matter physics.