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Michele Vodret
Michele Vodret
Centrale Supelec
Verified email at centralesupelec.fr
Title
Cited by
Cited by
Year
Size effects on the fracture of microscale and nanoscale materials
A Taloni, M Vodret, G Costantini, S Zapperi
Nature Reviews Materials 3 (7), 211-224, 2018
802018
A stationary kyle setup: microfounding propagator models
M Vodret, I Mastromatteo, B Tóth, M Benzaquen
Journal of Statistical Mechanics: Theory and Experiment 2021 (3), 033410, 2021
82021
Do fundamentals shape the price response? A critical assessment of linear impact models
M Vodret, I Mastromatteo, B Tóth, M Benzaquen
Quantitative Finance 22 (12), 2139-2150, 2022
32022
Microfounding GARCH models and beyond: a Kyle-inspired model with adaptive agents
M Vodret, I Mastromatteo, B Tóth, M Benzaquen
Journal of Economic Interaction and Coordination 18 (3), 599-625, 2023
12023
Cognitive Energy Cost of Informed Decisions
M Vodret
arXiv preprint arXiv:2310.15082, 2023
2023
Microfounded theories of price formation
M Vodret
Institut Polytechnique de Paris, 2022
2022
Universal amplitudes ratios for critical aging via functional renormalization group
M Vodret, A Chiocchetta, A Gambassi
Journal of Physics A: Mathematical and Theoretical 55 (26), 264008, 2022
2022
Laurea Magistrale in Fisica
M Vodret
2019
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Articles 1–8