Affiliation: | 1. Scuola Normale Superiore, Piazza dei Cavalieri 7, 56126 Pisa, Italy;2. Chair of Econophysics and Complex Systems, Ecole polytechnique, 91128 Palaiseau Cedex, Francefrederic.bucci@sns.it;4. Chair of Econophysics and Complex Systems, Ecole polytechnique, 91128 Palaiseau Cedex, France;5. Capital Fund Management, 23-25, Rue de l'Université, 75007 Paris, France;6. Ladhyx UMR CNRS 7646 &7. Department of Economics, Ecole polytechnique, 91128 Palaiseau Cedex, Francehttps://orcid.org/0000-0002-9751-7625;8. CFM-Imperial Institute of Quantitative Finance, Department of Mathematics, Imperial College, 180 Queen's Gate, London SW7 2RH, UK |