Jean–Philippe Bouchaud

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All published works
Action Title Year Authors
+ PDF Chat Navigating through Economic Complexity: Phase Diagrams & Parameter Sloppiness 2024 Jean–Philippe Bouchaud
+ PDF Chat Distribution of the Diagonal Entries of the Resolvent of a Complex Ginibre Matrix 2024 Pierre Bousseyroux
Jean–Philippe Bouchaud
Marc Potters
+ Path shadowing Monte Carlo 2024 Rudy Morel
Stéphane Mallat
Jean–Philippe Bouchaud
+ Application of Spin Glass Ideas in Social Sciences, Economics and Finance 2023 Jean–Philippe Bouchaud
Matteo Marsili
Jean‐Pierre Nadal
+ Addition and Multiplication: Recipes and Examples 2020 Marc Potters
Jean–Philippe Bouchaud
+ More on Gaussian Matrices* 2020 Marc Potters
Jean–Philippe Bouchaud
+ PDF Chat Confidence collapse in a multihousehold, self-reflexive DSGE model 2020 Federico Morelli
Michael Benzaquen
Marco Tarzia
Jean–Philippe Bouchaud
+ PDF Chat Do investors trade too much? A laboratory experiment 2017 João da Gama Batista
Domenico Massaro
Jean–Philippe Bouchaud
Damien Challet
Cars Hommes
+ PDF Chat Turbulent Fracture Surfaces: A Footprint of Damage Percolation? 2015 S. Vernède
Laurent Ponson
Jean–Philippe Bouchaud
+ PDF Chat Self-referential behaviour, overreaction and conventions in financial markets 2006 Matthieu Wyart
Jean–Philippe Bouchaud
+ PDF Chat Dynamical susceptibility of glass formers: Contrasting the predictions of theoretical scenarios 2005 Cristina Toninelli
Matthieu Wyart
Ludovic Berthier
Giulio Biroli
Jean–Philippe Bouchaud
+ PDF Chat Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes 2004 Jean–Philippe Bouchaud
Yuval Gefen
Marc Potters
Matthieu Wyart
+ PDF Chat Statistical models for company growth 2003 Matthieu Wyart
Jean–Philippe Bouchaud
+ PDF Chat Back to basics: historical option pricing revisited 1999 Jean–Philippe Bouchaud
Marc Potters
Common Coauthors
Commonly Cited References
Action Title Year Authors # of times referenced
+ PDF Chat Modelling fluctuations of financial time series: from cascade process to stochastic volatility model 2000 J. F. Muzy
J. Delour
Emmanuel Bacry
3
+ PDF Chat From Minority Games to real markets 2001 Damien Challet
Antonio G. Chessa
Matteo Marsili
Y-C. Zhang
2
+ PDF Chat Bubbles, crashes and intermittency in agent based market models 2003 Irene Giardina
J. P. Bouchaud
2
+ PDF Chat Self-referential behaviour, overreaction and conventions in financial markets 2006 Matthieu Wyart
Jean–Philippe Bouchaud
2
+ Single Curve Collapse of the Price Impact Function for the New York Stock Exchange 2002 Fabrizio Lillo
J. Doyne Farmer
Rosario N. Mantegna
2
+ PDF Chat Leverage Effect in Financial Markets: The Retarded Volatility Model 2001 Jean‐Philippe Bouchaud
Andrew Matacz
Marc Potters
2
+ PDF Chat Quantifying stock-price response to demand fluctuations 2002 Vasiliki Plerou
Parameswaran Gopikrishnan
Xavier Gabaix
H. Eugene Stanley
2
+ PDF Chat Crises and Collective Socio-Economic Phenomena: Simple Models and Challenges 2013 Jean‐Philippe Bouchaud
2
+ PDF Chat A Langevin approach to stock market fluctuations and crashes 1998 J. P. Bouchaud
Rama Cont
2
+ PDF Chat Criticality and market efficiency in a simple realistic model of the stock market 2003 Damien Challet
Matteo Marsili
1
+ PDF Chat Subdiffusion and Cage Effect in a Sheared Granular Material 2005 G. Marty
Olivier Dauchot
1
+ Non-constant rates and over-diffusive prices in a simple model of limit order markets 2003 Damien Challet
R B Stinchcombe
1
+ On Estimating Regression 1964 É. A. Nadaraya
1
+ PDF Chat Heterogeneous Diffusion in Highly Supercooled Liquids 1998 Ryōichi Yamamoto
Akira Ōnuki
1
+ PDF Chat From Large Scale Rearrangements to Mode Coupling Phenomenology in Model Glasses 2005 Andrea Montanari
Guilhem Semerjian
1
+ PDF Chat Short-time at-the-money skew and rough fractional volatility 2016 Masaaki Fukasawa
1
+ PDF Chat Finite-Size Scaling Analysis of the Glass Transition 2003 Ludovic Berthier
1
+ Do numerical orbits of chaotic dynamical processes represent true orbits? 1987 Stephen Hammel
James A. Yorke
Celso Grebogi
1
+ PDF Chat A trace formula for activated escape in noisy maps 2013 Jonathan Demaeyer
Pierre Gaspard
1
+ PDF Chat Can crack front waves explain the roughness of cracks? 2002 E. Bouchaud
1
+ PDF Chat Statistics of fracture surfaces 2007 Stéphane Santucci
Knut Jørgen Måløy
Arnaud Delaplace
Joachim Mathiesen
Alex Hansen
Jan Øistein Haavig Bakke
Jean Schmittbuhl
Loïc Vanel
Purusattam Ray
1
+ PDF Chat Fracture roughness scaling: A case study on planar cracks 2010 Stéphane Santucci
M. Grob
Renaud Toussaint
Jean Schmittbuhl
Alex Hansen
Knut Jørgen Måløy
1
+ PDF Chat Scaling Exponents for Fracture Surfaces in Homogeneous Glass and Glassy Ceramics 2006 Daniel Bonamy
Laurent Ponson
S. Prades
E. Bouchaud
Claude Guillot
1
+ PDF Chat Two-Dimensional Scaling Properties of Experimental Fracture Surfaces 2006 Laurent Ponson
Daniel Bonamy
E. Bouchaud
1
+ PDF Chat Heterogeneous Dynamics of Coarsening Systems 2004 Péter Mayer
Hugo Bissig
Ludovic Berthier
Luca Cipelletti
Juan P. Garrahan
Peter Sollich
Véronique Trappe
1
+ PDF Chat Understanding fast macroscale fracture from microcrack post mortem patterns 2011 Cláudia Guerra
Julien Scheibert
Daniel Bonamy
Davy Dalmas
1
+ GIBBS MEASURES IN ERGODIC THEORY 1972 Yakov G. Sinai
1
+ PDF Chat On non-linear susceptibility in supercooled liquids 2000 Silvio Franz
Giorgio Parisi
1
+ PDF Chat Fracture Surfaces as Multiscaling Graphs 2006 Eran Bouchbinder
Itamar Procaccia
Stéphane Santucci
Loïc Vanel
1
+ PDF Chat Spatial Structures and Dynamics of Kinetically Constrained Models of Glasses 2004 Cristina Toninelli
Giulio Biroli
Daniel S. Fisher
1
+ PDF Chat SKEW AND IMPLIED LEVERAGE EFFECT: SMILE DYNAMICS REVISITED 2015 Vincent Vargas
Tung-Lam Dao
Jean‐Philippe Bouchaud
1
+ PDF Chat Quantitative test of the mode-coupling theory of the ideal glass transition for a binary Lennard-Jones system 1997 Markus Nauroth
Walter Kob
1
+ PDF Chat Inverse Turbulent Cascades and Conformally Invariant Curves 2007 Denis Bernard
G. Boffetta
Antonio Celani
Gregory Falkovich
1
+ Wavelet-based representations for the 1/f family of fractal processes 1993 Gregory W. Wornell
1
+ PDF Chat The Long Memory of the Efficient Market 2004 Fabrizio Lillo
J. Doyne Farmer
1
+ PDF Chat Inverse cubic law for the distribution of stock price variations 1998 Parameswaran Gopikrishnan
Martin Meyer
Luı́s A. Nunes Amaral
H. Eugene Stanley
1
+ PDF Chat Renormalization group study of a kinetically constrained model for strong glasses 2005 Stephen Whitelam
Ludovic Berthier
Juan P. Garrahan
1
+ PDF Chat Failure mechanisms and surface roughness statistics of fractured Fontainebleau sandstone 2007 Laurent Ponson
Harold Auradou
Marc Pessel
V. Lazarus
Jean‐Pierre Hulin
1
+ PDF Chat Theory of non-linear susceptibility and correlation length in glasses and liquids 2002 Claudio Donati
Silvio Franz
Sharon C. Glotzer
Giorgio Parisi
1
+ PDF Chat Growing correlation length on cooling below the onset of caging in a simulated glass-forming liquid 2002 Naida Lačević
Francis W. Starr
Thomas B. Schrøder
V. N. Novikov
Sharon C. Glotzer
1
+ TRADER DYNAMICS IN A MODEL MARKET 2000 Neil F. Johnson
Michael Hart
P. M. Hui
Dafang Zheng
1
+ Models of fractal cracks 1993 J. P. Bouchaud
E. Bouchaud
G. Lapasset
J. Planès
1
+ PDF Chat Stability analysis of financial contagion due to overlapping portfolios 2014 Fabio Caccioli
Munik Shrestha
Cristopher Moore
J. Doyne Farmer
1
+ PDF Chat Geometrical Explanation and Scaling of Dynamical Heterogeneities in Glass Forming Systems 2002 Juan P. Garrahan
David Chandler
1
+ PDF Chat EXPERTS' EARNING FORECASTS: BIAS, HERDING AND GOSSAMER INFORMATION 2005 Olivier Guedj
Jean‐Philippe Bouchaud
1
+ PDF Chat Dynamic Criticality in Glass-Forming Liquids 2004 Stephen Whitelam
Ludovic Berthier
Juan P. Garrahan
1
+ Coarse-grained microscopic model of glass formers 2003 Juan P. Garrahan
David Chandler
1
+ PDF Chat Escape time in anomalous diffusive media 2001 E. K. Lenzi
Celia Anteneodo
Lisa Borland
1
+ PDF Chat Mean-field approximation for a limit order driven market model 2001 František Slanina
1
+ PDF Chat Low Self-Affine Exponents of Fractured Glass Ceramics Surfaces 2006 Laurent Ponson
Harold Auradou
Philippe Vié
Jean‐Pierre Hulin
1