Jean-Philippe Bouchaud
Jean-Philippe Bouchaud
Head of Research, CFM
כתובת אימייל מאומתת בדומיין cfm.fr
כותרת
צוטט על ידי
צוטט על ידי
שנה
Anomalous diffusion in disordered media: statistical mechanisms, models and physical applications‏
JP Bouchaud, A Georges‏
Physics reports 195 (4-5), 127-293, 1990‏
42961990
Theory of financial risk and derivative pricing: from statistical physics to risk management‏
JP Bouchaud, M Potters‏
Cambridge university press, 2003‏
2690*2003
Noise dressing of financial correlation matrices‏
L Laloux, P Cizeau, JP Bouchaud, M Potters‏
Physical review letters 83 (7), 1467, 1999‏
13501999
Herd behavior and aggregate fluctuations in financial markets‏
R Cont, JP Bouchaud‏
Macroeconomic dynamics 4 (2), 170-196, 2000‏
10802000
Weak ergodicity breaking and aging in disordered systems‏
JP Bouchaud‏
Journal de Physique I 2 (9), 1705-1713, 1992‏
10761992
Jamming, force chains, and fragile matter‏
ME Cates, JP Wittmer, JP Bouchaud, P Claudin‏
Physical review letters 81 (9), 1841, 1998‏
10171998
Out of equilibrium dynamics in spin-glasses and other glassy systems‏
JP Bouchaud, LF Cugliandolo, J Kurchan, M Mézard‏
Spin glasses and random fields 12, 161, 1998‏
951*1998
Direct experimental evidence of a growing length scale accompanying the glass transition‏
L Berthier, G Biroli, JP Bouchaud, L Cipelletti, D El Masri, D L'Hôte, ...‏
Science 310 (5755), 1797-1800, 2005‏
8562005
Dynamical heterogeneities in glasses, colloids, and granular media‏
L Berthier, G Biroli, JP Bouchaud, L Cipelletti, W van Saarloos‏
OUP Oxford, 2011‏
6472011
Wealth condensation in a simple model of economy‏
JP Bouchaud, M Mézard‏
Physica A: Statistical Mechanics and its Applications 282 (3-4), 536-545, 2000‏
5902000
Stock market crashes, precursors and replicas‏
D Sornette, A Johansen, JP Bouchaud‏
Journal de Physique I 6 (1), 167-175, 1996‏
5841996
Models of traps and glass phenomenology‏
C Monthus, JP Bouchaud‏
Journal of Physics A: Mathematical and General 29 (14), 3847, 1996‏
5561996
Fluctuations and response in financial markets: the subtle nature of ‘random’price changes‏
JP Bouchaud, Y Gefen, M Potters, M Wyart‏
Quantitative finance 4 (2), 176-190, 2004‏
4892004
Random matrix theory and financial correlations‏
L Laloux, P Cizeau, M Potters, JP Bouchaud‏
International Journal of Theoretical and Applied Finance 3 (03), 391-397, 2000‏
4642000
How markets slowly digest changes in supply and demand‏
JP Bouchaud, JD Farmer, F Lillo‏
Handbook of financial markets: dynamics and evolution, 57-160, 2009‏
4592009
Statistical aging and nonergodicity in the fluorescence of single nanocrystals‏
X Brokmann, JP Hermier, G Messin, P Desbiolles, JP Bouchaud, ...‏
Physical review letters 90 (12), 120601, 2003‏
4582003
On the Adam-Gibbs-Kirkpatrick-Thirumalai-Wolynes scenario for the viscosity increase in glasses‏
JP Bouchaud, G Biroli‏
The Journal of chemical physics 121 (15), 7347-7354, 2004‏
4352004
Memory and chaos effects in spin glasses‏
K Jonason, E Vincent, J Hammann, JP Bouchaud, P Nordblad‏
Physical Review Letters 81 (15), 3243, 1998‏
4201998
Statistical properties of stock order books: empirical results and models‏
JP Bouchaud, M Mézard, M Potters‏
Quantitative finance 2, 251-256, 2002‏
4112002
Leverage effect in financial markets: The retarded volatility model‏
JP Bouchaud, A Matacz, M Potters‏
Physical review letters 87 (22), 228701, 2001‏
4112001
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מאמרים 1–20