The following pages link to Jean-Philippe Bouchaud (Q212747):
Displaying 50 items.
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- Spatial correlations in vote statistics: a diffusive field model for decision-making (Q614608) (← links)
- An introduction to statistical finance (Q699524) (← links)
- (Q978857) (redirect page) (← links)
- Large dimension forecasting models and random singular value spectra (Q978861) (← links)
- Critical behaviour and intermittency in Sinai's billiard (Q1077049) (← links)
- Statistical models for company growth (Q1396854) (← links)
- Elements for a theory of financial risks (Q1577075) (← links)
- Hedged Monte-Carlo: low variance derivative pricing with objective probabilities (Q1591779) (← links)
- Tipping points in macroeconomic agent-based models (Q1623962) (← links)
- The fine structure of volatility feedback. II: Overnight and intra-day effects (Q1782696) (← links)
- The fine-structure of volatility feedback. I: Multi-scale self-reflexivity (Q1782966) (← links)
- Volatility clustering in agent based market models (Q1873924) (← links)
- More statistical properties of order books and price impact (Q1873946) (← links)
- Crises and collective socio-economic phenomena: simple models and challenges (Q1953112) (← links)
- Out-of-equilibrium dynamics and excess volatility in firm networks (Q2136982) (← links)
- Co-existence of trend and value in financial markets: estimating an extended Chiarella model (Q2177989) (← links)
- Jamming and static stress transmission in granular materials (Q2727172) (← links)
- Proliferation assisted transport in a random environment (Q2736759) (← links)
- (Q2760406) (← links)
- The price impact of order book events: market orders, limit orders and cancellations (Q2873559) (← links)
- THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL (Q2892977) (← links)
- On the top eigenvalue of heavy-tailed random matrices (Q2903622) (← links)
- Eigenvector dynamics under free addition (Q2930542) (← links)
- Rotational Invariant Estimator for General Noisy Matrices (Q2976467) (← links)
- OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS (Q3022045) (← links)
- Benoit Mandelbrot: a personal tribute (Q3084975) (← links)
- (Q3105281) (← links)
- Instabilities in large economies: aggregate volatility without idiosyncratic shocks (Q3301776) (← links)
- On the emergence of an ‘intention field’ for socially cohesive agents (Q3301896) (← links)
- On growth-optimal tax rates and the issue of wealth inequalities (Q3302145) (← links)
- From Walras’ auctioneer to continuous time double auctions: a general dynamic theory of supply and demand (Q3302506) (← links)
- Nonlinear price impact from linear models (Q3302935) (← links)
- By force of habit: Self-trapping in a dynamical utility landscape (Q3303867) (← links)
- Relation between bid–ask spread, impact and volatility in order-driven markets (Q3518387) (← links)
- Statistical mechanics of a single particle in a multiscale random potential: Parisi landscapes in finite-dimensional Euclidean spaces (Q3523006) (← links)
- Freezing and extreme-value statistics in a random energy model with logarithmically correlated potential (Q3528193) (← links)
- Optimal time to sell a stock in the Black–Scholes model: comment on ‘Thou shalt buy and hold’, by A. Shiryaev, Z. Xu and X.Y. Zhou (Q3605235) (← links)
- Theory of Financial Risk and Derivative Pricing (Q3634880) (← links)
- (Q3795421) (← links)
- Rigorous bounds and the replica method for products of random matrices (Q3816201) (← links)
- Localization in one-dimensional random random walks (Q4212375) (← links)
- (Q4218375) (← links)
- Development of stresses in cohesionless poured sand (Q4243390) (← links)
- Self-consistent screening approximation for critical dynamics (Q4245883) (← links)
- Universality classes for extreme-value statistics (Q4255640) (← links)
- The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes (Q4292472) (← links)
- Long time, large scale properties of the noisy driven-diffusion equation (Q4324274) (← links)
- Entropy barriers and slow relaxation in some random walk models (Q4345738) (← links)
- Models of traps and glass phenomenology (Q4390136) (← links)
