Jean-Philippe Bouchaud
Jean-Philippe Bouchaud
Head of Research, CFM
Verified email at cfm.fr
TitleCited byYear
Anomalous diffusion in disordered media: statistical mechanisms, models and physical applications
JP Bouchaud, A Georges
Physics reports 195 (4-5), 127-293, 1990
38901990
Theory of financial risk and derivative pricing: from statistical physics to risk management
JP Bouchaud, M Potters
Cambridge university press, 2003
2475*2003
Noise dressing of financial correlation matrices
L Laloux, P Cizeau, JP Bouchaud, M Potters
Physical review letters 83 (7), 1467, 1999
12141999
Herd behavior and aggregate fluctuations in financial markets
R Cont, JP Bouchaud
Macroeconomic dynamics 4 (2), 170-196, 2000
10002000
Weak ergodicity breaking and aging in disordered systems
JP Bouchaud
Journal de Physique I 2 (9), 1705-1713, 1992
9921992
Jamming, force chains, and fragile matter
ME Cates, JP Wittmer, JP Bouchaud, P Claudin
Physical review letters 81 (9), 1841, 1998
9191998
Out of equilibrium dynamics in spin-glasses and other glassy systems
JP Bouchaud, LF Cugliandolo, J Kurchan, M Mezard
Spin glasses and random fields, 161-223, 1998
885*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
8022005
Dynamical heterogeneities in glasses, colloids, and granular media
L Berthier, G Biroli, JP Bouchaud, L Cipelletti, W van Saarloos
OUP Oxford, 2011
6302011
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
5322000
Models of traps and glass phenomenology
C Monthus, JP Bouchaud
Journal of Physics A: Mathematical and General 29 (14), 3847, 1996
5211996
Stock market crashes, precursors and replicas
D Sornette, A Johansen, JP Bouchaud
Journal de Physique I 6 (1), 167-175, 1996
5091996
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
4452004
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
4302003
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
423*2009
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
4002004
Memory and chaos effects in spin glasses
K Jonason, E Vincent, J Hammann, JP Bouchaud, P Nordblad
Physical Review Letters 81 (15), 3243, 1998
3861998
Universality classes for extreme-value statistics
JP Bouchaud, M Mézard
Journal of Physics A: Mathematical and General 30 (23), 7997, 1997
3741997
Leverage effect in financial markets: The retarded volatility model
JP Bouchaud, A Matacz, M Potters
Physical review letters 87 (22), 228701, 2001
3712001
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
3682000
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Articles 1–20