Jean – Philippe Bouchaud
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Physics
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(Suggest an Edit or Addition)Jean – Philippe Bouchaud's Published Works
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Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Anomalous diffusion in disordered media: Statistical mechanisms, models and physical applications (1990) (2947)
- Noise Dressing of Financial Correlation Matrices (1998) (1088)
- HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS (1997) (830)
- Weak ergodicity breaking and aging in disordered systems (1992) (664)
- Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management (2011) (638)
- Direct Experimental Evidence of a Growing Length Scale Accompanying the Glass Transition (2005) (601)
- Theory Of Financial Risk And Derivative Pricing (2000) (599)
- Dynamical Heterogeneities in Glasses, Colloids, and Granular Media (2011) (565)
- Theory of financial risks : from statistical physics to risk management (2000) (533)
- Wealth condensation in a simple model of economy (2000) (478)
- How Markets Slowly Digest Changes in Supply and Demand (2008) (460)
- RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS (2000) (410)
- Fluctuations and Response in Financial Markets: The Subtle Nature of 'Random' Price Changes (2003) (401)
- Statistical properties of stock order books: empirical results and models (2002) (367)
- Why Do Markets Crash? Bitcoin Data Offers Unprecedented Insights (2015) (366)
- Stock Market Crashes, Precursors and Replicas (1995) (364)
- Models of traps and glass phenomenology (1996) (357)
- Out of equilibrium dynamics in spin-glasses and other glassy systems (1997) (340)
- An introduction to statistical finance (2002) (334)
- On the Adam-Gibbs-Kirkpatrick-Thirumalai-Wolynes scenario for the viscosity increase in glasses. (2004) (319)
- A Langevin approach to stock market fluctuations and crashes (1998) (319)
- More Statistical Properties of Order Books and Price Impact (2002) (313)
- The Leverage Effect in Financial Markets: Retarded Volatility And Market Panic (2001) (295)
- Economics needs a scientific revolution (2008) (261)
- Thermodynamic signature of growing amorphous order in glass-forming liquids (2008) (255)
- Memory and Chaos Effects in Spin Glasses (1998) (242)
- Mode-coupling approximations, glass theory and disordered systems (1995) (218)
- Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets (2011) (209)
- Scaling in Stock Market Data: Stable Laws and Beyond (1997) (208)
- Cleaning large correlation matrices: tools from random matrix theory (2016) (203)
- Universality classes for extreme value statistics (1997) (199)
- Aging on Parisi's Tree (1994) (196)
- Inhomogeneous mode-coupling theory and growing dynamic length in supercooled liquids. (2006) (196)
- Spontaneous and induced dynamic fluctuations in glass formers. I. General results and dependence on ensemble and dynamics. (2006) (186)
- Crises and Collective Socio-Economic Phenomena: Simple Models and Challenges (2012) (185)
- Dynamical susceptibility of glass formers: contrasting the predictions of theoretical scenarios. (2005) (182)
- The price impact of order book events: market orders, limit orders and cancellations (2009) (181)
- A model for the dynamics of sandpile surfaces (1994) (178)
- Spatial correlations in the dynamics of glassforming liquids: experimental determination of their temperature dependence. (2007) (177)
- Critical reflexivity in financial markets: a Hawkes process analysis (2013) (161)
- The Black-Scholes option pricing problem in mathematical finance : generalization and extensions for a large class of stochastic processes (1994) (160)
- Leverage Effect in Financial Markets (2001) (159)
- Power laws in economics and finance: some ideas from physics (2001) (156)
- Financial Applications of Random Matrix Theory: Old Laces and New Pieces (2005) (153)
- Stock price jumps: news and volume play a minor role (2008) (151)
- Freezing and extreme-value statistics in a random energy model with logarithmically correlated potential (2008) (150)
- Apparent multifractality in financial time series (1999) (144)
- Random walks, liquidity molasses and critical response in financial markets (2004) (142)
- Bubbles, crashes and intermittency in agent based market models (2002) (140)
- Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes (2004) (133)
- Diverging length scale and upper critical dimension in the Mode-Coupling Theory of the glass transition (2004) (130)
- Spontaneous and induced dynamic correlations in glass formers. II. Model calculations and comparison to numerical simulations. (2006) (130)
- Spin-glass behavior in an interacting γ -Fe 2 O 3 nanoparticle system (2008) (129)
- Relation between bid–ask spread, impact and volatility in order-driven markets (2006) (124)
- Tipping Points in Macroeconomic Agent-Based Models (2013) (123)
- Theory of collective opinion shifts: from smooth trends to abrupt swings (2005) (119)
- Slow dynamics and aging in spin glasses (1996) (118)
- Stress Distribution in Granular Media and Nonlinear Wave Equation (1995) (117)
- Trap models and slow dynamics in supercooled liquids. (2002) (117)
- Nonlinear susceptibility in glassy systems: A probe for cooperative dynamical length scales (2005) (116)
- The Random First-Order Transition Theory of Glasses: a critical assessment (2009) (114)
- Geometrical aspects of aging and rejuvenation in the ising spin glass: A numerical study (2002) (113)
- Sticky Expectations and the Profitability Anomaly (2016) (112)
- Financial markets as adaptive systems (1998) (111)
- Financial Applications of Random Matrix Theory: a short review (2009) (111)
- Anomalous dynamical light scattering in soft glassy gels (2001) (109)
- On the Adam-Gibbs-Wolynes scenario for the viscosity increase in glasses (108)
- Lévy Statistics and Laser Cooling (2001) (103)
- Evidence of growing spatial correlations at the glass transition from nonlinear response experiments. (2010) (102)
- On the top eigenvalue of heavy-tailed random matrices (2006) (101)
- Trades, Quotes and Prices: Financial Markets Under the Microscope (2018) (100)
- Aging, rejuvenation, and memory effects in Ising and Heisenberg spin glasses (2001) (100)
- Comment on "Turbulent cascades in foreign exchange markets" (1996) (98)
- Can crack front waves explain the roughness of cracks (2001) (98)
- Self induced quenched disorder: a model for the glass transition (1994) (97)
- Rational Decisions, Random Matrices and Spin Glasses (1998) (95)
- Microscopic models for long ranged volatility correlations (2001) (85)
- A non-Gaussian option pricing model with skew (2004) (83)
- Plastoquinone compartmentation in chloroplasts. II. Theoretical aspects (1992) (83)
- Separation of time and length scales in spin glasses: Temperature as a microscope (2001) (82)
- More stylized facts of financial markets: leverage effect and downside correlations (2001) (81)
- A fully consistent, minimal model for non-linear market impact (2014) (80)
- Force chain splitting in granular materials: A mechanism for large-scale pseudo-elastic behaviour (2000) (79)
- Price Impact (2009) (77)
- Rotational Invariant Estimator for General Noisy Matrices (2015) (77)
- Extreme value problems in random matrix theory and other disordered systems (2007) (76)
- Two centuries of trend following (2014) (75)
- Energy exponents and corrections to scaling in Ising spin glasses (2002) (75)
- Risk premia: asymmetric tail risks and excess returns (2014) (74)
- Subdiffusion and localization in the one-dimensional trap model. (2002) (74)
- Agent-based models for latent liquidity and concave price impact. (2013) (73)
- Correlation structure of extreme stock returns (2000) (73)
- CHAPTER 2 – How Markets Slowly Digest Changes in Supply and Demand (2009) (73)
- Are financial crashes predictable (1998) (69)
- Aging phenomena in spin-glass and ferromagnetic phases: Domain growth and wall dynamics (1999) (68)
- Phenomenology of the Interest Rate Curve (1997) (67)
- Self Referential Behaviour, Overreaction and Conventions in Financial Markets (2003) (66)
- Spin anisotropy and slow dynamics in spin glasses. (2003) (66)
- Anisotropy in granular media: classical elasticity and directed-force chain network. (2002) (64)
- THE DYNAMICS OF FINANCIAL MARKETS - MANDELBROT'S MULTIFRACTAL CASCADES, AND BEYOND (2005) (63)
- Scale Invariance and Beyond (1997) (62)
- THE (UNFORTUNATE) COMPLEXITY OF THE ECONOMY (2009) (61)
- Nonlinear dielectric susceptibilities: Accurate determination of the growing correlation volume in a supercooled liquid (2011) (61)
- Dynamics of Ranking Processes in Complex Systems (2012) (61)
- On a multi-timescale statistical feedback model for volatility fluctuations (2005) (61)
- The Large Scale Energy Landscape of Randomly Pinned Objects (1996) (59)
- Invariant beta ensembles and the Gauss-Wigner crossover. (2012) (58)
- The skewed multifractal random walk with applications to option smiles (2002) (58)
- A First Course in Random Matrix Theory (2020) (56)
- Lévy Statistics and Laser Cooling: How Rare Events Bring Atoms to Rest (2002) (56)
- Critical fluctuations and breakdown of the Stokes–Einstein relation in the mode-coupling theory of glasses (2006) (55)
- Theory of Financial Risk and Derivative Pricing: Foreword (2003) (55)
- Hopping in the Glass Configuration Space: Subaging and Generalized Scaling Laws (2001) (54)
- Hedged Monte-Carlo: Low Variance Derivative Pricing with Objective Probabilities (2000) (54)
- Large dimension forecasting models and random singular value spectra (2005) (52)
- Numerical study of aD-dimensional periodic Lorentz gas with universal properties (1985) (51)
- Election Turnout Statistics in Many Countries: Similarities, Differences, and a Diffusive Field Model for Decision-Making (2012) (51)
- Spatial correlations in vote statistics: a diffusive field model for decision-making (2010) (51)
- Static Avalanches and Giant Stress Fluctuations in Silos (1996) (49)
- Invariant β-Wishart ensembles, crossover densities and asymptotic corrections to the Marčenko–Pastur law (2012) (49)
- Multiple Time Scales in Volatility and Leverage Correlations: An Stochastic Volatility Model (2003) (49)
- Self-diffusion and ‘visited’ surface in the droplet condensation problem (breath figures) (1995) (49)
- Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets (1998) (48)
- Dissecting cross-impact on stock markets: an empirical analysis (2016) (48)
- Experts' earning forecasts: bias, herding and gossamer information (2004) (48)
- Pair wave functions for strongly correlated fermions and their determinantal representation (1988) (47)
- Of songs and men: a model for multiple choice with herding (2006) (46)
- The Joint Distribution of Stock Returns is Not Elliptical (2010) (45)
- Quadratic Hawkes processes for financial prices (2015) (45)
- Slow Decay of Impact in Equity Markets (2014) (45)
- Anomalous diffusion in elongated micelles and its Lévy flight interpretation (1991) (45)
- Statistical Models for Company Growth (2002) (45)
- Eigenvector dynamics: General theory and some applications. (2012) (44)
- Individual and collective stock dynamics: intra-day seasonalities (2010) (44)
- The endogenous dynamics of markets: price impact and feedback loops (2010) (42)
- Elements for a theory of financial risks (1998) (42)
- Contrasting effects of field and temperature variations on ageing in spin glasses (1995) (41)
- Lévy Statistics and Laser Cooling: Index of main notation (2001) (40)
- Can the glass transition be explained without a growing static length scale? (2018) (40)
- Lévy Statistics and Laser Cooling: Introduction (2001) (39)
- Elementary excitation modes in a granular glass above jamming (2010) (39)
- On a Universal Mechanism for Long Ranged Volatility Correlations (2000) (39)
- How does the market react to your order flow? (2011) (39)
- Mean field theory of dilute spin-glasses with power-law interactions (1993) (38)
- Principal regression analysis and the index leverage effect (2010) (38)
- Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets (2006) (38)
- Statistical mechanics of a single particle in a multiscale random potential: Parisi landscapes in finite-dimensional Euclidean spaces (2007) (38)
- Anomalous relaxation in complex systems: from stretched to compressed exponentials (2007) (37)
- The relaxation-time spectrum of diffusion in a one-dimensional random medium: an exactly solvable case (1987) (37)
- On a dynamical model of glasses (1995) (37)
- Anomalous nonlinear response of glassy liquids: general arguments and a mode-coupling approach. (2008) (36)
- The subtle nature of financial random walks. (2005) (36)
- Dynamical ultrametricity in the critical trap model (2001) (36)
- Power-Laws in Economy and Finance: Some Ideas from Physics (2000) (36)
- Branching-ratio approximation for the self-exciting Hawkes process. (2014) (35)
- Weighted Kolmogorov-Smirnov test: accounting for the tails. (2012) (35)
- Towards an experimental determination of the number of metastable states in spin-glasses? (1993) (35)
- Mutual attractions: physics and finance (1999) (35)
- Multiple domain growth and memory in the droplet model for spin-glasses (2000) (34)
- Do Investors Trade Too Much? A Laboratory Experiment (2015) (33)
- The Kovacs effect in model glasses (2003) (33)
- Entropy barriers and slow relaxation in some random walk models (1995) (33)
- Fokker-Planck description for the queue dynamics of large tick stocks. (2013) (32)
- Mode coupling as a Landau theory of the glass transition (2009) (32)
- Market microstructure: confronting many viewpoints (2012) (32)
- The Student ensemble of correlation matrices: eigenvalue spectrum and Kullback-Leibler entropy (2007) (31)
- May's Instability in Large Economies (2019) (31)
- On the Bethe ansatz for random directed polymers (1990) (31)
- A model for ripple instabilities in granular media (1998) (31)
- Statistics of persistent events: An exactly soluble model (1999) (30)
- Aging in glassy systems: new experiments, simple models, and open questions (1999) (30)
- Anomalous dynamical light scattering in soft glassy gels (2001) (30)
- Anomalous impact in reaction-diffusion financial models. (2014) (30)
- Evidence of growing spatial correlations during the aging of glassy glycerol. (2012) (30)
- Endogenous Crisis Waves: A Stochastic Model with Synchronized Collective Behavior (2014) (29)
- Missing Information and Asset Allocation (1997) (29)
- Evidence of deep water penetration in silica during stress corrosion fracture. (2010) (28)
- Noise and Fluctuations in Econophysics and Finance (2005) (28)
- Describing economic agent-based models – Dahlem ABM documentation guidelines (2013) (28)
- Optimal Trading with Linear Costs (2012) (27)
- Smile Dynamics -- A Theory of the Implied Leverage Effect (2008) (27)
- Explore or exploit? A generic model and an exactly solvable case (2013) (27)
- Field theories and exact stochastic equations for interacting particle systems. (2006) (26)
- Goodness-of-fit tests with dependent observations (2011) (26)
- Linear and nonlinear response in the aging regime of the one-dimensional trap model. (2003) (25)
- Some applications of first-passage ideas to finance (2013) (25)
- Deconstructing the Low-Vol Anomaly (2015) (25)
- Invariant β-ensembles and the Gauss-Wigner crossover (2012) (24)
- Comment on: "Two-phase behaviour of financial markets" (2003) (24)
- A New Variational Description of Liquid 3He: The Superfluid Glass (1987) (24)
- Temperature and disorder chaos in low dimensional directed paths (2003) (24)
- The square-root impact law also holds for option markets (2016) (23)
- On growth-optimal tax rates and the issue of wealth inequalities (2015) (23)
- Trend followers lose more often than they gain (2005) (23)
- Are defect models consistent with the entropy and specific heat of glass formers? (2004) (23)
- Erratum - Anomalous diffusion in random media of any dimensionality (1988) (23)
- Turbulent fracture surfaces: a footprint of damage percolation? (2014) (23)
- Optimal Time to Sell a Stock in Black-Scholes Model: Comment on (2008) (23)
- 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 (2008) (22)
- Volatility clustering in agent based market models (2003) (22)
- From Walras’ auctioneer to continuous time double auctions: a general dynamic theory of supply and demand (2015) (22)
- Eigenvector dynamics under free addition (2013) (22)
- Option pricing in the presence of extreme fluctuations (1997) (22)
- Impact-adjusted valuation and the criticalty of leverage (2012) (22)
- The fine-structure of volatility feedback I: Multi-scale self-reflexivity (2012) (22)
- Monetary policy and dark corners in a stylized agent-based model (2015) (22)
- Effective nuclear temperature in a fluctuating spin system (2001) (22)
- Disorder chaos in spin glasses (2005) (21)
- V–, U–, L– or W–shaped economic recovery after Covid-19: Insights from an Agent Based Model (2021) (20)
- Crossover from Linear to Square-Root Market Impact. (2018) (20)
- The fine structure of volatility feedback II: Overnight and intra-day effects (2013) (20)
- Deviations from perfect memory in spin glass temperature cycling experiments (2002) (20)
- Super-diffusion around the rigidity transition: Levy and the Lilliputians (2010) (20)
- Glassy effects in the swelling/collapse dynamics of homogeneous polymers (2000) (20)
- Real-world options: smile and residual risk (1995) (20)
- Instanton approach to large N Harish-Chandra-Itzykson-Zuber integrals. (2014) (19)
- Sudden trust collapse in networked societies (2014) (19)
- Co-impact: crowding effects in institutional trading activity (2018) (19)
- Lower bound on the four-point dynamical susceptibility: Direct experimental test on a granular packing (2007) (19)
- The eigenvectors of Gaussian matrices with an external source (2014) (19)
- Welcome to a non-Black-Scholes world (2001) (18)
- Universal scaling and nonlinearity of aggregate price impact in financial markets. (2017) (18)
- Predictive power of MCT: numerical testing and finite size scaling for a mean field spin glass (2009) (18)
- Overview of different characterisations of dynamic heterogeneity (2010) (18)
- Dynamic relaxation of rodlike micelles (1991) (18)
- Trading Lightly: Cross-Impact and Optimal Portfolio Execution (2017) (18)
- Overlaps between eigenvectors of correlated random matrices (2016) (18)
- Exact properties of spin glasses. II. Nishimori's line : new results and physical implications (1985) (17)
- Exact results and self-averaging properties for random-random walks on a one-dimensional infinite lattice (1989) (17)
- On the emergence of an ‘intention field’ for socially cohesive agents (2013) (17)
- A nested factor model for non-linear dependencies in stock returns (2013) (17)
- Black Was Right: Price Is Within a Factor 2 of Value (2017) (16)
- Models for the Impact of All Order Book Events (2011) (16)
- Will a Large Economy Be Stable? (2019) (16)
- On a universal mechanism for long-range volatility correlations (2001) (16)
- Non-compact local excitations in spin-glasses (2001) (16)
- Localization in one-dimensional random random walks (1998) (16)
- Aging and domain growth inK1−xLixTaO3(x<~0.05) (2000) (15)
- Tracer dispersion in porous media with a double porosity (1993) (15)
- Theory of Financial Risk and Derivative Pricing - 2nd Edition (2003) (14)
- Subdiffusion and dynamical heterogeneities in a lattice glass model. (2005) (14)
- Financial markets as adaptative ecosystems (1996) (14)
- The Excess Returns of 'Quality' Stocks: A Behavioral Anomaly (2016) (14)
- Optimal inflation target: insights from an agent-based model (2017) (14)
- Strongly disordered chain of impedances: theoretical analysis and numerical results (1990) (14)
- Co-Existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model (2018) (14)
- Agent-Based Models for Market Impact and Volatility (2018) (14)
- Long-ranged stress field produced by a planar assembly of edge dislocations: the effect of disorder (1992) (13)
- A fractional reaction–diffusion description of supply and demand (2017) (13)
- The stress response function in granular materials (2002) (13)
- Beauty and structural complexity (2019) (13)
- Linear models for the impact of order flow on prices. I. History dependent impact models (2018) (13)
- Linear Models for the Impact of Order Flow on Prices I. Propagators: Transient vs. History Dependent Impact (2016) (13)
- Slow Decay of Impact in Equity Markets: Insights From the ANcerno Database (2018) (13)
- The Multivariate Kyle Model: More is Different (2018) (13)
- An Empirical Investigation of the Forward Interest Rate Term Structure (1999) (13)
- Ground-state statistics of directed polymers with heavy-tailed disorder. (2014) (12)
- Critical dynamical heterogeneities close to continuous second-order glass transitions. (2014) (12)
- Edge mode amplification in disordered elastic networks. (2016) (12)
- How does latent liquidity get revealed in the limit order book? (2018) (12)
- Genuine localization transition in a long-range hopping model. (2016) (12)
- V –, U –, L – Or W–Shaped Economic Recovery After COVID-19: Insights From an Agent Based Model (2020) (12)
- The Physical Mechanisms of Anomalous Diffusion (1988) (12)
- Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model (2016) (12)
- Herd behavior and aggregate uctuations in nancial markets 1 (2000) (12)
- Dissolution of precipitates by migrating grain boundaries (1992) (11)
- Instabilities in large economies: aggregate volatility without idiosyncratic shocks (2014) (11)
- Tail Protection for Long Investors: Trend Convexity at Work (2016) (11)
- Econophysics: still fringe after 30 years? (2019) (11)
- Economics need a scientific revolution (2008) (11)
- Comment on "Symmetrical temperature-chaos effect with positive and negative temperature shifts in a spin glass". (2002) (11)
- Multiple time scales in volatility and leverage correlations: a stochastic volatility model (2004) (11)
- Why have asset price properties changed so little in 200 years (2016) (10)
- What do we learn from the shape of the dynamical susceptibility of glass-formers? (2004) (10)
- On the explicit construction of Parisi landscapes in finite dimensional Euclidean spaces (2007) (10)
- Conductance statistics in small GaAs:Si wires at low temperatures. I. Theoretical analysis: truncated quantum fluctuations in insulating wires (1993) (10)
- Back to basics: historical option pricing revisited (1998) (10)
- Market impact with multi-timescale liquidity (2017) (10)
- The Square-Root Impace Law Also Holds for Option Markets: The Square-Root Impace Law Also Holds for Option Markets (2016) (10)
- A proposal for impact-adjusted valuation: Critical leverage and execution risk (2012) (9)
- Rigorous bounds for 2D disordered ising models (1986) (9)
- Are trading invariants really invariant? Trading costs matter (2019) (9)
- Unravelling the Trading Invariance Hypothesis (2016) (9)
- Endogenous liquidity crises (2019) (9)
- Option Pricing and Hedging with Temporal Correlations (2000) (9)
- Local excitations of a spin glass in a magnetic field (2002) (9)
- Matrix Kesten recursion, inverse-Wishart ensemble and fermions in a Morse potential (2021) (9)
- Confidence collapse in a multihousehold, self-reflexive DSGE model (2020) (9)
- Population dynamics in a random environment (2000) (9)
- "Stiff" Field Theory of Interest Rates and Psychological Future Time (2004) (8)
- High Field Behavior of Liquid and Solid 3He: A New Solid Phase? (1987) (8)
- v 1 6 O ct 1 99 5 Stock market crashes , Precursors and Replicas (1996) (8)
- Exact solutions of a model for granular avalanches (1999) (8)
- Critical behaviour and intermittency in Sinai's billiard (1986) (8)
- THE STATISTICS OF CRACK BRANCHING DURING FAST CRACK PROPAGATION (1993) (8)
- Explaining the Forward Interest Rate Term Structure (1999) (8)
- Rejuvenation in the random energy model (2001) (8)
- The "Size Premium" in Equity Markets: Where is the Risk? (2017) (8)
- Critical scaling and heterogeneous superdiffusion across the Jamming transition (2007) (8)
- Zooming In on Equity Factor Crowding (2020) (7)
- Spontaneous instabilities and stick-slip motion in a generalized Hébraud-Lequeux model. (2015) (7)
- The subtle nature of financial random walks (2005) (7)
- Self-Fulfilling Prophecies, Quasi Non-Ergodicity & Wealth Inequality (2020) (7)
- Proliferation assisted transport in a random environment (2001) (7)
- Schrödinger’s ants: a continuous description of Kirman’s recruitment model (2020) (7)
- We've walked a million miles for one of these smiles (2012) (7)
- Non-parametric estimation of quadratic Hawkes processes for order book events (2020) (7)
- Exogenous and endogenous price jumps belong to different dynamical classes (2021) (7)
- Anomalous impact in reaction-diffusion models (2014) (7)
- The Dynamics of Financial Markets - Mandelbrot's Cascades and Beyond (2005) (7)
- Worst Fluctuation Method for Fast Value-at-Risk Estimates (1999) (7)
- Amorphous Order and Nonlinear Susceptibilities in Glassy Materials. (2021) (7)
- The Short-Term Price Impact of Trades Is Universal (2017) (6)
- By force of habit: Self-trapping in a dynamical utility landscape. (2020) (6)
- Introducing Variety in Risk Management (2001) (6)
- Correlations of extreme stock returns within a non-Gaussian one-factor model (2000) (6)
- Use of Mg diffusion in p‐type Si to measure the residual P concentration by infrared absorption (1973) (6)
- Agnostic Risk Parity: Taming Known and Unknown-Unknowns (2016) (6)
- The Fine-Structure of Volatility Feedback (2012) (6)
- Skew and Implied Leverage Effect: Smile Dynamics Revisited (2013) (6)
- APPLICATION OF PHYSICS IN ECONOMIC MODELLING (2001) (6)
- Out-of-Equilibrium Dynamics and Excess Volatility in Firm Networks (2020) (6)
- Nonlinear susceptibility measurements in a supercooled liquid close to Tg: Growth of the correlation length and possible critical behavior (2011) (6)
- A Levy flight approach to diffusion on a SAW with cross-links (1987) (6)
- Noise induced phenomena and nonextensivity (2008) (5)
- Self avoiding surfaces at interfaces (1989) (5)
- Diffusion and Localization of Waves in a Time-Varying Random Environment (1990) (5)
- Maximum-entropy Scattering Models for Financial Time Series (2019) (5)
- Stick-slip transition in the Scalar Arching Model (1998) (5)
- Clearing Up the Mysteries of Glassy Dynamics (2013) (5)
- Sticky Expectations and Stock Market Anomalies∗ PRELIMINARY VERSION – DO NOT CIRCULATE (2016) (5)
- By Force of Habit: Self-Trapping in a Dynamical Utility Landscape (2020) (5)
- Continuum mesoscale theory inspired by plasticity (2002) (4)
- LIQUID 3HE REVISITED FROM A NEW VARIATIONAL DESCRIPTION WITHIN A STRONG COUPLING FRAMEWORK (1987) (4)
- Hedging large risks reduces the transaction costs (2000) (4)
- Quantum plasticity and dislocation-induced supersolidity (2007) (4)
- The Endogenous Dynamics of Markets: A Complex System Point of View (2011) (4)
- Conditional Correlations and Principal Regression Analysis for Futures (2019) (4)
- Optimal cleaning for singular values of cross-covariance matrices (2019) (4)
- You are in a drawdown. When should you start worrying (2017) (4)
- The RFOT Theory of Glasses: Recent Progress and Open Issues (2022) (4)
- Errata - Longitudinal electronic and nuclear spin difference in atomic hydrogen (1986) (4)
- Pulsed electrophoresis of point particles in random media (1990) (4)
- Impact is not just volatility (2019) (4)
- Temperature shifts in the Sinai model: static and dynamical effects (2002) (4)
- Phenomenology of the Interest Curve: A Statistical Analysis of Term Structure Deformations (1997) (4)
- Eigenvectors dynamic and local density of states under free addition (2013) (4)
- Introduction to Random Walks (1988) (4)
- Renormalization group approach to error-correcting codes (2001) (4)
- Nonlinear price impact from linear models (2017) (4)
- Lévy Statistics and Laser Cooling: Subrecoil laser cooling and anomalous random walks (2001) (4)
- Generalized persistence exponents: an exactly soluble model (1998) (3)
- How Should You Discount Your Backtest PnL? (2019) (3)
- Aging phenomena in spin glasses and frustrated ferromagnets (2000) (3)
- Did lockdowns serve their purpose (2020) (3)
- A New Variational Description of Liquid 3He: The Quantum Glass (1987) (3)
- Cultural diversity and wisdom of crowds are mutually beneficial and evolutionarily stable (2021) (3)
- Confidence Collapse in a Multi-Household, Self-Reflexive DSGE Model (2019) (3)
- Hedge your Monte Carlo (2001) (3)
- Reply to Johansen's comment (2002) (3)
- Alternative large risks hedging strategies for options (2003) (3)
- Un modèle simple de dispersion hydrodynamique (1988) (3)
- Landscape approach for pinned elastic interfaces (1997) (3)
- Are Nancial Crashes Predictable? (1998) (3)
- Good speciation and endogenous business cycles in a constraint satisfaction macroeconomic model (2020) (3)
- Theory of Financial Risk: Basic Notions in Probability (1999) (3)
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