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Self-referential behaviour, overreaction and conventions in financial markets

Matthieu Wyart , Jean-Philippe Bouchaud
Preprints, Working Papers, ... hal-00012966v1

Local excitations of a spin glass in a magnetic field

Julien Lamarcq , Jean-Philippe Bouchaud , Olivier C. Martin
Physical Review B: Condensed Matter and Materials Physics (1998-2015), 2003, 68, pp.012404
Journal articles hal-00002268v1

Can crack front waves explain the roughness of cracks?

E. Bouchaud , J.-P. Bouchaud , D. Fisher , S. Ramananthan , J. Rice
Journal of the Mechanics and Physics of Solids, 2002, 50, pp.1703-1725
Journal articles hal-00130574v1
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Evidence of Growing Spatial Correlations during the Aging of Glassy Glycerol

G Brun , F. Ladieu , D L 'Hôte , G Biroli , J-P Bouchaud
Physical Review Letters, 2012, 109, pp.175702. ⟨10.1103/PhysRevLett.109.175702⟩
Journal articles cea-01394423v1
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Spin glass behavior in an interacting gamma-Fe2O3 nanoparticle system

Dinah Parker , Vincent Dupuis , François Ladieu , Jean-Philippe Bouchaud , Emmanuelle Dubois , et al.
Physical Review B: Condensed Matter and Materials Physics (1998-2015), 2008, 77 (10), pp.104428. ⟨10.1103/PhysRevB.77.104428⟩
Journal articles hal-00259395v1
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Unifying different interpretations of the nonlinear response in glass-forming liquids

P. Gadige , S. Albert , M. Michl , Th Bauer , P. Lunkenheimer , et al.
Physical Review E , 2017, 96, pp.32611. ⟨10.1103/PhysRevE.96.032611⟩
Journal articles cea-01634913v1
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Impact is not just volatility

Frédéric Bucci , Iacopo Mastromatteo , Michael Benzaquen , Jean-Philippe Bouchaud
Quantitative Finance, 2019, 19 (11), pp.1763-1766. ⟨10.1080/14697688.2019.1622768⟩
Journal articles hal-02323182v1

Self-planting: digging holes in rough landscapes

Dhruv Sharma , Jean-Philippe Bouchaud , Marco Tarzia , Francesco Zamponi
Journal of Statistical Mechanics: Theory and Experiment, 2019, 2019 (12), pp.123301. ⟨10.1088/1742-5468/ab4800⟩
Journal articles hal-02393886v1

Theory of Financial Risks; Theory of Financial Risks and Derivative Pricing. From Statistical Physics to Risk Management

J.-P. Bouchaud , M. Potters
Cambridge University Press, 2003 (2nd Edition), pp.218; 400, 2000
Books hal-00121107v1

Aging phenomena in spin glass and ferromagnetic phases: Domain growth and wall dynamics

E. Vincent , V. Dupuis , M. Alba , J. Hammann , J.-P. Bouchaud
EPL - Europhysics Letters, 1999, 50, pp.674-680
Journal articles hal-00102715v1

Hedging large risks reduces the transaction costs

Farhat Selmi , Jean-Philippe Bouchaud
Preprints, Working Papers, ... hal-00116784v1

Comment on ``Turbulent cascades in foreign exchange markets'' [Ghashghaie et al., Nature 381, 767 (1996)]

A. Arnéodo , J.-P. Bouchaud , R. Cont , J.-F. Muzy , M. Potters , et al.
Other publications hal-00126631v1

Statistical models for company growth

Matthieu Wyart , Jean-Philippe Bouchaud
Physica A: Statistical Mechanics and its Applications, 2003, 326, pp.241-255
Journal articles hal-00012965v1

Out of equilibrium dynamics of a frozen ferrofluid

V. Dupuis , D. Parker , J.P. Bouchaud , Emmanuelle Dubois , F. Ladieu , et al.
2006, pp.295-298, ⟨10.1063/1.2204510⟩
Conference papers hal-00142581v1

On a universal mechanism for long ranged volatility correlations

Jean-Philippe Bouchaud , Irene Giardina , Marc Mézard
Quantitative Finance, 2001, 1, pp.212-216
Journal articles hal-00002399v1

Elementary excitation modes in a granular glass above jamming

Carolina Brito , Olivier Dauchot , Giulio Biroli , Jean-Philippe Bouchaud
Soft Matter, 2010, 6 (13), pp.3013-3022. ⟨10.1039/c001360a⟩
Journal articles hal-01422394v1

Critical scaling and heterogeneous superdiffusion across the jamming/rigidity transition of a granular glass

F. Lechenault , Olivier Dauchot , G. Biroli , J. P. Bouchaud
EPL - Europhysics Letters, 2008, 83 (4), ⟨10.1209/0295-5075/83/46003⟩
Journal articles hal-01422407v1

Hedged Monte-Carlo: low variance derivative pricing with objective probabilities

M. Potters , J.-P. Bouchaud , D. Sestovic
Physica A: Statistical Mechanics and its Applications, 2001, 289, pp.517-525. ⟨10.1016/S0378-4371(00)00554-9⟩
Journal articles hal-00093147v1
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Aging, rejuvenation and memory phenomena in spin glasses

V Dupuis , F Bert , J-P Bouchaud , J Hammann , F Ladieu , et al.
Pramana - Journal of Physics, 2005, 64 (6), pp.1109 - 1119. ⟨10.1007/BF02704172⟩
Journal articles cea-01396645v1
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Spatial correlations in the dynamics of glassforming liquids: Experimental determination of their temperature dependence

C. Dalle-Ferrier , C. Thibierge , C. Alba-Simionesco , L. Berthier , G. Biroli , et al.
Physical Review E : Statistical, Nonlinear, and Soft Matter Physics, 2007, 76, pp.041510. ⟨10.1103/PhysRevE.76.041510⟩
Journal articles cea-01395180v1

More statistical properties of order books and price impact

Marc Potters , Jean-Philippe Bouchaud
Physica A: Statistical Mechanics and its Applications, 2003, 324, pp.133-140
Journal articles hal-00134675v1
Image document

Direct Experimental Evidence of a Growing Length Scale Accompanying the Glass Transition

L Berthier , G Biroli , J-P Bouchaud , L Cipelletti , M El Masri , et al.
Science, 2005, 310 (5755), pp.1797 - 1800. ⟨10.1126/science.1120714⟩
Journal articles cea-01395308v1

Out of equilibrium dynamics of a frozen ferrofluid

Vincent Dupuis , Dinah Parker , J.P. Bouchaud , Emmanuelle Dubois , François Ladieu , et al.
3rd International Workshop on Complex Systems, Nov 2005, Sendai, Japan
Conference papers hal-00170928v1

Transition and spin dynamics at very low temperature in the pyrochlores Yb2Ti2O7 and Gd2Sn2O7

P. Bonville , J. A. Hodges , E. Bertin , J. P. Bouchaud , M. Ocio , et al.
Hyperfine Interactions, 2004, 156, pp.103. ⟨10.1023/B:HYPE.0000043235.21257.13⟩
Journal articles hal-00911204v1

Aging, rejuvenation and memory effects in glassy magnetic systems

E. Vincent , F. Bert , J.-P. Bouchaud , V. Dupuis , F. Ladieu , et al.
Statphys 22, Jul 2004, Bangalore, India. pp.1109
Conference papers hal-00172729v1

Influence of anisotropy on the memory effect in spin glasses : from Ising to Heisenberg spins

V. Dupuis , E. Vincent , F. Bert , J. Hammann , J.-P. Bouchaud
International Conference on Magnetism 2003, 2003, Rome, Italy. pp.1276-1277, ⟨10.1016/j.jmmm.2003.12.1081⟩
Conference papers istex hal-00172734v1

Option pricing and hedging with minimum local expected shortfall

Benoît Pochart , Jean-Philippe Bouchaud
Preprints, Working Papers, ... hal-00133198v1
Image document

Evidence of Growing Spatial Correlations at the Glass Transition from Nonlinear Response Experiments

C. Crauste-Thibierge , C. Brun , F. Ladieu , D. L’hôte , G. Biroli , et al.
Physical Review Letters, 2010, 104, pp.165703. ⟨10.1103/PhysRevLett.104.165703⟩
Journal articles cea-01394784v1

Rejuvenation and Memory Effects in Spin Glasses: Temperature as a Microscope

F. Bert , V. Dupuis , J. Hammann , E. Vincent , J.-P. Bouchaud
KITP Program on Glassy States of Matter and Nonequilibrium Quantum Dynamics (March 31 - June 27 2003), May 2003, United States
Conference papers hal-00126273v1

A nested factor model for non-linear dependencies in stock returns

Rémy Chicheportiche , J-P Bouchaud
Quantitative Finance, 2015, 15 (11), pp.1789-1804. ⟨10.1080/14697688.2014.994668⟩
Journal articles hal-01339978v1