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papers

Publications (24)

cond-mat.stat-mech2005

Are defect models consistent with the entropy and specific heat of glass-formers?

G. Biroli, J. P. Bouchaud, G. Tarjus

cond-mat1997

Peierls instability of vortex tubes

J. P. Bouchaud

q-fin.GN2015

Risk Premia: Asymmetric Tail Risks and Excess Returns

Y. Lempérière, C. Deremble, T. T. Nguyen +3

cond-mat.stat-mech1998

Generalized persistence exponents: an exactly soluble model

A. Baldassarri, J. P. Bouchaud, I. Dornic +1

q-fin.TR2009

Price Impact

J. P. Bouchaud

cond-mat.other2004

A Non-Gaussian Option Pricing Model with Skew

L. Borland, J. P. Bouchaud

cond-mat2000

Frequency Dependence of Aging, Rejuvenation and Memory in a disordered ferroelectric

J. P. Bouchaud, P. Doussineau, T. de Lacerda-Arôso +1

cond-mat.dis-nn1997

Universality Classes for Extreme Value Statistics

J. P. Bouchaud, M. Mezard

cond-mat.dis-nn2009

The Random First-Order Transition Theory of Glasses: a critical assessment

G. Biroli, J. P. Bouchaud

cond-mat1994

Self Induced Quenched Disorder: A Model for the Glass Transition

J. P. Bouchaud, M. Mezard

cond-mat1998

Jamming, Force Chains and Fragile Matter

M. E. Cates, J. Wittmer, J. P. Bouchaud +1

cond-mat.stat-mech1998

Development of Stresses in Cohesionless Poured Sand

M. E. Cates, J. Wittmer, J. P. Bouchaud +1

cond-mat.soft2010

Super-diffusion around the rigidity transition: Levy and the Lilliputians

F. Lechenault, R. Candelier, O. Dauchot +2

physics.data-an2005

Financial Applications of Random Matrix Theory: Old Laces and New Pieces

M. Potters, J. P. Bouchaud, L. Laloux

cond-mat1993

Towards an experimental measure of the number of metastable states in spin-glasses ?

J. P. Bouchaud, E. Vincent, J. Hammann

cond-mat.dis-nn1998

Memory and Chaos Effects in Spin Glasses

K. Jonason, E. Vincent, J. Hammann +2

cond-mat.mtrl-sci2003

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

P. Bonville, J. A. Hodges, E. Bertin +10

cond-mat2001

Multi-scale clustering in granular surface flows

D. Bonamy, F. Daviaud, L. Laurent +2

cond-mat1995

SCALING AND INTERMITTENCY IN BURGERS' TURBULENCE

J. P. Bouchaud, M. Mezard, G. Parisi

cond-mat.soft2007

Lower bound on the four-point dynamical susceptibility: Direct experimental test on a granular packing

F. Lechenault, O. Dauchot, G. Biroli +1

cond-mat.dis-nn1999

Memory interference effects in spin glasses

K. Jonason, P. Nordblad, E. Vincent +2

q-fin.PM2014

Two centuries of trend following

Y. Lempérière, C. Deremble, P. Seager +2

q-fin.ST2009

Financial Applications of Random Matrix Theory: a short review

J. P. Bouchaud, M. Potters

q-fin.PM2015

Deconstructing the Low-Vol Anomaly

S. Ciliberti, Y. Lempérière, A. Beveratos +4