papers
Publications (10)
physics.data-an2005
Financial Applications of Random Matrix Theory: Old Laces and New Pieces
M. Potters, J. P. Bouchaud, L. Laloux
q-fin.GN2015
Risk Premia: Asymmetric Tail Risks and Excess Returns
Y. Lempérière, C. Deremble, T. T. Nguyen +3
cond-mat.other2004
Random walks, liquidity molasses and critical response in financial markets
J. -P. Bouchaud, J. Kockelkoren, M. Potters
cond-mat2003
Comment on: "Two-phase behaviour of financial markets"
M. Potters, J-P Bouchaud
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
math-ph2018
Two short pieces around the Wigner problem
J. P. Bouchaud, M. Potters
q-fin.PM2015
Deconstructing the Low-Vol Anomaly
S. Ciliberti, Y. Lempérière, A. Beveratos +4
cond-mat2002
Statistical properties of stock order books: empirical results and models
J. -P. Bouchaud, M. Mezard, M. Potters
cond-mat.stat-mech1997
Phenomenology of the Interest Rate Curve
J. -P. Bouchaud, N. Sagna, R. Cont +2