55 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Centre National de la Recherche ScientifiqueFR8 papers
- Académie de ParisFR6 papers
- Capital Fund Management (France)FR6 papers
- École PolytechniqueFR4 papers
- Institut d'Astrophysique de ParisFR3 papers
- Laboratoire d'Hydrodynamique de l'École polytechniqueFR3 papers
- Laboratoire Univers et ThéoriesFR3 papers
- Laboratoire de Mathématiques et Physique ThéoriqueFR2 papers
- Université Paris DiderotFR2 papers
- Université Pierre-et-Marie-CurieFR2 papers
- University of OxfordGB2 papers
- École Centrale de NantesFR1 paper
13 papers
Bounded Rationality and Animal Spirits: A Fluctuation-Response Approach to Slutsky Matrices
Jerome Garnier-Brun, Jean-Philippe Bouchaud, Michael Benzaquen
The Slutsky equation, central in consumer choice theory, is derived from the usual hypotheses underlying most standard models in Economics, such as full rationality, homogeneity, a…
On Hawkes Processes with Infinite Mean Intensity
Cecilia Aubrun, Michael Benzaquen, Jean-Philippe Bouchaud
The stability condition for Hawkes processes and their non-linear extensions usually relies on the condition that the mean intensity is a finite constant. It follows that the total…
The eXtreme Mesh deformation approach (X-MESH) for the Stefan phase-change model
Nicolas Moes, Jean-Francois Remacle, Jonathan Lambrechts +2
The eXtreme Mesh deformation approach (X-MESH) is a new paradigm to follow sharp interfaces without remeshing and without changing the mesh topology. Even though the mesh does not…
Exogenous and Endogenous Price Jumps Belong to Different Dynamical Classes
Riccardo Marcaccioli, Jean-Philippe Bouchaud, Michael Benzaquen
Synchronising a database of stock specific news with 5 years worth of order book data on 300 stocks, we show that abnormal price movements following news releases (exogenous) exhib…
A new spin on optimal portfolios and ecological equilibria
Jerome Garnier-Brun, Michael Benzaquen, Stefano Ciliberti +1
We consider the classical problem of optimal portfolio construction with the constraint that no short position is allowed, or equivalently the valid equilibria of multispecies Lotk…
Radical Complexity
Jean-Philippe Bouchaud
This is an informal and sketchy review of six topical, somewhat unrelated subjects in quantitative finance: rough volatility models; random covariance matrix theory; copulas; crowd…
On a Generalisation of the Marcenko-Pastur Problem
Jean-Philippe Bouchaud, Marc Potters
We study the spectrum of generalized Wishart matrices, defined as , where and are matrices with zero mean, unit variance…
Dynamics on Wild Character Varieties
Emmanuel Paul, Jean-Pierre Ramis
In the present paper, we will first present briefly a general research program about the study of the "natural dynamics" on character varieties and wild character varieties. Afterw…
Energy estimate for initial data on a characteristic cone
Yvonne Choquet-Bruhat, José M. Martín-García
The Einstein equations in wave map gauge are a geometric second order system for a Lorentzian metric. To study existence of solutions of this hyperbolic quasi diagonal system with…
Einstein constraints on a characteristic cone
Yvonne Choquet-Bruhat, Piotr T. Chruściel, José M. Martín-García
We analyse the Cauchy problem on a characteristic cone, including its vertex, for the Einstein equations in arbitrary dimensions. We use a wave map gauge, solve the obtained constr…
Un successeur de Bouguer : Étienne Bézout (1730 -- 1783) commissaire pour la marine à l'Académie royale des sciences
Liliane Alfonsi
Étienne Bézout, member of the Académie Royale des Sciences, have to study some works and books sended at the Académy. In this article, we will look at this responsibility for Navy,…
The light-cone theorem
Yvonne Choquet-Bruhat, Piotr T. Chrusciel, Jose M. Martin-Garcia
We prove that the area of cross-sections of light-cones, in space-times satisfying suitable energy conditions, is smaller than or equal to that of the corresponding cross-sections…
Half polarized U(1) symmetric vacuum spacetimes with AVTD behavior
Yvonne Choquet-Bruhat, James Isenberg
In a previous work, we used a polarization condition to show that there is a family of U(1) symmetric solutions of the vacuum Einstein equations such that each exhibits AVTD (Asymp…