output
20052022
most citedHalf polarized U(1) symmetric vacuum spacetimes with AVTD behavior

55 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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q-fin.TR2021★ 3 cited

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…

q-fin.TR2021★ 23 cited

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…