126 citations · 665 across the 18 of their papers we have counts for
19 papers
Ponzi Funds
Philippe van der Beck, Jean-Philippe Bouchaud, Dario Villamaina
Many active funds hold concentrated portfolios. Flow-driven trading in these securities causes price pressure, which pushes up the funds' existing positions resulting in realized r…
Dissipation in non-steady state regulatory circuits
P. Szymańska-Rożek, D. Villamaina, J. Miȩkisz +1
In order to respond to environmental signals, cells often use small molecular circuits to transmit information about their surroundings. Recently, motivated by concrete examples in…
Microscopic origin of self-similarity in granular blast waves
Matthieu Barbier, Dario Villamaina, Emmanuel Trizac
The self-similar expansion of a blast wave, well-studied in air, has peculiar counterparts in dense and dissipative media such as granular gases. Recent results have shown that, wh…
Blast dynamics in a dissipative gas
Matthieu Barbier, Dario Villamaina, Emmanuel Trizac
The blast caused by an intense explosion has been extensively studied in conservative fluids, where the Taylor-von Neumann-Sedov hydrodynamic solution is a prototypical example of…
Estimating the principal components of correlation matrices from all their empirical eigenvectors
Rémi Monasson, Dario Villamaina
We consider the problem of estimating the principal components of a population correlation matrix from a limited number of measurement data. Using a combination of random matrix an…
Fluctuations in partitioning systems with few degrees of freedom
L. Cerino, G. Gradenigo, A. Sarracino +2
We study the behavior of a moving wall in contact with a particle gas and subjected to an external force. We compare the fluctuations of the system observed in the microcanonical a…