8 papers
The statistical properties of the volatility of price fluctuations
Yanhui Liu, Parameswaran Gopikrishnan, Pierre Cizeau +3
We study the statistical properties of volatility---a measure of how much the market is likely to fluctuate. We estimate the volatility by the local average of the absolute price c…
Noise Dressing of Financial Correlation Matrices
Laurent Laloux, Pierre Cizeau, Jean-Philippe Bouchaud +1
We show that results from the theory of random matrices are potentially of great interest to understand the statistical structure of the empirical correlation matrices appearing in…
Mechanisms of Granular Spontaneous Stratification and Segregation in Two-Dimensional Silos
Pierre Cizeau, Hernan A. Makse, H. Eugene Stanley
Spontaneous stratification of granular mixtures has been reported by Makse et al. [Nature 386, 379 (1997)] when a mixture of grains differing in size and shape is poured in a quasi…
Possible Stratification Mechanism in Granular Mixtures
Hernan A. Makse, Pierre Cizeau, H. Eugene Stanley
We propose a mechanism to explain what occurs when a mixture of grains of different sizes and different shapes (i.e. different repose angles) is poured into a quasi-two-dimensional…
Dynamics of a ferromagnetic domain wall: avalanches, depinning transition and the Barkhausen effect
Stefano Zapperi, Pierre Cizeau, Gianfranco Durin +1
We study the dynamics of a ferromagnetic domain wall driven by an external magnetic field through a disordered medium. The avalanche-like motion of the domain walls between pinned…
Dynamics of a ferromagnetic domain wall and the Barkhausen effect
Pierre Cizeau, Stefano Zapperi, Gianfranco Durin +1
We derive an equation of motion for the the dynamics of a ferromagnetic domain wall driven by an external magnetic field through a disordered medium and we study the associated dep…