222 citations · 495 across the 7 of their papers we have counts for
5 papers · 1 filter
On a universal mechanism for long ranged volatility correlations
Jean-Philippe Bouchaud, Irene Giardina, Marc Mezard
We propose a general interpretation for long-range correlation effects in the activity and volatility of financial markets. This interpretation is based on the fact that the choice…
Pulling Hairpinned Polymers
Andrea Montanari, Marc Mezard
We introduce a model of thermalized conformations in space of RNA -or single stranded DNA- molecules, which includes the possibility of hairpin formation. This model contains the u…
First Steps in Glass Theory
Marc Mezard
This paper is an introduction to some of the main present issues in the theory of structural glasses. After recalling a few experimental facts, it gives a short account of the anal…
Population dynamics in a random environment
Irene Giardina, Jean-Philippe Bouchaud, Marc Mezard
We investigate the competition between barrier slowing down and proliferation induced superdiffusion in a model of population dynamics in a random force field. Numerical results in…
Wealth condensation in a simple model of economy
Jean-Philippe Bouchaud, Marc Mezard
We introduce a simple model of economy, where the time evolution is described by an equation capturing both exchange between individuals and random speculative trading, in such a w…