38 citations · 74 across the 6 of their papers we have counts for
19 papers · 1 filter
Comment on: "Two-phase behaviour of financial markets"
M. Potters, J-P Bouchaud
In a recent article [Nature 421, 130 (2003)], Plerou, Gopikrishnan and Stanley report some evidence for an intriguing two-phase behavior of financial markets when studying the dist…
Self-referential behaviour, overreaction and conventions in financial markets
Matthieu Wyart, Jean-Philippe Bouchaud
We study a generic model for self-referential behaviour in financial markets, where agents attempt to use some (possibly fictitious) causal correlations between a certain quantitat…
Reply to Johansen's comment
Laurent Laloux, Marc Potters, Jean-Pierre Aguilar +1
This is a reply to Johansen's comment on `Are Financial Crashes Predictable?', by L. Laloux, M. Potters, R. Cont, J.P. Aguilar, J.P. Bouchaud, Europhys. Lett. 45, p. 1 (1999).
The skewed multifractal random walk with applications to option smiles
B. Pochart, J. -P. Bouchaud
We generalize the construction of the multifractal random walk (MRW) due to Bacry, Delour and Muzy to take into account the asymmetric character of the financial returns. We show h…
Statistical properties of stock order books: empirical results and models
J. -P. Bouchaud, M. Mezard, M. Potters
We investigate several statistical properties of the order book of three liquid stocks of the Paris Bourse. The results are to a large degree independent of the stock studied. The…
Renormalization Group Approach To Error-Correcting Codes
Jonathan Yedidia, Jean-Philippe Bouchaud
We explain an algorithm that approximately but efficiently assesses particular parity-check error-correcting codes of large, but finite, blocklength. This algorithm is based on the…