activity
19932026
most citedNoise Dressing of Financial Correlation Matrices

1.3k citations · 18.6k across the 289 of their papers we have counts for

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Showing 1996Show all

8 papers · 1 filter

cond-mat1996★ 83 cited

Static avalanches and Giant stress fluctuations in Silos

P. Claudin, J. -P. Bouchaud

We propose a simple model for arch formation in silos. We show that small pertubations (such as the thermal expansion of the beads) may lead to giant stress fluctuations on the bot…

cond-mat1996★ 1 cited

Financial markets as adaptative ecosystems

Marc Potters, Rama Cont, Jean-Philippe Bouchaud

We show, by studying in detail the market prices of options on liquid markets, that the market has empirically corrected the simple, but inadequate Black-Scholes formula to account…

cond-mat1996★ 8 cited

Self Consistent Screening Approximation For Critical Dynamics

Matteo Campellone, Jean-Philippe Bouchaud

We generalise Bray's self-consistent screening approximation to describe the critical dynamics of the theory. In order to obtain the dynamical exponent , we have to make a…

cond-mat1996★ 121 cited

Slow dynamics and aging in spin-glasses

Eric Vincent, Jacques Hammann, Miguel Ocio +2

Contribution presented by Eric Vincent in the Conference `Complex Behaviour of Glassy Systems', Sitges, Barcelona, Spain, June, 1996. It contains a review of the experimental resul…

cond-mat1996★ 4 cited

Comment on ``Turbulent cascades in foreign exchange markets''

Alain Arneodo, Jean-Philippe Bouchaud, Rama Cont +4

Recently, Ghashghaie et al. have shown that some statistical aspects of fully developed turbulence and exchange rate fluctuations exhibit striking similarities (Nature 381, 767 (19…

cond-mat1996★ 47 cited

Velocity fluctuations in forced Burgers turbulence

J. -P. Bouchaud, M. Mezard

We propose a simple method to compute the velocity difference statistics in forced Burgers turbulence in any dimension. Within a reasonnable assumption concerning the nucleation an…

cond-mat1996★ 82 cited

The Large Scale Energy Landscapes of Randomly Pinned Objects

Leon Balents, Jean-Philippe Bouchaud, Marc Mezard

We discuss the large scale effective potential for elastic objects (manifolds) in the presence of a random pinning potential, from the point of view of the Functional Renormalisati…

cond-mat1996★ 502 cited

Models of traps and glass phenomenology

Cécile Monthus, Jean-Philippe Bouchaud

We study various models of independent particles hopping between energy `traps' with a density of energy barriers , on a dimensional lattice or on a fully connected latti…