1.3k citations · 18.6k across the 289 of their papers we have counts for
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Dynamical ultrametricity in the critical trap model
E. Bertin, J. -P. Bouchaud
We show that the trap model at its critical temperature presents dynamical ultrametricity in the sense of Cugliandolo and Kurchan [CuKu94]. We use the explicit analytic solution of…
Effective nuclear temperature in a fluctuating spin system
E. Bertin, J. A. Hodges, J. -P. Bouchaud +3
We report on very low temperature (27 mK) Mossbauer absorption spectra on Gd 155 in the Heisenberg frustrated antiferromagnets Gd2 Sn2 O7 (GdSn) and Gd2 Ti2 O7. We show that electr…
Introducing Variety in Risk Management
Fabrizio Lillo, Rosario N. Mantegna, Jean-Philippe Bouchaud +1
We review the recently introduced concept of variety of a financial portfolio and we sketch its importance for risk control purposes. The empirical behaviour of variety, correlatio…
Non-compact local excitations in spin glasses
J. Lamarcq, J. -P. Bouchaud, O. C. Martin +1
We study numerically the local low-energy excitations in the 3-d Edwards-Anderson model for spin glasses. Given the ground state, we determine the lowest-lying connected cluster of…
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…
Separation of time and length scales in spin-glasses: temperature as a microscope
Jean-Philippe Bouchaud, Vincent Dupuis, Jacques Hammannn +1
We summarize the different puzzles raised by aging experiments of spin-glasses and their various interpretations. We try to reconcile the `real space', droplet like pictures with t…
Rejuvenation in the Random Energy Model
Marta Sales, Jean-Philippe Bouchaud
We show that the Random Energy Model has interesting rejuvenation properties in its frozen phase. Different `susceptibilities' to temperature changes, for the free-energy and for o…
Microscopic Models for Long Ranged Volatility Correlations
Irene Giardina, Jean-Philippe Bouchaud, Marc Mézard
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…
Hopping in the Glass Configuration Space: Subaging and Generalized Scaling Laws
Bernd Rinn, Philipp Maass, Jean-Philippe Bouchaud
Aging dynamics in glassy systems is investigated by considering the hopping motion in a rugged energy landscape whose deep minima are characterized by an exponential density of sta…
Aging, rejuvenation and memory effects in Ising and Heisenberg spin glasses
V. Dupuis, E. Vincent, J. -P. Bouchaud +3
We have compared aging phenomena in the Fe_{0.5}Mn_{0.5}TiO_3 Ising spin glass and in the CdCr_{1.7}In_{0.3}S_4 Heisenberg-like spin glass by means of low-frequency ac susceptibili…