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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 2002Show all

15 papers · 1 filter

cond-mat.dis-nn2002★ 100 cited

Energy exponents and corrections to scaling in Ising spin glasses

J. -P. Bouchaud, F. Krzakala, O. C. Martin

We study the probability distribution P(E) of the ground state energy E in various Ising spin glasses. In most models, P(E) seems to become Gaussian with a variance growing as the…

cond-mat2002★ 43 cited

Statistical models for company growth

Matthieu Wyart, Jean-Philippe Bouchaud

We study Sutton's `microcanonical' model for the internal organisation of firms, that leads to non trivial scaling properties for the statistics of growth rates. We show that the g…

cond-mat.mtrl-sci2002★ 392 cited

Statistical Aging and Non Ergodicity in the Fluorescence of Single Nanocrystals

X. Brokmann, J. -P. Hermier, G. Messin +3

The relation between single particle and ensemble measurements is adressed for semiconductor CdSe nanocrystals. We record their fluorescence at the single molecule level and analys…

cond-mat.stat-mech2002★ 81 cited

Anisotropy in granular media: classical elasticity and directed force chain network

M. Otto, J. -P. Bouchaud, P. Claudin +1

A general approach is presented for understanding the stress response function in anisotropic granular layers in two dimensions. The formalism accommodates both classical anisotrop…

cond-mat2002★ 274 cited

More statistical properties of order books and price impact

Marc Potters, Jean-Philippe Bouchaud

We investigate present some new statistical properties of order books. We analyse data from the Nasdaq and investigate (a) the statistics of incoming limit order prices, (b) the sh…

cond-mat.dis-nn2002★ 103 cited

Sub-diffusion and localization in the one dimensional trap model

E. M. Bertin, J. -P. Bouchaud

We study a one dimensional generalization of the exponential trap model using both numerical simulations and analytical approximations. We obtain the asymptotic shape of the averag…