1.3k citations · 18.6k across the 289 of their papers we have counts for
8 papers · 1 filter
Temperature and Disorder Chaos in Low Dimensional Directed Paths
Rava A. da Silveira, Jean-Philippe Bouchaud
The responses of a dimensional directed path to temperature and to potential variations are calculated exactly, and are governed by the same scaling form. The short scale dec…
Fluctuations and response in financial markets: the subtle nature of `random' price changes
Jean-Philippe Bouchaud, Yuval Gefen, Marc Potters +1
Using Trades and Quotes data from the Paris stock market, we show that the random walk nature of traded prices results from a very delicate interplay between two opposite tendencie…
The Kovacs effect in model glasses
E. M. Bertin, J. -P. Bouchaud, J. -M. Drouffe +1
We discuss the `memory effect' discovered in the 60's by Kovacs in temperature shift experiments on glassy polymers, where the volume (or energy) displays a non monotonous time beh…
Spin Anisotropy and Slow Dynamics in Spin Glasses
F. Bert, V. Dupuis, E. Vincent +2
We report on an extensive study of the influence of spin anisotropy on spin glass aging dynamics. New temperature cycle experiments allow us to compare quantitatively the memory ef…
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…
Linear and non linear response in the aging regime of the 1D trap model
E. M. Bertin, J. -P. Bouchaud
We investigate the behaviour of the response function in the one dimensional trap model using scaling arguments that we confirm by numerical simulations. We study the average posit…
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…
Multiple time scales in volatility and leverage correlations: An stochastic volatility model
Josep Perello, Jaume Masoliver, Jean-Philippe Bouchaud
Financial time series exhibit two different type of non linear correlations: (i) volatility autocorrelations that have a very long range memory, on the order of years, and (ii) asy…