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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 2004Show all

11 papers · 1 filter

cond-mat.dis-nn2004★ 293 cited

What do we learn from the shape of the dynamical susceptibility of glass-formers?

Cristina Toninelli, Matthieu Wyart, Ludovic Berthier +2

We compute analytically and numerically the four-point correlation function that characterizes non-trivial cooperative dynamics in glassy systems within several models of glasses:…

cond-mat.stat-mech2004★ 28 cited

Are defect models consistent with the entropy and specific heat of glass-formers?

G. Biroli, J. P. Bouchaud, G. Tarjus

We show that point-like defect model of glasses cannot explain thermodynamic properties of glass-formers, as for example the excess specific heat close to the glass transition, con…

cond-mat.other2004★ 2 cited

Experts' earning forecasts: bias, herding and gossamer information

Olivier Guedj, Jean-Philippe Bouchaud

We study the statistics of earning forecasts of US, EU, UK and JP stocks during the period 1987-2004. We confirm, on this large data set, that financial analysts are on average ove…

cond-mat.soft2004

Glassy dynamics: mean-field `landscape' pictures versus growing length scale scenarii

Jean-Philippe Bouchaud

This is a short review on the compatibility between (a) mean-field, mode-coupling theories of the glass transition, where potential energy landscape ideas are natural, and (b) the…

cond-mat.stat-mech2004★ 1 cited

Dynamics of granular avalanches caused by local perturbations

Thorsten Emig, Philippe Claudin, Jean-Philippe Bouchaud

Surface flow of granular material is investigated within a continuum approach in two dimensions. The dynamics is described by a non-linear coupling between the two `states' of the…

cond-mat.stat-mech2004★ 477 cited

On the Adam-Gibbs-Wolynes scenario for the viscosity increase in glasses

J. -P. Bouchaud, G. Biroli

We reformulate the interpretation of the mean-field glass transition scenario for finite dimensional systems, proposed by Wolynes and collaborators. This allows us to establish cle…