313 citations · 2.3k across the 31 of their papers we have counts for
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q-fin.ST2009★ 37 cited
Financial Applications of Random Matrix Theory: a short review
J. P. Bouchaud, M. Potters
We discuss the applications of Random Matrix Theory in the context of financial markets and econometric models, a topic about which a considerable number of papers have been devote…
cond-mat.dis-nn2009★ 24 cited
Predictive power of MCT: Numerics and Finite size scaling for a mean field spin glass
Thomas Sarlat, Alain Billoire, Giulio Biroli +1
The aim of this paper is to test numerically the predictions of the Mode Coupling Theory (MCT) of the glass transition and study its finite size scaling properties in a model with…
q-fin.GN2009★ 8 cited
The (unfortunate) complexity of the economy
Jean-Philippe Bouchaud
This article is a follow-up of a short essay that appeared in Nature 455, 1181 (2008) [arXiv:0810.5306]. It has become increasingly clear that the erratic dynamics of markets is mo…