Jean-Philippe Bouchaud

Cited by

	All	Since 2016
Citations	43796	11823
h-index	101	52
i10-index	329	205

2600

1300

650

1950

199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021129 169 275 366 363 459 664 819 951 1001 1178 1329 1451 1609 1523 1699 1903 1878 2050 2033 2288 2448 2246 2395 2387 2324 2191 2336 2521 46

Co-authors

Marc PottersCIO, Capital Fund Management;Verified email at cfm.fr
Giulio BiroliProfessor of Theoretical Physics, ENS ParisVerified email at cea.fr
Antoine GeorgesCollege de France, Paris, FranceVerified email at polytechnique.edu
Marc MezardEcole normale supérieure ParisVerified email at ens.fr
Philippe ClaudinCNRS - ESPCIVerified email at espci.fr
Michael CatesDAMTP, University of CambridgeVerified email at cam.ac.uk
Ludovic BerthierDirector of Research at CNRS, Laboratoire Charles Coulomb (L2C), Universite de Montpellier, PhysicsVerified email at umontpellier.fr
Rama CONTUniversity of Oxford. 牛津大学数学系 دانشگاه آکسفوردVerified email at math.cnrs.fr
didier sornetteETH ZurichVerified email at ethz.ch
le doussal pierreDRCE-CNRS, Laboratoire de Physique Theorique de l'Ecole Normale Superieure (Paris)Verified email at lpt.ens.fr
Leticia F. CugliandoloSorbonne Université, Paris, FranceVerified email at lpthe.jussieu.fr
Vincent DupuisPHENIX laboratory, Sorbonne UniversitéVerified email at upmc.fr
Fabrizio LilloUniversità di Bologna and Scuola Normale Superiore, PisaVerified email at sns.it
Michael BenzaquenLadhyx, UMR CNRS 7646, École Polytechnique & Capital Fund Management (CFM)Verified email at polytechnique.edu
Marco TarziaSorbonne Université, Laboratoire de Physique Théorique de la Matière CondenséeVerified email at lptmc.jussieu.fr
Elisabeth BouchaudCEA-Saclay/DSM/IRAMIS/SPEC & ESPCI/Gulliver/EC2MVerified email at cea.fr
Irene GiardinaDeptartment of Physics, Sapienza University of Rome and Institute for Complex Systems, CNR RomeVerified email at roma1.infn.it
Eric BertinCNRS & UGA, LIPhy, Grenoble, FranceVerified email at univ-grenoble-alpes.fr
Bence TothPostdoctoral researcher at CFMVerified email at santafe.edu
Claire Lhuillierprofesseur UMPCVerified email at upmc.fr

Jean-Philippe Bouchaud

Head of Research, CFM

Verified email at cfm.fr

Statistical mechanics Disordered systems Random Matrices Quantitative Finance Agent Based Models


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Anomalous diffusion in disordered media: statistical mechanisms, models and physical applications JP Bouchaud, A Georges Physics reports 195 (4-5), 127-293, 1990	4283	1990
Theory of financial risk and derivative pricing: from statistical physics to risk management JP Bouchaud, M Potters Cambridge university press, 2003	2640*	2003
Noise dressing of financial correlation matrices L Laloux, P Cizeau, JP Bouchaud, M Potters Physical review letters 83 (7), 1467, 1999	1345	1999
Herd behavior and aggregate fluctuations in financial markets R Cont, JP Bouchaud arXiv preprint cond-mat/9712318, 1997	1079	1997
Weak ergodicity breaking and aging in disordered systems JP Bouchaud Journal de Physique I 2 (9), 1705-1713, 1992	1065	1992
Jamming, force chains, and fragile matter ME Cates, JP Wittmer, JP Bouchaud, P Claudin Physical review letters 81 (9), 1841, 1998	1017	1998
Out of equilibrium dynamics in spin-glasses and other glassy systems JP Bouchaud, LF Cugliandolo, J Kurchan, M Mezard Spin glasses and random fields, 161-223, 1998	941*	1998
Direct experimental evidence of a growing length scale accompanying the glass transition L Berthier, G Biroli, JP Bouchaud, L Cipelletti, D El Masri, D L'Hôte, ... Science 310 (5755), 1797-1800, 2005	850	2005
Dynamical heterogeneities in glasses, colloids, and granular media L Berthier, G Biroli, JP Bouchaud, L Cipelletti, W van Saarloos OUP Oxford, 2011	722	2011
Wealth condensation in a simple model of economy JP Bouchaud, M Mézard Physica A: Statistical Mechanics and its Applications 282 (3-4), 536-545, 2000	584	2000
Stock market crashes, precursors and replicas D Sornette, A Johansen, JP Bouchaud Journal de Physique I 6 (1), 167-175, 1996	571	1996
Models of traps and glass phenomenology C Monthus, JP Bouchaud Journal of Physics A: Mathematical and General 29 (14), 3847, 1996	556	1996
Fluctuations and response in financial markets: the subtle nature of ‘random’price changes JP Bouchaud, Y Gefen, M Potters, M Wyart Quantitative finance 4 (2), 176-190, 2004	490	2004
How markets slowly digest changes in supply and demand JP Bouchaud, JD Farmer, F Lillo Handbook of financial markets: dynamics and evolution, 57-160, 2009	474*	2009
Statistical aging and nonergodicity in the fluorescence of single nanocrystals X Brokmann, JP Hermier, G Messin, P Desbiolles, JP Bouchaud, ... Physical review letters 90 (12), 120601, 2003	459	2003
Random matrix theory and financial correlations L Laloux, P Cizeau, M Potters, JP Bouchaud International Journal of Theoretical and Applied Finance 3 (03), 391-397, 2000	453	2000
On the Adam-Gibbs-Kirkpatrick-Thirumalai-Wolynes scenario for the viscosity increase in glasses JP Bouchaud, G Biroli The Journal of chemical physics 121 (15), 7347-7354, 2004	431	2004
Memory and chaos effects in spin glasses K Jonason, E Vincent, J Hammann, JP Bouchaud, P Nordblad Physical Review Letters 81 (15), 3243, 1998	407	1998
Statistical properties of stock order books: empirical results and models JP Bouchaud, M Mézard, M Potters Quantitative finance 2 (4), 251-256, 2002	406	2002
Leverage effect in financial markets: The retarded volatility model JP Bouchaud, A Matacz, M Potters Physical review letters 87 (22), 228701, 2001	403	2001

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