Scholar
Jean-Philippe Bouchaud
Google Scholar ID: 58amEmwAAAAJ
Head of Research, CFM
Statistical mechanics
Disordered systems
Random Matrices
Quantitative Finance
Agent Based Models
Follow
Google Scholar
↗
Citations & Impact
All-time
Citations
14,380
H-index
55
i10-index
256
Publications
20
Co-authors
130
list available
Contact
No contact links provided.
Publications
11 items
Non-Equilibrium Economics: A Physicist's Point of View
2026
Cited
0
Is Trend Still Your Friend?: A Microstructural Account of the Demise of Short-Term Trend-Following
2026
Cited
0
Do Venture Capitalists Beat Random Allocation?
2026
Cited
0
Random Matrix Theory of Early-Stopped Gradient Flow: A Transient BBP Scenario
2026
Cited
0
Stationary Distributions of the Mode-switching Chiarella Model
2025
Cited
0
Eigenvector overlaps of sample covariance matrices with intersecting time periods
2025
Cited
0
Multivariate Quadratic Hawkes Processes -- Part II: Non-Parametric Empirical Calibration
2025
Cited
0
Holdout cross-validation for large non-Gaussian covariance matrix estimation using Weingarten calculus
2025
Cited
0
Load more
Resume (English only)
Co-authors
130 total
Marc Potters
CIO, Capital Fund Management;
Giulio Biroli
Professor of Theoretical Physics, ENS Paris
Antoine Georges
Collège de France, Paris, France
Marc Mezard
Bocconi University Milano
Co-author 5
Co-author 6
Michael Benzaquen
LadHyX, UMR CNRS 7646, École Polytechnique
Co-author 8