Scholar
Jean-Philippe Bouchaud
Google Scholar ID: 58amEmwAAAAJ
Head of Research, CFM
Statistical mechanics
Disordered systems
Random Matrices
Quantitative Finance
Agent Based Models
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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
9 items
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
The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility II: An Artificial Market Generator
2025
Cited
0
Revisiting the Excess Volatility Puzzle Through the Lens of the Chiarella Model
2025
Cited
0
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Resume (English only)
Co-authors
130 total
Marc Potters
CIO, Capital Fund Management;
Giulio Biroli
Professor of Theoretical Physics, ENS Paris
Co-author 3
Marc Mezard
Bocconi University Milano
Co-author 5
Co-author 6
Michael Benzaquen
LadHyX, UMR CNRS 7646, École Polytechnique
Co-author 8
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