Jean-Philippe Bouchaud
Scholar

Jean-Philippe Bouchaud

Google Scholar ID: 58amEmwAAAAJ
Head of Research, CFM
Statistical mechanicsDisordered systemsRandom MatricesQuantitative FinanceAgent 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
7 items
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
The"double"square-root law: Evidence for the mechanical origin of market impact using Tokyo Stock Exchange data
2025
Cited
2
Resume (English only)
Co-authors
130 total
Marc Potters
Marc Potters
CIO, Capital Fund Management;
Giulio Biroli
Giulio Biroli
Professor of Theoretical Physics, ENS Paris
Co-author 3
Co-author 3
Marc Mezard
Marc Mezard
Bocconi University Milano
Co-author 5
Co-author 5
Co-author 6
Co-author 6
Michael Benzaquen
Michael Benzaquen
LadHyX, UMR CNRS 7646, École Polytechnique
Co-author 8
Co-author 8