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
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
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Co-authors
9 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
Michael Benzaquen
LadHyX, UMR CNRS 7646, École Polytechnique
Ludovic Berthier
Director of Research CNRS, Gulliver, ESPCI Paris, Physics
didier sornette
SUSTech, Shenzhen
Fabrizio Lillo
Università di Bologna and Scuola Normale Superiore, Pisa
