Jean-Philippe Bouchaud

Université Paris VI Pierre et Marie Curie - College de France

11 Place Marcellin Berthelot

Paris, 75005

France

SCHOLARLY PAPERS

6

DOWNLOADS

707

SSRN CITATIONS

5

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Post-COVID Inflation & the Monetary Policy Dilemma: An Agent-Based Scenario Analysis

Number of pages: 57 Posted: 07 Jun 2023 Last Revised: 16 Jan 2024
Ecole Polytechnique, Palaiseau, Ecole Polytechnique, Palaiseau, Université Paris VI Pierre et Marie Curie - College de France and École Normale Supérieure (ENS)
Downloads 274 (209,407)

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[Agent-based modelling, Inflation, COVID, Monetary Policy, Policy making]

2.

The Radical Complexity of Rewiring Supplier–Buyer Networks

Number of pages: 24 Posted: 23 Dec 2022
Celian Colon and Jean-Philippe Bouchaud
International Institute of Applied Systems Analysis (IIASA) and Université Paris VI Pierre et Marie Curie - College de France
Downloads 195 (289,778)

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input–output, supply chains, multiple equilibria, rough landscape, path dependency, limited information, rewiring

3.

Multivariate Quadratic Hawkes Processes – Part I: Theoretical Analysis

Number of pages: 22 Posted: 06 Jul 2022
Cecilia Aubrun, Michael Benzaquen, Michael Benzaquen and Jean-Philippe Bouchaud
Ecole Polytechnique, Palaiseau, Capital Fund ManagementEcole Polytechnique, Palaiseau and Université Paris VI Pierre et Marie Curie - College de France
Downloads 160 (344,752)
Citation 1

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Self-Fulfilling Prophecies, Quasi Non-Ergodicity & Wealth Inequality

CEPR Discussion Paper No. DP15573
Number of pages: 52 Posted: 23 Dec 2020 Last Revised: 27 May 2022
Roger E. A. Farmer and Jean-Philippe Bouchaud
University of Warwick and Université Paris VI Pierre et Marie Curie - College de France
Downloads 1 (1,195,126)
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5.

On Hawkes Processes with Infinite Mean Intensity

Number of pages: 5 Posted: 09 Feb 2022
Cecilia Aubrun, Michael Benzaquen, Michael Benzaquen and Jean-Philippe Bouchaud
Ecole Polytechnique, Palaiseau, Capital Fund ManagementEcole Polytechnique, Palaiseau and Université Paris VI Pierre et Marie Curie - College de France
Downloads 39 (795,486)
Citation 1

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Hawkes processes, Endogeneity ratio, Stationarity, QHawkes, ZHawkes

6.

Riding Wavelets: A Method to Discover New Classes of Price Jumps

Number of pages: 23 Posted: 26 Apr 2024
Ecole Polytechnique, Palaiseau, Sorbonne University - École Normale Supérieure, Capital Fund ManagementEcole Polytechnique, Palaiseau and Université Paris VI Pierre et Marie Curie - College de France
Downloads 38 (803,009)

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price jumps, classification, reflexivity, mean-reversion, trend, wavelets, co-jumps