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{{Short description|French physicist}}
{{Short description|French physicist (born 1962)}}
{{Infobox scientist
{{Infobox scientist
|name = Jean-Philippe Bouchaud
| name = Jean-Philippe Bouchaud
|image =
| image =
|caption =
| caption =
|birth_date = 1962
| birth_date = {{birth year and age|1962}}
|birth_place = [[Paris]]
| birth_place = [[Paris]]
|death_date =
| death_date =
|death_place =
| death_place =
| work_institution = [[École Normale Supérieure]]<br />[[Imperial College London]]
⚫
|residence = France
|institution = [[École Polytechnique]]<br>[[Imperial College London]]
| field = [[Physics]], [[finance]]
⚫
| alma_mater = [[École Normale Supérieure]]
|nationality = French
⚫
| doctoral_advisor = Claire Lhuillier
|field = [[Physics]], [[finance]]
⚫
| doctoral_students =
⚫
|alma_mater = [[École Normale Supérieure]]
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| known_for = Physics of disordered systems, Quantitative modelling of financial markets, Agent Based Models
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|doctoral_advisor = Claire Lhuillier
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| author_abbrev_bot =
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|doctoral_students =
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| author_abbrev_zoo =
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|known_for = Physics of disordered systems, Quantitative modelling of financial markets, Agent Based Models
⚫
| prizes = [[CNRS Silver Medal]]
⚫
|author_abbrev_bot =
⚫
| religion =
⚫
|author_abbrev_zoo =
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| footnotes =
|influences = [[Pierre-Gilles De Gennes]], [[Giorgio Parisi]], [[Philip Warren Anderson|Philip Anderson]], [[Benoit Mandelbrot]]
|influenced =
| signature =
⚫
|prizes = [[CNRS Silver medal]]
|religion =
⚫
|footnotes =
|signature =
}}
}}


'''Jean-Philippe Bouchaud''' (born 1962) is a French [[physicist]]. He is founder and Chairman of [[Capital Fund Management]] (CFM), professor of physics at [[École Polytechnique|École polytechnique]] and co-director of the CFM-Imperial Institute of Quantitative Finance at [[Imperial College London]]. He is a member of the [[Académie des Sciences|French Academy of Sciences]].
'''Jean-Philippe Bouchaud''' (born 1962) is a French [[physicist]]. He is co-founder and chairman of [[Capital Fund Management]] (CFM), adjunct professor at [[École Normale Supérieure]] and co-director of the CFM-Imperial Institute of Quantitative Finance at [[Imperial College London]]. He is a member of the [[Académie des Sciences|French Academy of Sciences]], and held the Bettencourt Innovation Chair at [[Collège de France]] in 2020.


== Biography ==
== Biography ==
Born in [[Paris]] in 1962, Jean-Philippe Bouchaud studied at the French Lycée in London. Graduated from [[École Normale Supérieure]] in 1985, he worked on his PhD at the Laboratory of Hertzian Spectroscopy, studying spin-polarized quantum gases with Claire Lhuillier. He then worked for the [[French National Center for Scientific Research]], in particular on liquid Helium 3 and diffusion in random media. He spent a year at the [[Cavendish Laboratory]], [[University of Cambridge]] in 1992 before joining the Laboratory of Condensed Matter Physics (SPEC)<ref>http://iramis.cea.fr/spec/</ref> of the French Atomic Energy and Alternative Energies Commission ([[Commissariat à l'énergie atomique]] or CEA)<ref>{{Cite web | url=http://www.cea.fr/ | title=Accueil - de la recherche à l'industrie| date=2013-10-19}}</ref> à [[Saclay]]. Pioneer in [[econophysics]], he co-founded the company Science et Finance in 1994, which later merged with [[Capital Fund Management]] (CFM)<ref>http://www.cfm.fr/us/organisation.php{{dead link|date=November 2017 |bot=InternetArchiveBot |fix-attempted=yes }}</ref> in 2000. He is now the Chairman of CFM. After teaching statistical mechanics for ten years at [[ESPCI]], he was appointed in 2009 as an adjunct Professor at [[École Polytechnique]],.<ref>{{Cite web |url=http://www.physique.polytechnique.edu/home/faculty/faculty-members-28647.kjsp?RH=1252403432416 |title=École Polytechnique |access-date=2011-11-17 |archive-url=https://web.archive.org/web/20120421010620/http://www.physique.polytechnique.edu/home/faculty/faculty-members-28647.kjsp?RH=1252403432416 |archive-date=2012-04-21 |url-status=dead }}</ref> He now teaches a course ''From Statistical Mechanics to Social Sciences'' at [[École Normale Supérieure]]. His work covers the physics of disordered and glassy systems, granular materials, the statistics of price formation, stock market fluctuations and the modelling of financial risks. He has repeatedly criticized the [[dogma]] of the [[efficient-market hypothesis]] and the [[methodology]] of economics and mathematical finance,<ref>"Reliance on models based on incorrect axioms has clear and large effects. The Black–Scholes model for example, which was invented in 1973 to price options, is still used extensively. But it assumes that the probability of extreme price changes is negligible, when in reality, stock prices are much jerkier than this. Twenty years ago, unwarranted use of the model spiralled into the worldwide October 1987 crash; the Dow Jones index dropped 23% in a single day, dwarfing recent market hiccups." in [http://home.iitk.ac.in/~osegu/Nature.pdf "Economics needs a scientific revolution"]</ref> in particular the use of the [[Black–Scholes]] model which leads to a systematic underestimation of risk in [[Option (finance)|options trading]].<ref>[https://www.cfm.fr/assets/ResearchPapers/2001-Welcome-to-a-non-Black-Scholes-world.pdf "Welcome to a non Black–Scholes world"]</ref>
Born in [[Paris]] in 1962, Jean-Philippe Bouchaud studied at the French Lycée in London. Graduating from [[École Normale Supérieure]] in 1985, he carried out his PhD at the Laboratory of Hertzian Spectroscopy, studying spin-polarized quantum gases with Claire Lhuillier. He then worked for the [[French National Center for Scientific Research]], in particular on liquid Helium 3 and diffusion in random media. He spent a year at the [[Cavendish Laboratory]], [[University of Cambridge]] in 1992 before joining the Laboratory of Condensed Matter Physics (SPEC)<ref>{{cite web|url=http://iramis.cea.fr/spec/ |title=Service de Physique de l'Etat Condensé |publisher=Iramis.cea.fr |date=2022-08-29 |accessdate=2022-09-02}}</ref> of the French Atomic Energy and Alternative Energies Commission ([[Commissariat à l'énergie atomique]] or CEA)<ref>{{cite web | url=http://www.cea.fr/ | title=Accueil - de la recherche à l'industrie| date=2013-10-19}}</ref> à [[Saclay]]. Pioneer in [[econophysics]], he co-founded the company Science et Finance in 1994, which later merged with [[Capital Fund Management]] (CFM)<ref>http://www.cfm.fr/us/organisation.php{{dead link|date=November 2017 |bot=InternetArchiveBot |fix-attempted=yes }}</ref> in 2000. He is now the Chairman of CFM. After teaching statistical mechanics for ten years at [[ESPCI]], he was appointed in 2009 as an adjunct Professor at [[École Polytechnique]],.<ref>{{cite web |url=http://www.physique.polytechnique.edu/home/faculty/faculty-members-28647.kjsp?RH=1252403432416 |title=École Polytechnique |access-date=2011-11-17 |archive-url=https://web.archive.org/web/20120421010620/http://www.physique.polytechnique.edu/home/faculty/faculty-members-28647.kjsp?RH=1252403432416 |archive-date=2012-04-21 |url-status=dead }}</ref> He now teaches a course ''From Statistical Mechanics to Social Sciences'' at [[École Normale Supérieure]] and, for a year, at [[Collège de France]].<ref>{{cite web |url=https://www.college-de-france.fr/site/jean-philippe-bouchaud/inaugural-lecture-2020-2021.htm|title=De la physique statistique aux sciences sociales : les défis de la pluridisciplinarité|date=5 July 2019 }}</ref> His work covers the physics of disordered and glassy systems, granular materials, the statistics of price formation, stock market fluctuations and the modelling of [[financial risk]]s. He has repeatedly criticized the [[dogma]] of the [[efficient-market hypothesis]] and the [[methodology]] of economics and mathematical finance,<ref>"Reliance on models based on incorrect axioms has clear and large effects. The Black–Scholes model for example, which was invented in 1973 to price options, is still used extensively. But it assumes that the probability of extreme price changes is negligible, when in reality, stock prices are much jerkier than this. Twenty years ago, unwarranted use of the model spiralled into the worldwide October 1987 crash; the Dow Jones index dropped 23% in a single day, dwarfing recent market hiccups." in [http://home.iitk.ac.in/~osegu/Nature.pdf "Economics needs a scientific revolution"]</ref> in particular the use of the [[Black–Scholes]] model which leads to a systematic underestimation of risk in [[Option (finance)|options trading]].<ref>[https://www.cfm.fr/assets/ResearchPapers/2001-Welcome-to-a-non-Black-Scholes-world.pdf "Welcome to a non Black–Scholes world"]</ref>


==Awards==
==Awards==
* [[IBM]] Young Researcher Prize in 1989<ref>[http://sfp.in2p3.fr/Prix/prix_anciens.html Prix IBM]</ref>
* [[IBM]] Young Researcher Prize in 1989<ref>[http://sfp.in2p3.fr/Prix/prix_anciens.html Prix IBM]</ref>
* [[CNRS Silver medal]] in 1995<ref>[http://www.cnrs.fr/cw/fr/nomi/prix/Argent95/argent95.html Médaille d'argent du CNRS] {{webarchive|url=https://web.archive.org/web/20090921013600/http://www.cnrs.fr/cw/fr/nomi/prix/Argent95/argent95.html |date=2009-09-21 }}</ref>
* [[CNRS Silver Medal]] in 1995<ref>[http://www.cnrs.fr/cw/fr/nomi/prix/Argent95/argent95.html Médaille d'argent du CNRS] {{webarchive|url=https://web.archive.org/web/20090921013600/http://www.cnrs.fr/cw/fr/nomi/prix/Argent95/argent95.html |date=2009-09-21 }}</ref>
* ''[[Risk (magazine)|Risk]]'' Quant of the Year in 2017<ref>{{Cite web | url=http://www.risk.net/risk-magazine/analysis/2479713/quant-of-the-year-jean-philippe-bouchaud | title=Quant of the year: Jean-Philippe Bouchaud| date=2017-01-25}}</ref>
* ''[[Risk (magazine)|Risk]]'' Quant of the Year in 2017<ref>{{cite web | url=http://www.risk.net/risk-magazine/analysis/2479713/quant-of-the-year-jean-philippe-bouchaud | title=Quant of the year: Jean-Philippe Bouchaud| date=2017-01-25}}</ref>
* Elected as member of the [[Académie des Sciences|French Academy of Sciences]] in 2017.
* Elected as member of the [[Académie des Sciences|French Academy of Sciences]] in 2017.


==Bibliography==
==Bibliography==
* Anomalous diffusion in disordered media: Statistical mechanisms, models and physical application, Jean-Philippe Bouchaud, Antoine Georges, Physics Reports, Volume 195, Issues 4-5, November 1990, Pages 127-293
* Anomalous diffusion in disordered media: Statistical mechanisms, models and physical application, Jean-Philippe Bouchaud, Antoine Georges, Physics Reports, Volume 195, Issues 4–5, November 1990, Pages 127-293
* Lévy Statistics and Laser Cooling: How Rare Events Bring Atoms to Rest by François Bardou, Jean-Philippe Bouchaud, Alain Aspect and Claude Cohen-Tannoudji (Cambridge University Press, 2002)
* Lévy Statistics and Laser Cooling: How Rare Events Bring Atoms to Rest by François Bardou, Jean-Philippe Bouchaud, Alain Aspect and Claude Cohen-Tannoudji (Cambridge University Press, 2002)
* Theory of Financial Risk and Derivative Pricing, J-P Bouchaud, M. Potters (Cambridge University Press, 2003)
* Theory of Financial Risk and Derivative Pricing, J-P Bouchaud, M. Potters (Cambridge University Press, 2003)
* Complex Systems, Volume LXXXV: Lecture Notes of the Les Houches Summer School 2006 by Jean-Philippe Bouchaud, Marc Mézard and Jean Dalibard (Elsevier Science, 2007)
* Complex Systems, Volume LXXXV: Lecture Notes of the Les Houches Summer School 2006 by Jean-Philippe Bouchaud, Marc Mézard and Jean Dalibard (Elsevier Science, 2007)
* [http://www.nature.com/nature/journal/v455/n7217/full/4551181a.html#close Economics needs a scientific revolution], Jean-Philippe Bouchaud, Nature, 455, 1191 (2008), available [http://home.iitk.ac.in/~osegu/Nature.pdf here]
* [http://www.nature.com/nature/journal/v455/n7217/full/4551181a.html#close Economics needs a scientific revolution], Jean-Philippe Bouchaud, Nature, 455, 1191 (2008), available here [http://home.iitk.ac.in/~osegu/Nature.pdf]
* The (unfortunate) complexity of the economy, J.-P. Bouchaud, Physics World, 22(04), 28 (2009)
* The (unfortunate) complexity of the economy, J.-P. Bouchaud, Physics World, 22(04), 28 (2009)
* [https://books.google.com/books?hl=en&lr=&id=_oJJc8K-H5MC&oi=fnd&pg=PA57&dq=JP+Bouchaud+Farmer&ots=jg02GPFrGt&sig=q0otihPZYLmvHTzOoYHmBo_qzwE#v=onepage&q&f=false How markets slowly digest changes in supply and demand], JP Bouchaud, JD Farmer, F. Lillo in Handbook of financial markets: dynamics and evolution by Thorsten Hens,Klaus Reiner Schenk-Hoppé (North Holland, 2009)
* [https://books.google.com/books?id=_oJJc8K-H5MC&dq=JP+Bouchaud+Farmer&pg=PA57 How markets slowly digest changes in supply and demand], JP Bouchaud, JD Farmer, F. Lillo in Handbook of financial markets: dynamics and evolution by Thorsten Hens,Klaus Reiner Schenk-Hoppé (North Holland, 2009)
* Endogenous Dynamics of Markets: Price Impact, Feedback Loops and Instabilities, in Lessons from the Financial Crisis Edited By Arthur M. Berd (Risk Books 2010)
* Endogenous Dynamics of Markets: Price Impact, Feedback Loops and Instabilities, in Lessons from the Financial Crisis Edited by Arthur M. Berd (Risk Books 2010)
* Dynamical Heterogeneities in Glasses, Colloids, and Granular Media (International Series of Monographs on Physics) by Ludovic Berthier, Giulio Biroli, Jean-Philippe Bouchaud and Luca Cipelletti (Oxford University Press, 2011)
* Dynamical Heterogeneities in Glasses, Colloids, and Granular Media (International Series of Monographs on Physics) by Ludovic Berthier, Giulio Biroli, Jean-Philippe Bouchaud and Luca Cipelletti (Oxford University Press, 2011)
* Financial applications of random matrix theory: a short review, Jean-Philippe Bouchaud, Marc Potters, in The Oxford Handbook of Random Matrix Theory Edited by Gernot Akemann, Jinho Baik, and Philippe Di Francesco (Oxford University Press, 2011)
* Financial applications of random matrix theory: a short review, Jean-Philippe Bouchaud, Marc Potters, in The Oxford Handbook of Random Matrix Theory Edited by Gernot Akemann, Jinho Baik, and Philippe Di Francesco (Oxford University Press, 2011)
* Crises and Collective Socio-Economic Phenomena: Simple Models and Challenges, Jean-Philippe Bouchaud, Journal of Statistical Physics, 151, Issue 3-4, pp 567–606, 2013.
* Crises and Collective Socio-Economic Phenomena: Simple Models and Challenges, Jean-Philippe Bouchaud, Journal of Statistical Physics, 151, Issue 3–4, pp 567–606, 2013.
* Tipping points in macroeconomic Agent-Based models, Stanislao Gualdi, Marco Tarzia, Francesco Zamponi, Jean-Philippe Bouchaud, Journal of Economic Dynamics & Control 50, 29-61 (2015)
* Tipping points in macroeconomic Agent-Based models, Stanislao Gualdi, Marco Tarzia, Francesco Zamponi, Jean-Philippe Bouchaud, Journal of Economic Dynamics & Control 50, 29-61 (2015)
* Instabilities in large economies: aggregate volatility without idiosyncratic shocks, Julius Bonart, Jean-Philippe Bouchaud, Augustin Landier, David Thesmar, J. Stat. Mech. (2014) P10040
* Instabilities in large economies: aggregate volatility without idiosyncratic shocks, Julius Bonart, Jean-Philippe Bouchaud, Augustin Landier, David Thesmar, J. Stat. Mech. (2014) P10040
* Cleaning large correlation matrices: tools from random matrix theory, Joel Bun, Jean-Philippe Bouchaud, Marc Potters, Physics Reports, 666, 1-109 (2017).
* Cleaning large correlation matrices: tools from random matrix theory, Joel Bun, Jean-Philippe Bouchaud, Marc Potters, Physics Reports, 666, 1-109 (2017).
* Trades, Quotes and Prices, Jean-Philippe Bouchaud, Julius Bonart, Jonathan Donier, Martin Gould, Cambridge University Press (2018).
* Trades, Quotes and Prices, Jean-Philippe Bouchaud, Julius Bonart, Jonathan Donier, Martin Gould, Cambridge University Press (2018).
* A First Course in Random Matrix Theory: For Physicists, Engineers and Data Scientists, Marc Potters and Jean-Philippe Bouchaud, Cambridge University Press (2021).
* From statistical physics to social sciences: the pitfalls of multi-disciplinarity, J.-P. Bouchaud, Journal of Physics: Complexity, 4(4), 041001 (2023).<ref>{https://iopscience.iop.org/article/10.1088/2632-072X/ad104a/pdf}</ref>


==Footnotes==
==Footnotes==
{{reflist}}
<references/>


{{Authority control}}
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[[Category:Living people]]
[[Category:Living people]]
[[Category:École Normale Supérieure alumni]]
[[Category:École Normale Supérieure alumni]]
[[Category:French physicists]]
[[Category:21st-century French physicists]]
[[Category:Research directors of the French National Centre for Scientific Research]]

Latest revision as of 06:12, 10 December 2024

Jean-Philippe Bouchaud
Born1962 (age 61–62)
Paris
Alma materÉcole Normale Supérieure
Known forPhysics of disordered systems, Quantitative modelling of financial markets, Agent Based Models
AwardsCNRS Silver Medal
Scientific career
FieldsPhysics, finance
InstitutionsÉcole Normale Supérieure
Imperial College London
Doctoral advisorClaire Lhuillier

Jean-Philippe Bouchaud (born 1962) is a French physicist. He is co-founder and chairman of Capital Fund Management (CFM), adjunct professor at École Normale Supérieure and co-director of the CFM-Imperial Institute of Quantitative Finance at Imperial College London. He is a member of the French Academy of Sciences, and held the Bettencourt Innovation Chair at Collège de France in 2020.

Biography

[edit]

Born in Paris in 1962, Jean-Philippe Bouchaud studied at the French Lycée in London. Graduating from École Normale Supérieure in 1985, he carried out his PhD at the Laboratory of Hertzian Spectroscopy, studying spin-polarized quantum gases with Claire Lhuillier. He then worked for the French National Center for Scientific Research, in particular on liquid Helium 3 and diffusion in random media. He spent a year at the Cavendish Laboratory, University of Cambridge in 1992 before joining the Laboratory of Condensed Matter Physics (SPEC)[1] of the French Atomic Energy and Alternative Energies Commission (Commissariat à l'énergie atomique or CEA)[2] à Saclay. Pioneer in econophysics, he co-founded the company Science et Finance in 1994, which later merged with Capital Fund Management (CFM)[3] in 2000. He is now the Chairman of CFM. After teaching statistical mechanics for ten years at ESPCI, he was appointed in 2009 as an adjunct Professor at École Polytechnique,.[4] He now teaches a course From Statistical Mechanics to Social Sciences at École Normale Supérieure and, for a year, at Collège de France.[5] His work covers the physics of disordered and glassy systems, granular materials, the statistics of price formation, stock market fluctuations and the modelling of financial risks. He has repeatedly criticized the dogma of the efficient-market hypothesis and the methodology of economics and mathematical finance,[6] in particular the use of the Black–Scholes model which leads to a systematic underestimation of risk in options trading.[7]

Awards

[edit]

Bibliography

[edit]
  • Anomalous diffusion in disordered media: Statistical mechanisms, models and physical application, Jean-Philippe Bouchaud, Antoine Georges, Physics Reports, Volume 195, Issues 4–5, November 1990, Pages 127-293
  • Lévy Statistics and Laser Cooling: How Rare Events Bring Atoms to Rest by François Bardou, Jean-Philippe Bouchaud, Alain Aspect and Claude Cohen-Tannoudji (Cambridge University Press, 2002)
  • Theory of Financial Risk and Derivative Pricing, J-P Bouchaud, M. Potters (Cambridge University Press, 2003)
  • Complex Systems, Volume LXXXV: Lecture Notes of the Les Houches Summer School 2006 by Jean-Philippe Bouchaud, Marc Mézard and Jean Dalibard (Elsevier Science, 2007)
  • Economics needs a scientific revolution, Jean-Philippe Bouchaud, Nature, 455, 1191 (2008), available here [1]
  • The (unfortunate) complexity of the economy, J.-P. Bouchaud, Physics World, 22(04), 28 (2009)
  • How markets slowly digest changes in supply and demand, JP Bouchaud, JD Farmer, F. Lillo in Handbook of financial markets: dynamics and evolution by Thorsten Hens,Klaus Reiner Schenk-Hoppé (North Holland, 2009)
  • Endogenous Dynamics of Markets: Price Impact, Feedback Loops and Instabilities, in Lessons from the Financial Crisis Edited by Arthur M. Berd (Risk Books 2010)
  • Dynamical Heterogeneities in Glasses, Colloids, and Granular Media (International Series of Monographs on Physics) by Ludovic Berthier, Giulio Biroli, Jean-Philippe Bouchaud and Luca Cipelletti (Oxford University Press, 2011)
  • Financial applications of random matrix theory: a short review, Jean-Philippe Bouchaud, Marc Potters, in The Oxford Handbook of Random Matrix Theory Edited by Gernot Akemann, Jinho Baik, and Philippe Di Francesco (Oxford University Press, 2011)
  • Crises and Collective Socio-Economic Phenomena: Simple Models and Challenges, Jean-Philippe Bouchaud, Journal of Statistical Physics, 151, Issue 3–4, pp 567–606, 2013.
  • Tipping points in macroeconomic Agent-Based models, Stanislao Gualdi, Marco Tarzia, Francesco Zamponi, Jean-Philippe Bouchaud, Journal of Economic Dynamics & Control 50, 29-61 (2015)
  • Instabilities in large economies: aggregate volatility without idiosyncratic shocks, Julius Bonart, Jean-Philippe Bouchaud, Augustin Landier, David Thesmar, J. Stat. Mech. (2014) P10040
  • Cleaning large correlation matrices: tools from random matrix theory, Joel Bun, Jean-Philippe Bouchaud, Marc Potters, Physics Reports, 666, 1-109 (2017).
  • Trades, Quotes and Prices, Jean-Philippe Bouchaud, Julius Bonart, Jonathan Donier, Martin Gould, Cambridge University Press (2018).
  • A First Course in Random Matrix Theory: For Physicists, Engineers and Data Scientists, Marc Potters and Jean-Philippe Bouchaud, Cambridge University Press (2021).
  • From statistical physics to social sciences: the pitfalls of multi-disciplinarity, J.-P. Bouchaud, Journal of Physics: Complexity, 4(4), 041001 (2023).[11]

Footnotes

[edit]
  1. ^ "Service de Physique de l'Etat Condensé". Iramis.cea.fr. 2022-08-29. Retrieved 2022-09-02.
  2. ^ "Accueil - de la recherche à l'industrie". 2013-10-19.
  3. ^ http://www.cfm.fr/us/organisation.php[permanent dead link‍]
  4. ^ "École Polytechnique". Archived from the original on 2012-04-21. Retrieved 2011-11-17.
  5. ^ "De la physique statistique aux sciences sociales : les défis de la pluridisciplinarité". 5 July 2019.
  6. ^ "Reliance on models based on incorrect axioms has clear and large effects. The Black–Scholes model for example, which was invented in 1973 to price options, is still used extensively. But it assumes that the probability of extreme price changes is negligible, when in reality, stock prices are much jerkier than this. Twenty years ago, unwarranted use of the model spiralled into the worldwide October 1987 crash; the Dow Jones index dropped 23% in a single day, dwarfing recent market hiccups." in "Economics needs a scientific revolution"
  7. ^ "Welcome to a non Black–Scholes world"
  8. ^ Prix IBM
  9. ^ Médaille d'argent du CNRS Archived 2009-09-21 at the Wayback Machine
  10. ^ "Quant of the year: Jean-Philippe Bouchaud". 2017-01-25.
  11. ^ {https://iopscience.iop.org/article/10.1088/2632-072X/ad104a/pdf}
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