9:30 - 11:00am
Lecture

Phenomenology of financial markets : statistical anomalies on all time scales

Jean-Philippe Bouchaud
From statistical physics to the social sciences : the challenges of multidisciplinarity
9:30 - 11:00am
    Amphithéâtre Guillaume Budé, Site Marcelin Berthelot
    Open to all, subject to availability
    -

    Phenomenology of financial markets: statistical anomalies on all time scales

    • Descriptive models
    • Rough Volatility
    • Recent observations and new statistical tools
    • Hawkes and QHawkes models.

    Documents and media

    Speaker(s)

    Jean-Philippe Bouchaud

    Visiting Professor, Collège de France

    Events

    Phenomenology of financial markets : statistical anomalies on all time scales
    Jean-Philippe Bouchaud

    Lecture
    9:30 - 11:00am

    The Complex Dynamics of Financial Prices
    Jim Gatheral

    Seminar
    11:00am - 12:00pm

    Ecology of financial markets : issues and challenges
    Jean-Philippe Bouchaud

    Lecture
    9:30 - 11:00am

    Behavioral & Experimental Macroeconomics and Policy Analysis: A Comple…
    Cars Hommes

    Seminar
    11:00am - 12:00pm

    Market organization and microstructure
    Jean-Philippe Bouchaud

    Lecture
    9:30 - 11:00am

    The fragile nature of liquidity in financial markets
    Michael Benzaquen

    Seminar
    11:00am - 12:00pm

    Stochastic multiplicative growth models
    Jean-Philippe Bouchaud

    Lecture
    9:30 - 10:45am

    Recent Progress in Modeling Wealth Inequality and Upward Mobility
    Bruce Boghosian

    Seminar
    11:00am - 12:00pm

    Agent models vs. general equilibrium
    Jean-Philippe Bouchaud

    Lecture
    9:30 - 10:45am

    Behavioural Macroeconomics. A new Paradigm
    Paul De Grauwe

    Seminar
    11:00am - 12:00pm

    Collective phenomena, crises, discontinuities : binary choice model in the presence of …
    Jean-Philippe Bouchaud

    Lecture
    9:30 - 10:45am

    Collective Behavior in Animal Groups: A Statistical Physics Perspective
    Irene Giardina

    Seminar
    11:00am - 12:00pm

    Business networks, crises and the out-of-balance economy
    Jean-Philippe Bouchaud

    Lecture
    9:30 - 10:45am

    Constraint Satisfaction Problems: A Unifying Concept
    Francesco Zamponi

    Seminar
    11:00am - 12:00pm

    Complexity and radical uncertainty : spin glasses, ecosystems and business networks
    Jean-Philippe Bouchaud

    Lecture
    9:30 - 10:45am

    When do Games and Economies Converge to Equilibrium?
    Doyne Farmer

    Seminar
    11:00am - 12:00pm

    See also

    Seminar related to the lecture: Interactions, Feedback, Crises
    Jean-Philippe Bouchaud, chair Technological Innovation Liliane Bettencourt
    From statistical physics to the social sciences : the challenges of multidisciplinarity