Zobrazeno 1 - 10
of 454
pro vyhledávání: '"Jean-Philippe Bouchaud"'
Publikováno v:
Journal of Physics: Complexity, Vol 5, Iss 3, p 035001 (2024)
Economic and ecological models can be extremely complex, with a large number of agents/species each featuring multiple interacting dynamical quantities. In an attempt to understand the generic stability properties of such systems, we define and study
Externí odkaz:
https://doaj.org/article/2e342d6bd38b484ea77e921210389331
Publikováno v:
Scientific Reports, Vol 11, Iss 1, Pp 1-15 (2021)
Abstract The ability to learn from others (social learning) is often deemed a cause of human species success. But if social learning is indeed more efficient (whether less costly or more accurate) than individual learning, it raises the question of w
Externí odkaz:
https://doaj.org/article/03650f0c8b5146c1b73f631d539c4c1b
Autor:
Jean-Philippe Bouchaud
Publikováno v:
Journal of Physics: Complexity, Vol 4, Iss 4, p 041001 (2023)
This is the English version of my inaugural lecture at Collège de France in 2021. I reflect on the difficulty of multi-disciplinary research, which often hinges on unexpected epistemological and methodological differences, for example about the scie
Externí odkaz:
https://doaj.org/article/f13586f47dbe41f1aed11fcf1c98531f
Publikováno v:
Journal of Physics: Complexity, Vol 4, Iss 1, p 015004 (2023)
The Slutsky equation, central in consumer choice theory, is derived from the usual hypotheses underlying most standard models in Economics, such as full rationality, homogeneity, and absence of interactions. We present a statistical physics framework
Externí odkaz:
https://doaj.org/article/f49ddf8822824e3f825931060e6c8479
Publikováno v:
PLoS ONE, Vol 16, Iss 3, p e0247823 (2021)
We discuss the impact of a Covid-19-like shock on a simple model economy, described by the previously developed Mark-0 Agent-Based Model. We consider a mixed supply and demand shock, and show that depending on the shock parameters (amplitude and dura
Externí odkaz:
https://doaj.org/article/3450d3c5fe834a02a8cd17791013ec85
Publikováno v:
PLoS ONE, Vol 16, Iss 12, p e0261423 (2021)
We study a self-reflexive DSGE model with heterogeneous households, aimed at characterising the impact of economic recessions on the different strata of the society. Our framework allows to analyse the combined effect of income inequalities and confi
Externí odkaz:
https://doaj.org/article/cfd5d6a723f8438c9ab79bce97242c1d
Autor:
Jean-Philippe Bouchaud
Publikováno v:
Entropy, Vol 23, Iss 12, p 1676 (2021)
This is an informal and sketchy review of five topical, somewhat unrelated subjects in quantitative finance and econophysics: (i) models of price changes; (ii) linear correlations and random matrix theory; (iii) non-linear dependence copulas; (iv) hi
Externí odkaz:
https://doaj.org/article/03d5edff921c4c38a1a774d27664966d
Publikováno v:
Physical Review Research, Vol 2, Iss 2, p 022058 (2020)
We revisit the long-standing question of the relation between image appreciation and its statistical properties. We generate two different sets of random images well distributed along three measures of entropic complexity. We run a large-scale survey
Externí odkaz:
https://doaj.org/article/68dba688d940454aa6a5f87025d4b160
Publikováno v:
Economics: Journal Articles (2018)
Externí odkaz:
https://doaj.org/article/1a5d46c5894d4bf89cd24f7a3b8d6829
Publikováno v:
Economics: Journal Articles (2017)
Externí odkaz:
https://doaj.org/article/11f3c4465e9a4178a328aa6ea6ff2b33