Marc Potters, Ph.D.

Affiliations: 
Capital Fund Management, Paris, Île-de-France, France 
Area:
statistical physics, finance
Website:
http://www.cfm.fr
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"Marc Potters"
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Publications

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Bun J, Bouchaud JP, Majumdar SN, et al. (2014) Instanton approach to large N Harish-Chandra-Itzykson-Zuber integrals. Physical Review Letters. 113: 070201
Wyart M, Bouchaud JP, Kockelkoren J, et al. (2008) Relation between bid-ask spread, impact and volatility in order-driven markets Quantitative Finance. 8: 41-57
Biroli G, Bouchaud JP, Potters M. (2007) On the top eigenvalue of heavy-tailed random matrices Epl. 78
Bouchaud JP, Laloux L, Miceli MA, et al. (2007) Large dimension forecasting models and random singular value spectra European Physical Journal B. 55: 201-207
Biroli G, Bouchaud JP, Potters M. (2007) Extreme value problems in random matrix theory and other disordered systems Journal of Statistical Mechanics: Theory and Experiment
Biroli G, Bouchaud JP, Potters M. (2007) The student ensemble of correlation matrices: Eigenvalue spectrum and Kullback-leibler entropy Acta Physica Polonica B. 38: 4009-4026
Bouchaud JP, Kockelkoren J, Potters M. (2006) Random walks, liquidity molasses and critical response in financial markets Quantitative Finance. 6: 115-123
Potters M, Bouchaud JP, Laloux L. (2005) Financial applications of random matrix theory: Old laces and new pieces Acta Physica Polonica B. 36: 2767-2784
Bouchaud JP, Gefen Y, Potters M, et al. (2004) Fluctuations and response in financial markets: The subtle nature of 'random' price changes Quantitative Finance. 4: 176-190
Potters M, Bouchaud JP. (2003) More statistical properties of order books and price impact Physica a: Statistical Mechanics and Its Applications. 324: 133-140
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