Marc Potters, Ph.D.

Capital Fund Management, Paris, Île-de-France, France 
statistical physics, finance
"Marc Potters"
Mean distance: 12.66
BETA: Related publications


You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect.

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
See more...