Potters, M.
- Financial Applications of Random Matrix Theory: a short review
2009/10/07 by J. P. Bouchaud, Marc Potters, Bouchaud, J. P. +1 · 5 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Disordered Systems and Neural Networks (cond-mat.dis-nn) #FOS: Economics and business #FOS: Physical sciences #Risk Management (q-fin.RM) #Statistical Finance (q-fin.ST)
- Two centuries of trend following
2014/04/12 by Lempérière, Y., Deremble, C., Seager, P. +2 · 2 citations
#FOS: Economics and business #General Finance (q-fin.GN) #Portfolio Management (q-fin.PM) #Statistical Finance (q-fin.ST)
- Random walks, liquidity molasses and critical response in financial markets
2004/06/09 by Bouchaud, J. -P., Kockelkoren, J., Potters, M. · 1 citation
#FOS: Economics and business #FOS: Physical sciences #Other Condensed Matter (cond-mat.other) #Trading and Market Microstructure (q-fin.TR)
- Financial Applications of Random Matrix Theory: Old Laces and New Pieces
2005/07/14 by Marc Potters, Jean‐Philippe Bouchaud, Potters, M. +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #Data Analysis #Disordered Systems and Neural Networks (cond-mat.dis-nn) #FOS: Economics and business #FOS: Physical sciences #Financial Risk and Volatility Modeling #Random Matrices and Applications #Statistical Finance (q-fin.ST) #Statistics and Probability (physics.data-an)