5 May 2021 09:30 - 11:00 Lecture Market organization and microstructure Jean-Philippe Bouchaud From statistical physics to the social sciences : the challenges of multidisciplinarity 5 May 2021 09:30 - 11:00 Share Facebook Linkedin Copy url Audio-visual RSS
Wednesday 5 May 2021 Amphithéâtre Guillaume Budé, Site Marcelin Berthelot Open to all 09:30 - 11:00 Skip youtube video player Listen to audio Market organization and microstructure Impact of transactions on prices: empirical observations and mesoscopic modeling Glosten-Milgrom model Spread and volatility Feedback loops and instabilities Reflections on systemic and regulatory aspects Documents and media Download support pdf (1.23 MB) Download bibliography pdf (116.8 KB) Speaker(s) Jean-Philippe Bouchaud Visiting Professor, Collège de France Events Previous Lecture 7 Apr 2021 09:30 - 11:00 Jean-Philippe Bouchaud Phenomenology of financial markets : statistical anomalies on all time scales Seminar 7 Apr 2021 11:00 - 12:00 Jim Gatheral The Complex Dynamics of Financial Prices Lecture 14 Apr 2021 09:30 - 11:00 Jean-Philippe Bouchaud Ecology of financial markets : issues and challenges Seminar 14 Apr 2021 11:00 - 12:00 Cars Hommes Behavioral & Experimental Macroeconomics and Policy Analysis: A Comple… Lecture 5 May 2021 09:30 - 11:00 Jean-Philippe Bouchaud Market organization and microstructure Seminar 5 May 2021 11:00 - 12:00 Michael Benzaquen The fragile nature of liquidity in financial markets Lecture 12 May 2021 09:30 - 10:45 Jean-Philippe Bouchaud Stochastic multiplicative growth models Seminar 12 May 2021 11:00 - 12:00 Bruce Boghosian Recent Progress in Modeling Wealth Inequality and Upward Mobility Lecture 19 May 2021 09:30 - 10:45 Jean-Philippe Bouchaud Agent models vs. general equilibrium Seminar 19 May 2021 11:00 - 12:00 Paul De Grauwe Behavioural Macroeconomics. A new Paradigm Lecture 26 May 2021 09:30 - 10:45 Jean-Philippe Bouchaud Collective phenomena, crises, discontinuities : binary choice model in the presence of … Seminar 26 May 2021 11:00 - 12:00 Irene Giardina Collective Behavior in Animal Groups: A Statistical Physics Perspective Lecture 2 Jun 2021 09:30 - 10:45 Jean-Philippe Bouchaud Business networks, crises and the out-of-balance economy Seminar 2 Jun 2021 11:00 - 12:00 Francesco Zamponi Constraint Satisfaction Problems: A Unifying Concept Lecture 9 Jun 2021 09:30 - 10:45 Jean-Philippe Bouchaud Complexity and radical uncertainty : spin glasses, ecosystems and business networks Seminar 9 Jun 2021 11:00 - 12:00 Doyne Farmer When do Games and Economies Converge to Equilibrium? Next 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
Lecture 7 Apr 2021 09:30 - 11:00 Jean-Philippe Bouchaud Phenomenology of financial markets : statistical anomalies on all time scales
Lecture 14 Apr 2021 09:30 - 11:00 Jean-Philippe Bouchaud Ecology of financial markets : issues and challenges
Seminar 14 Apr 2021 11:00 - 12:00 Cars Hommes Behavioral & Experimental Macroeconomics and Policy Analysis: A Comple…
Seminar 5 May 2021 11:00 - 12:00 Michael Benzaquen The fragile nature of liquidity in financial markets
Seminar 12 May 2021 11:00 - 12:00 Bruce Boghosian Recent Progress in Modeling Wealth Inequality and Upward Mobility
Lecture 26 May 2021 09:30 - 10:45 Jean-Philippe Bouchaud Collective phenomena, crises, discontinuities : binary choice model in the presence of …
Seminar 26 May 2021 11:00 - 12:00 Irene Giardina Collective Behavior in Animal Groups: A Statistical Physics Perspective
Lecture 2 Jun 2021 09:30 - 10:45 Jean-Philippe Bouchaud Business networks, crises and the out-of-balance economy
Seminar 2 Jun 2021 11:00 - 12:00 Francesco Zamponi Constraint Satisfaction Problems: A Unifying Concept
Lecture 9 Jun 2021 09:30 - 10:45 Jean-Philippe Bouchaud Complexity and radical uncertainty : spin glasses, ecosystems and business networks