Amphithéâtre Guillaume Budé, Site Marcelin Berthelot
Open to all
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Phenomenology of financial markets: statistical anomalies on all time scales

  • Descriptive models
  • Rough Volatility
  • Recent observations and new statistical tools
  • Hawkes and QHawkes models.

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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