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Artwork for Jean-Philippe Bouchaud's Archive

Jean-Philippe Bouchaud's Archive

Sinéad O’Sullivan

Complexity Economics

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Artwork for Jean-Philippe Bouchaud's Archive

Latest Issues

Origins of the Square-Root Law

(Published by JP Bouchaud | Feb 2026)

Our paper "The ‘double’ square-root law: evidence for the mechanical origin of market impact using Tokyo stock exchange data", written together with Guillaume Maitrier Gregoire Loeper Kiyoshi Ka...

3 months ago
5

Why just‑in‑time supply chains make our economies live on the edge

(Published by JP Bouchaud | Feb 2026)

In our recent PNAS Perspective “Critical Fragility in Socio‑Technical Systems” we argued that many systems built on timeliness – trains, flights, hospitals, supply chains – are pushed by efficie...

4 months ago
15
1

From the Ground Up

(Published by JP Bouchaud | Oct 2025)

C. N. Yang, one of the great heroes of XXth century physics, has died at age 103.

Not necessarily the most humble guy, but his achievements are awesome.

He recounted that Fermi taught him...

6 months ago
8

Multivariate Quadratic Hawkes Processes

(Published by JP Bouchaud | Sept 2025)

Volatility is now well known to be path dependent, i.e. dependent on the path taken by recent price changes (see e.g. this paper by Julien Guyon). This is at odds with the popular, but deepl...

8 months ago
10

Bouchaud: Lunch with the FT

An interview with Robin Wigglesworth, the editor of FT Alphaville

It’s an overcast day in Paris, which is slowly coming back to life after the August exodus. The leaves have already begun to fall off the Champs-Élysées trees,...

8 months ago
24
1

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  • Sinéad O’Sullivan

    Sinead is a space and defense economist and investor. Formerly at Harvard Business School and MIT Sloane School of Management.

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