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Fifth-order susceptibility unveils growth of thermodynamic amorphous order in glass-formers

Science (American Association for the Advancement of Science), 2016-06, Vol.352 (6291), p.1308-1311

2016

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Thermodynamic signature of growing amorphous order in glass-forming liquids

Nature physics, 2008-10, Vol.4 (10), p.771-775

2008

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Direct Experimental Evidence of a Growing Length Scale Accompanying the Glass Transition

Science (American Association for the Advancement of Science), 2005-12, Vol.310 (5755), p.1797-1800

2005

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A fully consistent, minimal model for non-linear market impact

Quantitative finance, 2015-07, Vol.15 (7), p.1109-1121

2015

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Quadratic Hawkes processes for financial prices

Quantitative finance, 2017-02, Vol.17 (2), p.171-188

2017

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Diverging length scale and upper critical dimension in the Mode-Coupling Theory of the glass transition

Europhysics letters, 2004-07, Vol.67 (1), p.21-27

2004

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Anomalous impact in reaction-diffusion financial models

Physical review letters, 2014-12, Vol.113 (26), p.268701-268701, Article 268701

2014

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Market impact with multi-timescale liquidity

Quantitative finance, 2018-11, Vol.18 (11), p.1781-1790

2018

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Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets

Physical review. X, 2011-10, Vol.1 (2), p.021006, Article 021006

2011

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Evidence of growing spatial correlations at the glass transition from nonlinear response experiments

Physical review letters, 2010-04, Vol.104 (16), p.165703-165703, Article 165703

2010

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Spontaneous and induced dynamic fluctuations in glass formers. I. General results and dependence on ensemble and dynamics

The Journal of chemical physics, 2007-05, Vol.126 (18), p.184503-184503

2007

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Spatial correlations in vote statistics: a diffusive field model for decision-making

The European physical journal. B, Condensed matter physics, 2010-06, Vol.75 (3), p.395-404

2010

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Statistical aging and nonergodicity in the fluorescence of single nanocrystals

Physical review letters, 2003-03, Vol.90 (12), p.120601-120601, Article 120601

2003

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Dissecting cross-impact on stock markets: an empirical analysis

Journal of statistical mechanics, 2017-02, Vol.2017 (2), p.23406

2017

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Spontaneous and induced dynamic correlations in glass formers. II. Model calculations and comparison to numerical simulations

The Journal of chemical physics, 2007-05, Vol.126 (18), p.184504-184504

2007

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Nonlinear dielectric susceptibilities: Accurate determination of the growing correlation volume in a supercooled liquid

Physical review. B, Condensed matter and materials physics, 2011-09, Vol.84 (10), Article 104204

2011

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Instanton approach to large N Harish-Chandra-Itzykson-Zuber integrals

Physical review letters, 2014-08, Vol.113 (7), p.070201-070201, Article 070201

2014

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Critical scaling and heterogeneous superdiffusion across the jamming/rigidity transition of a granular glass

Europhysics letters, 2008-08, Vol.83 (4), p.46003-46003(6)

2008

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A nested factor model for non-linear dependencies in stock returns

Quantitative finance, 2015-11, Vol.15 (11), p.1789-1804

2015

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Mode coupling as a Landau theory of the glass transition

Europhysics letters, 2009-10, Vol.88 (1), p.16001

2009

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Evidence of growing spatial correlations during the aging of glassy glycerol

Physical review letters, 2012-10, Vol.109 (17), p.175702-175702, Article 175702

2012

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Co-impact: crowding effects in institutional trading activity

Quantitative finance, 2020-02, Vol.20 (2), p.193-205

2020

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On the top eigenvalue of heavy-tailed random matrices

Europhysics letters, 2007-04, Vol.78 (1), p.10001-10001 (5)

2007

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Evidence of deep water penetration in silica during stress corrosion fracture

Physical review letters, 2011-04, Vol.106 (16), p.165504-165504, Article 165504

2011

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Theory of collective opinion shifts : from smooth trends to abrupt swings

The European physical journal. B, Condensed matter physics, 2005-09, Vol.47 (1), p.151-159

2005

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Fifth-order susceptibility unveils growth of thermodynamic amorphous order in glass-formers

Thermodynamic signature of growing amorphous order in glass-forming liquids

Direct Experimental Evidence of a Growing Length Scale Accompanying the Glass Transition

A fully consistent, minimal model for non-linear market impact

Quadratic Hawkes processes for financial prices

Diverging length scale and upper critical dimension in the Mode-Coupling Theory of the glass transition

Anomalous impact in reaction-diffusion financial models

Market impact with multi-timescale liquidity

Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets

Evidence of growing spatial correlations at the glass transition from nonlinear response experiments

Spontaneous and induced dynamic fluctuations in glass formers. I. General results and dependence on ensemble and dynamics

Spatial correlations in vote statistics: a diffusive field model for decision-making

Statistical aging and nonergodicity in the fluorescence of single nanocrystals

Dissecting cross-impact on stock markets: an empirical analysis

Spontaneous and induced dynamic correlations in glass formers. II. Model calculations and comparison to numerical simulations

Nonlinear dielectric susceptibilities: Accurate determination of the growing correlation volume in a supercooled liquid

Instanton approach to large N Harish-Chandra-Itzykson-Zuber integrals

Critical scaling and heterogeneous superdiffusion across the jamming/rigidity transition of a granular glass

A nested factor model for non-linear dependencies in stock returns

Mode coupling as a Landau theory of the glass transition

Evidence of growing spatial correlations during the aging of glassy glycerol

Co-impact: crowding effects in institutional trading activity

On the top eigenvalue of heavy-tailed random matrices

Evidence of deep water penetration in silica during stress corrosion fracture

Theory of collective opinion shifts : from smooth trends to abrupt swings

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