Innovation and robustness in complex regulatory gene networks S Ciliberti, OC Martin, A Wagner Proceedings of the National Academy of Sciences 104 (34), 13591-13596, 2007 | 428 | 2007 |
Robustness can evolve gradually in complex regulatory gene networks with varying topology S Ciliberti, OC Martin, A Wagner PLoS computational biology 3 (2), e15, 2007 | 421 | 2007 |
Is ESG an equity factor or just an investment guide? A Breedt, S Ciliberti, S Gualdi, P Seager SSRN, 2019 | 65 | 2019 |
On the feasibility of portfolio optimization under expected shortfall S Ciliberti, I Kondor, M Mézard Quantitative Finance 7 (4), 389-396, 2007 | 65 | 2007 |
Risk minimization through portfolio replication S Ciliberti, M Mézard The European Physical Journal B 57, 175-180, 2007 | 44 | 2007 |
Message-passing algorithms for non-linear nodes and data compression S Ciliberti, M Mézard, R Zecchina ComPlexUs 3 (1-3), 58-65, 2006 | 39 | 2006 |
Brillouin and boson peaks in glasses from vector Euclidean random matrix theory S Ciliberti, TS Grigera, V Martın-Mayor, G Parisi, P Verrocchio The Journal of chemical physics 119 (16), 8577-8591, 2003 | 39 | 2003 |
Lossy data compression with random gates S Ciliberti, M Mézard, R Zecchina Physical review letters 95 (3), 038701, 2005 | 36 | 2005 |
The theoretical capacity of the parity source coder S Ciliberti, M Mézard Journal of Statistical Mechanics: Theory and Experiment 2005 (10), P10003, 2005 | 32 | 2005 |
Glasslike structure of globular proteins and the boson peak S Ciliberti, P De Los Rios, F Piazza Physical review letters 96 (19), 198103, 2006 | 29 | 2006 |
The excess returns of" quality" stocks: a behavioral anomaly JP Bouchaud, S Ciliberti, A Landier, G Simon, D Thesmar arXiv preprint arXiv:1601.04478, 2016 | 28 | 2016 |
Deconstructing the low-vol anomaly A Beveratos, JP Bouchaud, S Ciliberti, L Laloux, Y Lempérière, M Potters, ... Journal of Portfolio Management 44 (1), 91, 2017 | 27* | 2017 |
Anderson localization in Euclidean random matrices S Ciliberti, TS Grigera, V Martín-Mayor, G Parisi, P Verrocchio Physical Review B—Condensed Matter and Materials Physics 71 (15), 153104, 2005 | 27 | 2005 |
Smile dynamics: A theory of the implied leverage effect S Ciliberti, JP Bouchaud, M Potters Wilmott Journal: The International Journal of Innovative Quantitative …, 2009 | 25 | 2009 |
Localization threshold of instantaneous normal modes from level-spacing statistics S Ciliberti, TS Grigera Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 70 (6 …, 2004 | 21 | 2004 |
Co-existence of trend and value in financial markets: Estimating an extended Chiarella model AA Majewski, S Ciliberti, JP Bouchaud Journal of Economic Dynamics and Control 112, 103791, 2020 | 19 | 2020 |
Circuit topology and the evolution of robustness in complex regulatory gene networks S Ciliberti, OC Martin, A Wagner PLoS Comput. Biol 3 (2), e15, 2007 | 19 | 2007 |
Black was right: Price is within a factor 2 of value JP Bouchaud, S Ciliberti, Y Lempériere, A Majewski, P Seager, KS Ronia arXiv preprint arXiv:1711.04717, 2017 | 17 | 2017 |
The" Size Premium" in Equity Markets: Where is the Risk? S Ciliberti, G Simon, Y Lemperiere, JP Bouchaud arXiv preprint arXiv:1708.00644, 2017 | 13 | 2017 |
Discretized diffusion processes S Ciliberti, G Caldarelli, P De Los Rios, L Pietronero, YC Zhang Physical Review Letters 85 (23), 4848, 2000 | 13 | 2000 |