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Capital Fund Management Chair of Econophysics & Complex Systems at Ecole Polytechnique



We are a dynamic research group based at Ecole polytechnique, a leading French institute which combines top-level research, academics, and innovation at the cutting-edge of science and technology. Just 20 km south of Paris, we benefit of a beautiful campus spanning almost 160 hectares. Our approach is primarily empirical. We work in close collaboration with Capital Fund Management, one of the world's leaders in alternative investment management, counting a very pleasant space in the heart of Paris, and a large team of world-renowned experts in the field of quantitative finance.


Economic history is strewn with bubbles and crashes, booms and busts, crises and upheavals of all sorts. Understanding their origin is arguably one of the most important problems. We apply interdisciplinary and big data approaches to study these issues. Our research focuses on two main areas: financial markets, where we investigate the mechanics of market impact, and work at understanding what can trigger market instabilities, a question of indisputable economical and societal importance, and macroeconomics, where we focus how interactions, heterogeneities and slow learning of agents in the economy can lead to instability.