Jonathan Donier Author

Jean-Philippe Bouchaud is a pioneer in Econophysics. He co-founded the company Science and Finance in 1994, which later merged with Capital Fund Management (CFM) in 2000. In 2007 he was appointed as an adjunct Professor at École Polytechnique, where he teaches a course on complex systems. His work focuses on the physics of disordered and glassy systems, granular materials, the statistics of price formation, stock market fluctuations and the modelling of financial risks. He was awarded the Centre national de la recherche scientifique (CNRS) Silver Medal in 1995, the Risk Quant of the Year Award in 2017 and is the co-author along with Marc Potters of Theory of Financial Risk and Derivative Pricing (Cambridge,2009). Julius Bonart is a lecturer at University College London where his research focuses on market microstructure and market design. Before, he was a research fellow at CFM and Imperial College of Science, Technology and Medicine, University of London where he investigated price impact, high-frequency dynamics, and the market microstructure in electronic financial markets. Julius Bonart obtained his Ph.D. in Statistical Physics from Pierre-et-Marie Curie University (Paris). Jonathan Donier completed a Ph.D. at University Paris 6 with the support of the Capital Fund Management Research Foundation. He studied price formation in financial markets using tools from physics, economics and financial mathematics. After his Ph.D., he carried on his research in a music industry start-up that joined Spotify in 2017, where he now serves as a Senior Research Scientist. Martin Gould currently works in the technology sector and was previously a James S. McDonnell Postdoctoral Fellow in the CFM-Imperial Institute of Quantitative Finance, which is part of the Department of Mathematics at Imperial College of Science, Technology and Medicine, University of Londo. Martin holds a D.Phil. (Ph.D.) in mathematics from the University of Oxford, Part III of the Mathematical Tripos from the University of Cambridge, and a B.Sc. (Hons) in mathematics from the University of Warwick.