Matthieu Wyart

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Using Trades and Quotes data from the Paris stock market, we show that the random walk nature of traded prices results from a very delicate interplay between two opposite tendencies: strongly correlated market orders that lead to super-diffusion (or persistence), and mean reverting limit orders that lead to sub-diffusion (or anti-persistence). We define and(More)
Locomotion requires coordinated motor activity throughout an animal's body. In both vertebrates and invertebrates, chains of coupled central pattern generators (CPGs) are commonly evoked to explain local rhythmic behaviors. In C. elegans, we report that proprioception within the motor circuit is responsible for propagating and coordinating rhythmic(More)
To navigate different environments, an animal must be able to adapt its locomotory gait to its physical surroundings. The nematode Caenorhabditis elegans, between swimming in water and crawling on surfaces, adapts its locomotory gait to surroundings that impose approximately 10,000-fold differences in mechanical resistance. Here we investigate this feat by(More)
We study the linear and nonlinear elastic behavior of amorphous systems using a two-dimensional random network of harmonic springs as a model system. A natural characterization of these systems arises in terms of the network coordination (average number of springs per node) relative to that of a marginally rigid network deltaz: a floppy network has(More)
A consensus is emerging that discontinuous shear thickening (DST) in dense suspensions marks a transition from a flow state where particles remain well separated by lubrication layers, to one dominated by frictional contacts. We show here that reasonable assumptions about contact proliferation predict two distinct types of DST in the absence of inertia. The(More)
We argue that on electronic markets, competition between liquidity providers should reduce the spread until the execution cost using market orders matches that of limit orders. This implies a linear relation between the bid-ask spread and the average impact of market orders, in good agreement with our empirical observations. We then use this relation to(More)
– Glasses have an excess number of low-frequency vibrational modes in comparison with most crystalline solids. We show that such a feature necessarily occurs in solids with low coordination. In particular, we analyze the density D(ω) of normal-mode frequencies ω and the nature of the low-frequency normal modes of a recently simulated system [1], comprised(More)
The requirement that packings of frictionless hard spheres, arguably the simplest structural glass, cannot be compressed by rearranging their network of contacts is shown to yield a new constraint on their microscopic structure. This constraint takes the form a bound between the distribution of contact forces P(f) and the pair distribution function g(r): if(More)
We theoretically and numerically study the elastic properties of hard-sphere glasses and provide a real-space description of their mechanical stability. In contrast to repulsive particles at zero temperature, we argue that the presence of certain pairs of particles interacting with a small force f soften elastic properties. This softening affects the(More)
We introduce a numerical scheme to evolve functional elastic materials that can accomplish a specified mechanical task. In this scheme, the number of solutions, their spatial architectures, and the correlations among them can be computed. As an example, we consider an "allosteric" task, which requires the material to respond specifically to a stimulus at a(More)