We discuss the general link between mode-coupling like equations (which serve as the basis of some recent theories of supercooled liquids) and the dynamical equations governing mean-field spin-glass models, or the dynamics of a particle in a random potential. The physical consequences of this...

We propose a general interpretation for long-range correlation effects in the activity and volatility of financial markets. This interpretation is based on the fact that the choice between ‘active’ and ‘inactive’ strategies is subordinated to random-walk like processes. We numerically...

This paper, prepared for the proceedings of the ‘Statphys 21’ conference (Cancun, July 2001) gives an introduction to the statistical physics problems which appear in the study of structural glasses. It is a shortened and updated version of a more detailed review paper which has appeared in...

We study the off equilibrium dynamics of a mean field disordered systems which can be interpreted both as long range interaction spin glass and as a particle in a random potential. The statics of this problem is well known and exhibits a low temperature spin glass phase with continous replica...

We give a brief overview of some recent developments using concepts and techniques from spin glass theory in the study of other disordered systems. We discuss in particular the equilibrium correlations of a vortex lattice pinned by impurities. We mention how the replica approach, and the...

The recently proposed strategy for studying the equilibrium thermodynamics of the glass phase using a molecular liquid is reviewed and tested in details on the solvable case of the p-spin model. We derive the general phase diagram, and confirm the validity of this procedure. We point out the...

The paper contains a phenomenological description of the whole US forward rate curve (FRC), based on data in the period 1990-1996. It is found that the average deviation of the FRC from the spot rate grows as the square-root of the maturity, with a prefactor which is comparable to the spot rate...

Stock prices are observed to be random walks in time despite a strong, long-term memory in the signs of trades (buys or sells). Lillo and Farmer have recently suggested that these correlations are compensated by opposite long-ranged fluctuations in liquidity, with an otherwise permanent market...