Донатас Сургайлис
Донатас Сургайлис publishes mostly in Finance, Statistics and Probability and Mathematical Physics, on topics such as Stochastic processes and financial applications, Financial Risk and Volatility Modeling and Bayesian Methods and Mixture Models.
- World rank
- #171,922 of 1,633,909 ranked researchers
- Rank in Bulgaria
- #41 of 1,649
- Works
- 31
- Citations
- 150
- Citations per work
- 4.8
What does Донатас Сургайлис research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance31% of their works
- 2Statistics and Probability19% of their works
- 3Mathematical Physics15% of their works
- 4Economics and Econometrics12% of their works
- 5Artificial Intelligence8% of their works
- 6Applied Mathematics4% of their works
Research topics
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Bayesian Methods and Mixture Models
- Stochastic processes and statistical mechanics
- Statistical Distribution Estimation and Applications
- Random Matrices and Applications
- Complex Systems and Time Series Analysis
- Geometric Analysis and Curvature Flows
Which keywords describe Донатас Сургайлис's research?
The keywords of their largest research topics: Bayesian Inference, GARCH Models, Option Pricing, Stochastic Calculus, Volatility, Clustering, Econophysics and Eigenvalues.
- Optimal Transport
- Scaling Limits
- Multifractal Analysis
- Interacting Particle Systems
- Eigenvalues
- Clustering
- Stochastic Calculus
- GARCH Models
- Bayesian Inference
- Option Pricing
- Volatility
- Econophysics
- Generalized Exponential
- Mixture Models
- Random Matrix Theory
- Skew Distributions
- Ricci Curvature
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.
All 17 words, with their numbers
- Bayesian Inference42 topics
- GARCH Models41 topic
- Option Pricing41 topic
- Stochastic Calculus41 topic
- Volatility41 topic
- Clustering21 topic
- Econophysics21 topic
- Eigenvalues21 topic
- Generalized Exponential21 topic
- Interacting Particle Systems21 topic
- Mixture Models21 topic
- Multifractal Analysis21 topic
- Random Matrix Theory21 topic
- Scaling Limits21 topic
- Skew Distributions21 topic
- Optimal Transport11 topic
- Ricci Curvature11 topic
Where does Донатас Сургайлис work?
Донатас Сургайлис's main affiliation in the publication record is Institute of Mathematics and Informatics, Bulgaria.
How many publications and citations does Донатас Сургайлис have?
Science Explorer counts 31 works and 150 citations for Донатас Сургайлис, ranking #171,922 of 1,633,909 researchers worldwide on the composite score.
Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.