Antoine Lejay
Antoine Lejay publishes mostly in Finance, Mathematical Physics and Applied Mathematics, on topics such as Stochastic processes and financial applications, Stochastic processes and statistical mechanics and Advanced Mathematical Modeling in Engineering.
- World rank
- #921,096 of 1,633,909 ranked researchers
- Rank in France
- #57,132 of 96,116
- Works
- 39
- Citations
- 71
- Citations per work
- 1.8
What does Antoine Lejay research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance17% of their works
- 2Mathematical Physics13% of their works
- 3Applied Mathematics11% of their works
- 4Economics and Econometrics8% of their works
- 5Computational Theory and Mathematics6% of their works
- 6Management Science and Operations Research4% of their works
Research topics
- Stochastic processes and financial applications
- Stochastic processes and statistical mechanics
- Advanced Mathematical Modeling in Engineering
- Financial Risk and Volatility Modeling
- Diffusion and Search Dynamics
- Neural Networks and Applications
- Nonlinear Partial Differential Equations
- Complex Systems and Time Series Analysis
Which keywords describe Antoine Lejay's research?
The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Interacting Particle Systems, Scaling Limits, GARCH Models, Heterogeneous, Multiscale Methods and Volatility.
- Sobolev Spaces
- Protein-DNA Interaction
- Multifractal Analysis
- Facilitated Diffusion
- Volatility
- Heterogeneous
- Scaling Limits
- Stochastic Calculus
- Option Pricing
- Interacting Particle Systems
- GARCH Models
- Multiscale Methods
- Econophysics
- Fractional Laplacian
- Neural Networks
- Self-Organizing Maps
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 16 words, with their numbers
- Option Pricing51 topic
- Stochastic Calculus51 topic
- Interacting Particle Systems41 topic
- Scaling Limits41 topic
- GARCH Models31 topic
- Heterogeneous31 topic
- Multiscale Methods31 topic
- Volatility31 topic
- Econophysics21 topic
- Facilitated Diffusion21 topic
- Fractional Laplacian21 topic
- Multifractal Analysis21 topic
- Neural Networks21 topic
- Protein-DNA Interaction21 topic
- Self-Organizing Maps21 topic
- Sobolev Spaces21 topic
Where does Antoine Lejay work?
Antoine Lejay's main affiliation in the publication record is Institut Élie Cartan de Lorraine, France.
How many publications and citations does Antoine Lejay have?
Science Explorer counts 39 works and 71 citations for Antoine Lejay, ranking #921,096 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.