Bruno Rémillard
Bruno Rémillard publishes mostly in Finance, Economics and Econometrics and Statistics and Probability, on topics such as Financial Risk and Volatility Modeling, Stochastic processes and financial applications and Complex Systems and Time Series Analysis.
- World rank
- #727,870 of 1,633,909 ranked researchers
- Rank in Canada
- #22,679 of 38,960
- Works
- 49
- Citations
- 152
- Citations per work
- 3.1
What does Bruno Rémillard research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance41% of their works
- 2Economics and Econometrics11% of their works
- 3Statistics and Probability10% of their works
- 4Artificial Intelligence8% of their works
- 5Management Science and Operations Research7% of their works
- 6Accounting3% of their works
Research topics
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Complex Systems and Time Series Analysis
- Statistical Methods and Inference
- Bayesian Methods and Mixture Models
- Credit Risk and Financial Regulations
- Target Tracking and Data Fusion in Sensor Networks
- Financial Distress and Bankruptcy Prediction
Which keywords describe Bruno Rémillard's research?
The keywords of their largest research topics: GARCH Models, Volatility, Option Pricing, Stochastic Calculus, Bayesian Inference, Econophysics, Multifractal Analysis and Regularization.
- Nonlinear Estimation
- Bankruptcy Prediction
- Default Risk
- Clustering
- Regularization
- Econophysics
- Stochastic Calculus
- Volatility
- GARCH Models
- Option Pricing
- Bayesian Inference
- Multifractal Analysis
- Variable Selection
- Credit Spread Changes
- Mixture Models
- Credit Scoring
- Particle Filters
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
- GARCH Models121 topic
- Volatility121 topic
- Option Pricing101 topic
- Stochastic Calculus101 topic
- Bayesian Inference52 topics
- Econophysics51 topic
- Multifractal Analysis51 topic
- Regularization41 topic
- Variable Selection41 topic
- Clustering31 topic
- Credit Spread Changes31 topic
- Default Risk31 topic
- Mixture Models31 topic
- Bankruptcy Prediction21 topic
- Credit Scoring21 topic
- Nonlinear Estimation21 topic
- Particle Filters21 topic
Where does Bruno Rémillard work?
Bruno Rémillard's main affiliation in the publication record is HEC Montréal, Canada.
How many publications and citations does Bruno Rémillard have?
Science Explorer counts 49 works and 152 citations for Bruno Rémillard, ranking #727,870 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.