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Researcher · McGill University · Canada

Christian Genest

Christian Genest publishes mostly in Statistics and Probability, Finance and Management Science and Operations Research, on topics such as Financial Risk and Volatility Modeling, Probability and Risk Models and Statistical Methods and Inference.

ORCID 0000-0002-1764-0202 OpenAlex
World rank
#180,810
of 7,710,434 ranked researchers
Rank in Canada
#6,060
of 183,316
Works
271
Citations
17k
Citations per work
61.3
h-index
52
i10-index 121Top 2.6% in Statistics and Probability
Christian Genest

What does Christian Genest research?

Christian Genest's work is mostly in Mathematics (28%), Economics, Econometrics and Finance (22%), Decision Sciences (13%).

Social Sciences: 104 works · 38.2% of their workEconomics, Econometrics and Finance: 59 works · 21.9% of their workFinance: 45 works · 16.5% of their workEconomics and Econometrics: 15 works · 5.4% of their workDecision Sciences: 34 works · 12.6% of their workManagement Science and Operations Research: 34 works · 12.6% of their workSocial Sciences: 10 works · 3.7% of their workDemography: 10 works · 3.7% of their workPhysical Sciences: 96 works · 35.3% of their workMathematics: 75 works · 27.7% of their workStatistics and Probability: 75 works · 27.7% of their workComputer Science: 21 works · 7.6% of their workArtificial Intelligence: 21 works · 7.6% of their workEverything else: 72 works · 26.5% of their workTHEIR WORKChristian Genest271works
Physical Sciences35%Social Sciences38%

Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.

The fields and subfields, with their numbers
    1. Economics, Econometrics and Finance5921.9%
    2. Decision Sciences3412.6%
    3. Social Sciences103.7%
    1. Mathematics7527.7%
    2. Computer Science217.6%
  3. Everything else7226.5%
  1. 1Statistics and Probability28% of their works
  2. 2Finance16% of their works
  3. 3Management Science and Operations Research13% of their works
  4. 4Artificial Intelligence8% of their works
  5. 5Economics and Econometrics5% of their works
  6. 6Demography4% of their works

Research topics

Which keywords describe Christian Genest's research?

The keywords of their largest research topics: GARCH Models, Volatility, Bayesian Inference, Insurance, Risk, Regularization, Variable Selection and Generalized Exponential.

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
  1. GARCH Models921 topic
  2. Volatility921 topic
  3. Bayesian Inference762 topics
  4. Insurance551 topic
  5. Risk551 topic
  6. Regularization471 topic
  7. Variable Selection471 topic
  8. Generalized Exponential461 topic
  9. Skew Distributions461 topic
  10. Multicollinearity321 topic
  11. Regression Analysis321 topic
  12. Clustering301 topic
  13. Mixture Models301 topic
  14. Bayesian Modeling271 topic
  15. Multiple Imputation271 topic
  16. Mortality Forecasting251 topic
  17. Population Ageing251 topic

Where does Christian Genest work?

Christian Genest's main affiliation in the publication record is McGill University, Canada.

How many publications and citations does Christian Genest have?

OpenAlex counts 271 works and 16,605 citations for Christian Genest, an h-index of 52, ranking #180,810 of 7,710,434 researchers worldwide on the quality 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 have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.

Discussion

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