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Chunhao Cai

Chunhao Cai publishes mostly in Statistics and Probability, Finance and Control and Systems Engineering, on topics such as Markov Chains and Monte Carlo Methods, Stochastic processes and financial applications and Financial Risk and Volatility Modeling.

World rank
#1,603,433
of 1,633,909 ranked researchers
Rank in China
#182,216
of 187,979
Works
15
Citations
0

What does Chunhao Cai research?

Statistics and Probability: 30.8%Finance: 30.8%Control and Systems Engineering: 15.4%Computational Theory and Mathematics: 7.7%other fields: 15.3%31%top field
Statistics and Probability30.8%Finance30.8%Control and Systems Engineering15.4%Computational Theory and Mathematics7.7%other fields15.3%

Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.

  1. 1Statistics and Probability31% of their works
  2. 2Finance31% of their works
  3. 3Control and Systems Engineering15% of their works
  4. 4Computational Theory and Mathematics8% of their works
  5. 5Applied Mathematics8% of their works
  6. 6Mathematical Physics8% of their works

Research topics

Which keywords describe Chunhao Cai's research?

The keywords of their largest research topics: Model Selection, Bayesian Monte Carlo, GARCH Models, Markov Chain, Option Pricing, Stochastic Calculus, Volatility and Interacting Particle Systems.

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. Model Selection32 topics
  2. Bayesian Monte Carlo21 topic
  3. GARCH Models21 topic
  4. Markov Chain21 topic
  5. Option Pricing21 topic
  6. Stochastic Calculus21 topic
  7. Volatility21 topic
  8. Interacting Particle Systems11 topic
  9. Matrix Computations11 topic
  10. Networked Control Systems11 topic
  11. Numerical Linear Algebra11 topic
  12. Parameter Estimation11 topic
  13. Point Processes11 topic
  14. Scaling Limits11 topic
  15. Spatstat11 topic
  16. Stability Analysis11 topic
  17. System Identification11 topic

Where does Chunhao Cai work?

Chunhao Cai's main affiliation in the publication record is Shanghai University of Finance and Economics, China.

How many publications and citations does Chunhao Cai have?

Science Explorer counts 15 works and 0 citations for Chunhao Cai, ranking #1,603,433 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.