Denis Talay
Denis Talay 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 Stochastic processes and statistical mechanics.
- World rank
- #114,975 of 1,633,909 ranked researchers
- Rank in France
- #5,979 of 96,116
- Works
- 33
- Citations
- 268
- Citations per work
- 8.1
What does Denis Talay research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance35% of their works
- 2Statistics and Probability8% of their works
- 3Mathematical Physics8% of their works
- 4Numerical Analysis5% of their works
- 5Statistical and Nonlinear Physics5% of their works
- 6Statistics, Probability and Uncertainty5% of their works
Research topics
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Stochastic processes and statistical mechanics
- Markov Chains and Monte Carlo Methods
- Mathematical Approximation and Integration
- Probabilistic and Robust Engineering Design
- Neural dynamics and brain function
- Neural Networks and Applications
Which keywords describe Denis Talay's research?
The keywords of their largest research topics: Monte Carlo Simulation, Option Pricing, Stochastic Calculus, GARCH Models, Volatility, Bayesian Monte Carlo, Interacting Particle Systems and Markov Chain.
- Neuronal Oscillations
- Cortical Networks
- Sensitivity Analysis
- High-dimensional Integration
- Markov Chain
- Bayesian Monte Carlo
- GARCH Models
- Option Pricing
- Monte Carlo Simulation
- Stochastic Calculus
- Volatility
- Interacting Particle Systems
- Scaling Limits
- Quasi-Monte Carlo
- Uncertainty Quantification
- 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 17 words, with their numbers
- Monte Carlo Simulation122 topics
- Option Pricing101 topic
- Stochastic Calculus101 topic
- GARCH Models41 topic
- Volatility41 topic
- Bayesian Monte Carlo31 topic
- Interacting Particle Systems31 topic
- Markov Chain31 topic
- Scaling Limits31 topic
- High-dimensional Integration21 topic
- Quasi-Monte Carlo21 topic
- Sensitivity Analysis21 topic
- Uncertainty Quantification21 topic
- Cortical Networks11 topic
- Neural Networks11 topic
- Neuronal Oscillations11 topic
- Self-Organizing Maps11 topic
Where does Denis Talay work?
Denis Talay's main affiliation in the publication record is Institut national de recherche en sciences et technologies du numérique, France.
How many publications and citations does Denis Talay have?
Science Explorer counts 33 works and 268 citations for Denis Talay, ranking #114,975 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.