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Researcher · Université Côte d'Azur · France

François Delarue

François Delarue publishes mostly in Finance, Mathematical Physics and Economics and Econometrics, on topics such as Stochastic processes and financial applications, Stochastic processes and statistical mechanics and Advanced Thermodynamics and Statistical Mechanics.

ORCID 0000-0002-5511-1088 OpenAlex
World rank
#226,025
of 7,710,434 ranked researchers
Rank in France
#14,132
of 324,115
Works
156
Citations
5.1k
Citations per work
32.7
h-index
34
i10-index 51Top 3.3% in Finance
François Delarue

What does François Delarue research?

François Delarue's work is mostly in Economics, Econometrics and Finance (36%), Mathematics (22%), Physics and Astronomy (7%).

Social Sciences: 56 works · 36.2% of their workEconomics, Econometrics and Finance: 56 works · 36.2% of their workFinance: 44 works · 28.0% of their workEconomics and Econometrics: 13 works · 8.2% of their workEverything else: 54 works · 34.8% of their workPhysical Sciences: 45 works · 29.0% of their workMathematics: 34 works · 22.0% of their workMathematical Physics: 18 works · 11.7% of their workApplied Mathematics: 10 works · 6.3% of their workStatistics and Probability: 6 works · 4.0% of their workPhysics and Astronomy: 11 works · 7.0% of their workStatistical and Nonlinear Physics: 11 works · 7.0% of their workTHEIR WORKFrançois Delarue156works
Physical Sciences29%Social Sciences36%

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 Finance5636.2%
  2. Everything else5434.8%
    1. Mathematics3422.0%
    2. Physics and Astronomy117.0%
  1. 1Finance28% of their works
  2. 2Mathematical Physics12% of their works
  3. 3Economics and Econometrics8% of their works
  4. 4Statistical and Nonlinear Physics7% of their works
  5. 5Applied Mathematics6% of their works
  6. 6Statistics and Probability4% of their works

Research topics

Which keywords describe François Delarue's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Interacting Particle Systems, Scaling Limits, Fluctuation Theorems, Stochastic Thermodynamics, Asset Pricing and Monetary Equilibrium.

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
  1. Option Pricing1031 topic
  2. Stochastic Calculus1031 topic
  3. Interacting Particle Systems391 topic
  4. Scaling Limits391 topic
  5. Fluctuation Theorems161 topic
  6. Stochastic Thermodynamics161 topic
  7. Asset Pricing151 topic
  8. Monetary Equilibrium151 topic
  9. GARCH Models131 topic
  10. Volatility131 topic
  11. Bayesian Monte Carlo121 topic
  12. Heterogeneous121 topic
  13. Markov Chain121 topic
  14. Mortality Forecasting121 topic
  15. Multiscale Methods121 topic
  16. Population Ageing121 topic

Where does François Delarue work?

François Delarue's main affiliation in the publication record is Université Côte d'Azur, France.

How many publications and citations does François Delarue have?

OpenAlex counts 156 works and 5,099 citations for François Delarue, an h-index of 34, ranking #226,025 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.

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