Frédéric Abergel
Frédéric Abergel publishes mostly in Finance, Economics and Econometrics and General Economics, Econometrics and Finance, on topics such as Financial Markets and Investment Strategies, Stochastic processes and financial applications and Financial Risk and Volatility Modeling.
- World rank
- #985,682 of 1,633,909 ranked researchers
- Rank in France
- #61,133 of 96,116
- Works
- 39
- Citations
- 75
- Citations per work
- 1.9
What does Frédéric Abergel research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance39% of their works
- 2Economics and Econometrics12% of their works
- 3General Economics, Econometrics and Finance8% of their works
- 4Management Science and Operations Research8% of their works
- 5Computational Theory and Mathematics6% of their works
- 6Applied Mathematics4% of their works
Research topics
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Complex Systems and Time Series Analysis
- Monetary Policy and Economic Impact
- Advanced Mathematical Modeling in Engineering
- Reservoir Engineering and Simulation Methods
- Stock Market Forecasting Methods
Which keywords describe Frédéric Abergel's research?
The keywords of their largest research topics: Asset Pricing, Option Pricing, Stochastic Calculus, Stock Returns, GARCH Models, Volatility, Econophysics and Fiscal Policy.
- Time Series Forecasting
- Optimization
- Heterogeneous
- Multifractal Analysis
- Fiscal Policy
- Volatility
- Stock Returns
- Option Pricing
- Asset Pricing
- Stochastic Calculus
- GARCH Models
- Econophysics
- Monetary Policy
- Ensemble Kalman Filter
- Multiscale Methods
- Stock Market Prediction
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
- Asset Pricing71 topic
- Option Pricing71 topic
- Stochastic Calculus71 topic
- Stock Returns71 topic
- GARCH Models51 topic
- Volatility51 topic
- Econophysics31 topic
- Fiscal Policy31 topic
- Monetary Policy31 topic
- Multifractal Analysis31 topic
- Ensemble Kalman Filter21 topic
- Heterogeneous21 topic
- Multiscale Methods21 topic
- Optimization21 topic
- Stock Market Prediction21 topic
- Time Series Forecasting21 topic
Where does Frédéric Abergel work?
Frédéric Abergel's main affiliation in the publication record is CentraleSupélec, France.
How many publications and citations does Frédéric Abergel have?
Science Explorer counts 39 works and 75 citations for Frédéric Abergel, ranking #985,682 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.