Gilles Zumbach
Gilles Zumbach publishes mostly in Finance, Economics and Econometrics and Management Science and Operations Research, on topics such as Financial Risk and Volatility Modeling, Complex Systems and Time Series Analysis and Risk and Portfolio Optimization.
- World rank
- #1,513,448 of 1,633,909 ranked researchers
- Rank in United States
- #341,561 of 358,040
- Works
- 25
- Citations
- 25
- Citations per work
- 1.0
What does Gilles Zumbach research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance46% of their works
- 2Economics and Econometrics26% of their works
- 3Management Science and Operations Research13% of their works
- 4Artificial Intelligence5% of their works
- 5Civil and Structural Engineering3% of their works
- 6Analytical Chemistry3% of their works
Research topics
- Financial Risk and Volatility Modeling
- Complex Systems and Time Series Analysis
- Risk and Portfolio Optimization
- Market Dynamics and Volatility
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Credit Risk and Financial Regulations
- Spectroscopy and Chemometric Analyses
Which keywords describe Gilles Zumbach's research?
The keywords of their largest research topics: Risk Management, GARCH Models, Volatility, Econophysics, Multifractal Analysis, Asset Pricing, Economic Policy Uncertainty and Finance.
- Multivariate Calibration
- Credit Spread Changes
- Option Pricing
- Robust Optimization
- Finance
- Asset Pricing
- Econophysics
- GARCH Models
- Risk Management
- Volatility
- Multifractal Analysis
- Economic Policy Uncertainty
- Oil Price Shocks
- Stock Returns
- Stochastic Calculus
- Default Risk
- Near-Infrared Spectroscopy
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
- Risk Management132 topics
- GARCH Models91 topic
- Volatility91 topic
- Econophysics61 topic
- Multifractal Analysis61 topic
- Asset Pricing41 topic
- Economic Policy Uncertainty41 topic
- Finance41 topic
- Oil Price Shocks41 topic
- Robust Optimization41 topic
- Stock Returns41 topic
- Option Pricing31 topic
- Stochastic Calculus31 topic
- Credit Spread Changes21 topic
- Default Risk21 topic
- Multivariate Calibration11 topic
- Near-Infrared Spectroscopy11 topic
Where does Gilles Zumbach work?
Gilles Zumbach's main affiliation in the publication record is Prudential Financial (United States), United States.
How many publications and citations does Gilles Zumbach have?
Science Explorer counts 25 works and 25 citations for Gilles Zumbach, ranking #1,513,448 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.