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Researcher · Baruch College · United States

Jim Gatheral

Jim Gatheral publishes mostly in Finance, Control and Systems Engineering and Economics and Econometrics, on topics such as Stochastic processes and financial applications, Financial Risk and Volatility Modeling and Nutrition, Health, and Society Studies.

World rank
#456,641
of 1,633,909 ranked researchers
Rank in United States
#155,829
of 358,040
Works
21
Citations
73
Citations per work
3.5

What does Jim Gatheral research?

Finance: 50.0%Control and Systems Engineering: 10.0%Economics and Econometrics: 10.0%Food Science: 5.0%other fields: 25.0%50%top field
Finance50.0%Control and Systems Engineering10.0%Economics and Econometrics10.0%Food Science5.0%other fields25.0%

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

  1. 1Finance50% of their works
  2. 2Control and Systems Engineering10% of their works
  3. 3Economics and Econometrics10% of their works
  4. 4Food Science5% of their works
  5. 5History5% of their works
  6. 6Strategy and Management5% of their works

Research topics

Which keywords describe Jim Gatheral's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, GARCH Models, Volatility, Axially Moving Systems, Clustering, Economic Value Added and Flexible Manipulators.

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 Pricing51 topic
  2. Stochastic Calculus51 topic
  3. GARCH Models31 topic
  4. Volatility31 topic
  5. Axially Moving Systems11 topic
  6. Clustering11 topic
  7. Economic Value Added11 topic
  8. Flexible Manipulators11 topic
  9. Gender11 topic
  10. Mixture Models11 topic
  11. Multibody Dynamics11 topic
  12. Nutrition Science11 topic
  13. Public Health11 topic
  14. Reproduction11 topic
  15. Shareholder Value11 topic
  16. Vibration Analysis11 topic

Where does Jim Gatheral work?

Jim Gatheral's main affiliation in the publication record is Baruch College, United States.

How many publications and citations does Jim Gatheral have?

Science Explorer counts 21 works and 73 citations for Jim Gatheral, ranking #456,641 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.