Kęstutis Kubilius
Kęstutis Kubilius publishes mostly in Finance, Economics and Econometrics and Mathematical Physics, on topics such as Stochastic processes and financial applications, Complex Systems and Time Series Analysis and Financial Risk and Volatility Modeling.
- World rank
- #1,537,259 of 1,633,909 ranked researchers
- Rank in Lithuania
- #1,319 of 1,415
- Works
- 20
- Citations
- 27
- Citations per work
- 1.4
What does Kęstutis Kubilius research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance47% of their works
- 2Economics and Econometrics19% of their works
- 3Mathematical Physics17% of their works
- 4Management Science and Operations Research8% of their works
- 5Applied Mathematics3% of their works
- 6Statistics and Probability3% of their works
Research topics
- Stochastic processes and financial applications
- Complex Systems and Time Series Analysis
- Financial Risk and Volatility Modeling
- advanced mathematical theories
- Probability and Risk Models
- Analysis of environmental and stochastic processes
- Advanced Harmonic Analysis Research
- Mathematical Dynamics and Fractals
Which keywords describe Kęstutis Kubilius's research?
The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Econophysics, Multifractal Analysis, GARCH Models, Volatility, Ergodic Theory and Mathematical Physics.
- Fourier Multiplier Theorems
- Coastal Reservoirs
- Calderón–Zygmund Theory
- Insurance
- Mathematical Physics
- Volatility
- Multifractal Analysis
- Stochastic Calculus
- Option Pricing
- Econophysics
- GARCH Models
- Ergodic Theory
- p-adic
- Risk
- Chaos
- Dynamical Systems
- Water Resource Development
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
- Option Pricing111 topic
- Stochastic Calculus111 topic
- Econophysics71 topic
- Multifractal Analysis71 topic
- GARCH Models61 topic
- Volatility61 topic
- Ergodic Theory52 topics
- Mathematical Physics41 topic
- p-adic41 topic
- Insurance31 topic
- Risk31 topic
- Calderón–Zygmund Theory11 topic
- Chaos11 topic
- Coastal Reservoirs11 topic
- Dynamical Systems11 topic
- Fourier Multiplier Theorems11 topic
- Water Resource Development11 topic
Where does Kęstutis Kubilius work?
Kęstutis Kubilius's main affiliation in the publication record is Vilnius University, Lithuania.
How many publications and citations does Kęstutis Kubilius have?
Science Explorer counts 20 works and 27 citations for Kęstutis Kubilius, ranking #1,537,259 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.