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Researcher · Aarhus University · Denmark

Mark Podolskij

Mark Podolskij publishes mostly in Finance, Statistics and Probability and Mathematical Physics, on topics such as Stochastic processes and financial applications, Financial Risk and Volatility Modeling and Statistical Methods and Inference.

ORCID 0000-0002-3302-2455 OpenAlex
World rank
#351,496
of 7,710,434 ranked researchers
Rank in Denmark
#2,547
of 43,819
Works
167
Citations
3.4k
Citations per work
20.4
h-index
27
i10-index 47Top 6% in Finance
Mark Podolskij

What does Mark Podolskij research?

Mark Podolskij's work is mostly in Economics, Econometrics and Finance (61%), Mathematics (20%), Decision Sciences (4%).

Social Sciences: 110 works · 65.6% of their workEconomics, Econometrics and Finance: 102 works · 61.1% of their workFinance: 88 works · 52.6% of their workEconomics and Econometrics: 11 works · 6.4% of their workGeneral Economics, Econometrics and Finance: 4 works · 2.1% of their workDecision Sciences: 8 works · 4.5% of their workManagement Science and Operations Research: 8 works · 4.5% of their workPhysical Sciences: 33 works · 20.0% of their workMathematics: 33 works · 20.0% of their workStatistics and Probability: 18 works · 10.5% of their workMathematical Physics: 16 works · 9.5% of their workEverything else: 24 works · 14.4% of their workTHEIR WORKMark Podolskij167works
Physical Sciences20%Social Sciences66%

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 Finance10261.1%
    2. Decision Sciences84.5%
    1. Mathematics3320.0%
  3. Everything else2414.4%
  1. 1Finance53% of their works
  2. 2Statistics and Probability10% of their works
  3. 3Mathematical Physics10% of their works
  4. 4Economics and Econometrics6% of their works
  5. 5Management Science and Operations Research4% of their works
  6. 6General Economics, Econometrics and Finance2% of their works

Research topics

Which keywords describe Mark Podolskij's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, GARCH Models, Volatility, Regularization, Variable Selection, Interacting Particle Systems and Scaling Limits.

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 Pricing1281 topic
  2. Stochastic Calculus1281 topic
  3. GARCH Models1071 topic
  4. Volatility1071 topic
  5. Regularization301 topic
  6. Variable Selection301 topic
  7. Interacting Particle Systems291 topic
  8. Scaling Limits291 topic
  9. Econophysics211 topic
  10. Multifractal Analysis211 topic
  11. Insurance181 topic
  12. Risk181 topic
  13. Chaos131 topic
  14. Dynamical Systems131 topic
  15. Fiscal Policy101 topic
  16. Monetary Policy101 topic

Where does Mark Podolskij work?

Mark Podolskij's main affiliation in the publication record is Aarhus University, Denmark.

How many publications and citations does Mark Podolskij have?

OpenAlex counts 167 works and 3,407 citations for Mark Podolskij, an h-index of 27, ranking #351,496 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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