Mark Podolskij
Mark Podolskij publishes mostly in Finance, Mathematical Physics and Management Science and Operations Research, on topics such as Stochastic processes and financial applications, Financial Risk and Volatility Modeling and Stochastic processes and statistical mechanics.
- World rank
- #148,967 of 1,633,909 ranked researchers
- Rank in Denmark
- #1,111 of 10,734
- Works
- 43
- Citations
- 335
- Citations per work
- 7.8
What does Mark Podolskij research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance51% of their works
- 2Mathematical Physics16% of their works
- 3Management Science and Operations Research7% of their works
- 4Economics and Econometrics6% of their works
- 5Artificial Intelligence3% of their works
- 6Demography3% of their works
Research topics
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Stochastic processes and statistical mechanics
- Probability and Risk Models
- Mathematical Dynamics and Fractals
- Complex Systems and Time Series Analysis
- Insurance, Mortality, Demography, Risk Management
- Data Analysis with R
Which keywords describe Mark Podolskij's research?
The keywords of their largest research topics: Option Pricing, Stochastic Calculus, GARCH Models, Volatility, Interacting Particle Systems, Scaling Limits, Insurance and Risk.
- Statistical Analysis
- Population Ageing
- Multifractal Analysis
- Dynamical Systems
- Risk
- Scaling Limits
- Volatility
- Stochastic Calculus
- Option Pricing
- GARCH Models
- Interacting Particle Systems
- Insurance
- Chaos
- Econophysics
- Mortality Forecasting
- R language
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
- Option Pricing191 topic
- Stochastic Calculus191 topic
- GARCH Models151 topic
- Volatility151 topic
- Interacting Particle Systems71 topic
- Scaling Limits71 topic
- Insurance51 topic
- Risk51 topic
- Chaos41 topic
- Dynamical Systems41 topic
- Econophysics31 topic
- Multifractal Analysis31 topic
- Mortality Forecasting21 topic
- Population Ageing21 topic
- R language11 topic
- Statistical Analysis11 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?
Science Explorer counts 43 works and 335 citations for Mark Podolskij, ranking #148,967 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.