Matthew Lorig
Matthew Lorig publishes mostly in Finance, Economics and Econometrics and Demography, on topics such as Stochastic processes and financial applications, Financial Risk and Volatility Modeling and Financial Markets and Investment Strategies.
- World rank
- #1,096,856 of 1,633,909 ranked researchers
- Rank in United States
- #279,758 of 358,040
- Works
- 29
- Citations
- 74
- Citations per work
- 2.6
What does Matthew Lorig research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance73% of their works
- 2Economics and Econometrics11% of their works
- 3Demography7% of their works
- 4Management Science and Operations Research4% of their works
- 5Mathematical Physics2% of their works
- 6Statistical and Nonlinear Physics2% of their works
Research topics
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Economic theories and models
- Insurance, Mortality, Demography, Risk Management
- Complex Systems and Time Series Analysis
- Mathematical Dynamics and Fractals
- Advanced Thermodynamics and Statistical Mechanics
Which keywords describe Matthew Lorig's research?
The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Asset Pricing, GARCH Models, Volatility, Market Efficiency, Stock Returns and Liquidity.
- Fluctuation Theorems
- Chaos
- Econophysics
- Mortality Forecasting
- Liquidity
- Market Efficiency
- GARCH Models
- Stochastic Calculus
- Option Pricing
- Asset Pricing
- Volatility
- Stock Returns
- Monetary Equilibrium
- Population Ageing
- Multifractal Analysis
- Dynamical Systems
- Stochastic Thermodynamics
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 Pricing141 topic
- Stochastic Calculus141 topic
- Asset Pricing92 topics
- GARCH Models91 topic
- Volatility91 topic
- Market Efficiency61 topic
- Stock Returns61 topic
- Liquidity31 topic
- Monetary Equilibrium31 topic
- Mortality Forecasting31 topic
- Population Ageing31 topic
- Econophysics21 topic
- Multifractal Analysis21 topic
- Chaos11 topic
- Dynamical Systems11 topic
- Fluctuation Theorems11 topic
- Stochastic Thermodynamics11 topic
Where does Matthew Lorig work?
Matthew Lorig's main affiliation in the publication record is University of Washington Applied Physics Laboratory, United States.
How many publications and citations does Matthew Lorig have?
Science Explorer counts 29 works and 74 citations for Matthew Lorig, ranking #1,096,856 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.