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Researcher · University of Copenhagen · Denmark

Michael Sørensen

Michael Sørensen publishes mostly in Finance, Statistics and Probability and Earth-Surface Processes, on topics such as Stochastic processes and financial applications, Financial Risk and Volatility Modeling and Statistical Methods and Inference.

ORCID 0000-0001-7233-5377 OpenAlex
World rank
#83,372
of 1,633,909 ranked researchers
Rank in Denmark
#606
of 10,734
Works
36
Citations
457
Citations per work
12.7

What does Michael Sørensen research?

Finance: 31.5%Statistics and Probability: 22.2%Earth-Surface Processes: 7.4%Artificial Intelligence: 5.6%other fields: 33.3%32%top field
Finance31.5%Statistics and Probability22.2%Earth-Surface Processes7.4%Artificial Intelligence5.6%other fields33.3%

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

  1. 1Finance32% of their works
  2. 2Statistics and Probability22% of their works
  3. 3Earth-Surface Processes7% of their works
  4. 4Artificial Intelligence6% of their works
  5. 5Economics and Econometrics6% of their works
  6. 6Atmospheric Science4% of their works

Research topics

Which keywords describe Michael Sørensen's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, GARCH Models, Volatility, Climate Change, Regularization, Variable Selection and Aeolian Processes.

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
  1. Option Pricing81 topic
  2. Stochastic Calculus81 topic
  3. GARCH Models61 topic
  4. Volatility61 topic
  5. Climate Change52 topics
  6. Regularization51 topic
  7. Variable Selection51 topic
  8. Aeolian Processes31 topic
  9. Bayesian Modeling31 topic
  10. Clustering31 topic
  11. Mixture Models31 topic
  12. Multiple Imputation31 topic
  13. Wind Erosion31 topic
  14. Agricultural Sustainability21 topic
  15. Glacial Cycles21 topic
  16. Paleoclimatology21 topic
  17. Soil Erosion21 topic

Where does Michael Sørensen work?

Michael Sørensen's main affiliation in the publication record is University of Copenhagen, Denmark.

How many publications and citations does Michael Sørensen have?

Science Explorer counts 36 works and 457 citations for Michael Sørensen, ranking #83,372 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.

Other researchers named Michael Sørensen

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