Miklós Rásonyi
Miklós Rásonyi publishes mostly in Finance, Economics and Econometrics and Statistics and Probability, on topics such as Stochastic processes and financial applications, Economic theories and models and Complex Systems and Time Series Analysis.
- World rank
- #1,055,233 of 1,633,909 ranked researchers
- Rank in Hungary
- #2,676 of 5,009
- Works
- 42
- Citations
- 81
- Citations per work
- 1.9
What does Miklós Rásonyi research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance40% of their works
- 2Economics and Econometrics29% of their works
- 3Statistics and Probability8% of their works
- 4Control and Systems Engineering3% of their works
- 5Demography3% of their works
- 6Applied Mathematics3% of their works
Research topics
Which keywords describe Miklós Rásonyi's research?
The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Asset Pricing, Liquidity, Monetary Equilibrium, Econophysics, Multifractal Analysis and Model Selection.
- Variable Selection
- Risk Management
- Real Options
- Investment Under Uncertainty
- Stock Returns
- Model Selection
- Econophysics
- Liquidity
- Stochastic Calculus
- Option Pricing
- Asset Pricing
- Monetary Equilibrium
- Multifractal Analysis
- Market Efficiency
- Bayesian Monte Carlo
- Markov Chain
- Regularization
- Robust Optimization
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 18 words, with their numbers
- Option Pricing171 topic
- Stochastic Calculus171 topic
- Asset Pricing142 topics
- Liquidity101 topic
- Monetary Equilibrium101 topic
- Econophysics71 topic
- Multifractal Analysis71 topic
- Model Selection52 topics
- Market Efficiency41 topic
- Stock Returns41 topic
- Bayesian Monte Carlo31 topic
- Investment Under Uncertainty31 topic
- Markov Chain31 topic
- Real Options31 topic
- Regularization21 topic
- Risk Management21 topic
- Robust Optimization21 topic
- Variable Selection21 topic
Where does Miklós Rásonyi work?
Miklós Rásonyi's main affiliation in the publication record is Alfréd Rényi Institute of Mathematics, Hungary.
How many publications and citations does Miklós Rásonyi have?
Science Explorer counts 42 works and 81 citations for Miklós Rásonyi, ranking #1,055,233 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.