Nicolas Privault
Nicolas Privault publishes mostly in Finance, Mathematical Physics and Statistics and Probability, on topics such as Stochastic processes and financial applications, Stochastic processes and statistical mechanics and Random Matrices and Applications.
- World rank
- #1,007,812 of 1,633,909 ranked researchers
- Rank in Singapore
- #3,498 of 5,048
- Works
- 90
- Citations
- 83
- Citations per work
- 0.9
What does Nicolas Privault research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance17% of their works
- 2Mathematical Physics16% of their works
- 3Statistics and Probability14% of their works
- 4Applied Mathematics8% of their works
- 5Artificial Intelligence7% of their works
- 6Computational Theory and Mathematics6% of their works
Research topics
- Stochastic processes and financial applications
- Stochastic processes and statistical mechanics
- Random Matrices and Applications
- Markov Chains and Monte Carlo Methods
- Bayesian Methods and Mixture Models
- Point processes and geometric inequalities
- Probability and Risk Models
- Advanced Mathematical Modeling in Engineering
Which keywords describe Nicolas Privault's research?
The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Interacting Particle Systems, Scaling Limits, Eigenvalues, Random Matrix Theory, Bayesian Monte Carlo and Markov Chain.
- Multiscale Methods
- Risk
- Spatstat
- Mixture Models
- Markov Chain
- Random Matrix Theory
- Scaling Limits
- Stochastic Calculus
- Option Pricing
- Interacting Particle Systems
- Eigenvalues
- Bayesian Monte Carlo
- Clustering
- Point Processes
- Insurance
- Heterogeneous
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 Pricing201 topic
- Stochastic Calculus201 topic
- Interacting Particle Systems131 topic
- Scaling Limits131 topic
- Eigenvalues91 topic
- Random Matrix Theory91 topic
- Bayesian Monte Carlo61 topic
- Markov Chain61 topic
- Clustering51 topic
- Mixture Models51 topic
- Point Processes51 topic
- Spatstat51 topic
- Insurance41 topic
- Risk41 topic
- Heterogeneous31 topic
- Multiscale Methods31 topic
Where does Nicolas Privault work?
Nicolas Privault's main affiliation in the publication record is Nanyang Technological University, Singapore.
How many publications and citations does Nicolas Privault have?
Science Explorer counts 90 works and 83 citations for Nicolas Privault, ranking #1,007,812 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.