Oleg E. Kudryavtsev
Oleg E. Kudryavtsev publishes mostly in Finance, Management Science and Operations Research and Economics and Econometrics, on topics such as Stochastic processes and financial applications, Financial Risk and Volatility Modeling and Probability and Risk Models.
- World rank
- #4,919,107 of 7,710,434 ranked researchers
- Rank in Russia
- #34,143 of 179,717
- Works
- 49
- Citations
- 274
- Citations per work
- 5.6
What does Oleg E. Kudryavtsev research?
Oleg E. Kudryavtsev's work is mostly in Economics, Econometrics and Finance (55%), Decision Sciences (11%), Mathematics (7%).
Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.
The fields and subfields, with their numbers
- Social Sciences3571.1%
- Economics, Econometrics and Finance2754.6%
- Decision Sciences510.7%
- Social Sciences35.8%
- Everything else919.0%
- Physical Sciences59.9%
- Mathematics47.4%
- Engineering12.5%
- 1Finance46% of their works
- 2Management Science and Operations Research11% of their works
- 3Economics and Econometrics9% of their works
- 4Mathematical Physics7% of their works
- 5Demography6% of their works
- 6Electrical and Electronic Engineering2% of their works
Research topics
Which keywords describe Oleg E. Kudryavtsev's research?
The keywords of their largest research topics: Option Pricing, Stochastic Calculus, GARCH Models, Volatility, Insurance, Risk, Mortality Forecasting and Population Ageing.
- Monetary Equilibrium
- Multifractal Analysis
- Real Options
- p-adic
- Population Ageing
- Risk
- Volatility
- Stochastic Calculus
- Option Pricing
- GARCH Models
- Insurance
- Mortality Forecasting
- Mathematical Physics
- Investment Under Uncertainty
- Econophysics
- Asset Pricing
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 Pricing351 topic
- Stochastic Calculus351 topic
- GARCH Models131 topic
- Volatility131 topic
- Insurance111 topic
- Risk111 topic
- Mortality Forecasting71 topic
- Population Ageing71 topic
- Mathematical Physics61 topic
- p-adic61 topic
- Investment Under Uncertainty51 topic
- Real Options51 topic
- Econophysics41 topic
- Multifractal Analysis41 topic
- Asset Pricing31 topic
- Monetary Equilibrium31 topic
Where does Oleg E. Kudryavtsev work?
Oleg E. Kudryavtsev's main affiliation in the publication record is Russian Customs Academy, Russia.
How many publications and citations does Oleg E. Kudryavtsev have?
OpenAlex counts 49 works and 274 citations for Oleg E. Kudryavtsev, an h-index of 9, ranking #4,919,107 of 7,710,434 researchers worldwide on the quality 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 have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.
Discussion
Ask a question or share a note about Oleg E. Kudryavtsev. Posts are plain text and can be reported.