Pierre Vallois
Pierre Vallois publishes mostly in Finance, Mathematical Physics and Economics and Econometrics, on topics such as Stochastic processes and financial applications, Stochastic processes and statistical mechanics and Financial Risk and Volatility Modeling.
- World rank
- #1,040,371 of 1,633,909 ranked researchers
- Rank in France
- #64,295 of 96,116
- Works
- 22
- Citations
- 55
- Citations per work
- 2.5
What does Pierre Vallois research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance41% of their works
- 2Mathematical Physics22% of their works
- 3Economics and Econometrics15% of their works
- 4Astronomy and Astrophysics4% of their works
- 5Computational Theory and Mathematics4% of their works
- 6Statistics and Probability4% of their works
Research topics
- Stochastic processes and financial applications
- Stochastic processes and statistical mechanics
- Financial Risk and Volatility Modeling
- Complex Systems and Time Series Analysis
- Advanced Mathematical Modeling in Engineering
- advanced mathematical theories
- Random Matrices and Applications
- Cosmology and Gravitation Theories
Which keywords describe Pierre Vallois's research?
The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Interacting Particle Systems, Scaling Limits, GARCH Models, Volatility, Econophysics and Multifractal Analysis.
- p-adic
- Multiscale Methods
- Heterogeneous
- Dark Energy
- Multifractal Analysis
- Volatility
- Scaling Limits
- Stochastic Calculus
- Option Pricing
- Interacting Particle Systems
- GARCH Models
- Econophysics
- Cosmological Parameters
- Eigenvalues
- Mathematical Physics
- Random Matrix Theory
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 Pricing71 topic
- Stochastic Calculus71 topic
- Interacting Particle Systems51 topic
- Scaling Limits51 topic
- GARCH Models41 topic
- Volatility41 topic
- Econophysics31 topic
- Multifractal Analysis31 topic
- Cosmological Parameters11 topic
- Dark Energy11 topic
- Eigenvalues11 topic
- Heterogeneous11 topic
- Mathematical Physics11 topic
- Multiscale Methods11 topic
- Random Matrix Theory11 topic
- p-adic11 topic
Where does Pierre Vallois work?
Pierre Vallois's main affiliation in the publication record is Institut Élie Cartan de Lorraine, France.
How many publications and citations does Pierre Vallois have?
Science Explorer counts 22 works and 55 citations for Pierre Vallois, ranking #1,040,371 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 Pierre Vallois
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