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Researcher · African Institute for Mathematical Sciences · South Africa

Raouf Ghomrasni

Raouf Ghomrasni publishes mostly in Finance, Mathematical Physics and Applied Mathematics, on topics such as Stochastic processes and financial applications, Financial Risk and Volatility Modeling and Nonlinear Differential Equations Analysis.

OpenAlex
World rank
#3,936,051
of 7,710,434 ranked researchers
Rank in South Africa
#17,158
of 29,826
Works
17
Citations
202
Citations per work
11.9
h-index
5
i10-index 4Top 80% in Finance
Raouf Ghomrasni

What does Raouf Ghomrasni research?

Raouf Ghomrasni's work is mostly in Economics, Econometrics and Finance (35%), Mathematics (29%), Physics and Astronomy (8%).

Social Sciences: 7 works · 43.7% of their workEconomics, Econometrics and Finance: 6 works · 35.4% of their workFinance: 6 works · 35.4% of their workDecision Sciences: 1 works · 8.3% of their workManagement Science and Operations Research: 1 works · 8.3% of their workPhysical Sciences: 6 works · 37.5% of their workMathematics: 5 works · 29.2% of their workMathematical Physics: 2 works · 12.5% of their workApplied Mathematics: 2 works · 10.4% of their workStatistics and Probability: 1 works · 6.3% of their workPhysics and Astronomy: 1 works · 8.3% of their workStatistical and Nonlinear Physics: 1 works · 8.3% of their workEverything else: 3 works · 18.8% of their workTHEIR WORKRaouf Ghomrasni17works
Physical Sciences38%Social Sciences44%

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
    1. Economics, Econometrics and Finance635.4%
    2. Decision Sciences18.3%
    1. Mathematics529.2%
    2. Physics and Astronomy18.3%
  3. Everything else318.8%
  1. 1Finance35% of their works
  2. 2Mathematical Physics12% of their works
  3. 3Applied Mathematics10% of their works
  4. 4Management Science and Operations Research8% of their works
  5. 5Statistical and Nonlinear Physics8% of their works
  6. 6Statistics and Probability6% of their works

Research topics

Which keywords describe Raouf Ghomrasni's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, GARCH Models, Volatility, Boundary Value Problems, Fractional Differential Equations, Insurance and Interacting Particle Systems.

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
  1. Option Pricing101 topic
  2. Stochastic Calculus101 topic
  3. GARCH Models51 topic
  4. Volatility51 topic
  5. Boundary Value Problems31 topic
  6. Fractional Differential Equations31 topic
  7. Insurance31 topic
  8. Interacting Particle Systems31 topic
  9. Risk31 topic
  10. Scaling Limits31 topic
  11. Asset Pricing21 topic
  12. Fluctuation Theorems21 topic
  13. Stochastic Thermodynamics21 topic
  14. Stock Returns21 topic
  15. Clustering11 topic
  16. Mixture Models11 topic

Where does Raouf Ghomrasni work?

Raouf Ghomrasni's main affiliation in the publication record is African Institute for Mathematical Sciences, South Africa.

How many publications and citations does Raouf Ghomrasni have?

OpenAlex counts 17 works and 202 citations for Raouf Ghomrasni, an h-index of 5, ranking #3,936,051 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.

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