Serguei Pergamenchtchikov
Serguei Pergamenchtchikov publishes mostly in Finance, Economics and Econometrics and Statistics and Probability, on topics such as Stochastic processes and financial applications, Statistical Methods and Inference and Economic theories and models.
- World rank
- #1,558,341 of 1,633,909 ranked researchers
- Rank in France
- #92,472 of 96,116
- Works
- 24
- Citations
- 9
- Citations per work
- 0.4
What does Serguei Pergamenchtchikov research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance31% of their works
- 2Economics and Econometrics21% of their works
- 3Statistics and Probability14% of their works
- 4Management Science and Operations Research10% of their works
- 5Computer Networks and Communications7% of their works
- 6Statistics, Probability and Uncertainty7% of their works
Research topics
Which keywords describe Serguei Pergamenchtchikov's research?
The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Regularization, Risk Management, Variable Selection, Asset Pricing, Econophysics and Monetary Equilibrium.
- IEEE 1451
- Statistical Process Control
- Healthcare Improvement
- Finance
- Monetary Equilibrium
- Asset Pricing
- Risk Management
- Stochastic Calculus
- Option Pricing
- Regularization
- Variable Selection
- Econophysics
- Multifractal Analysis
- GARCH Models
- Robust Optimization
- Volatility
- Smart Sensors
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 17 words, with their numbers
- Option Pricing61 topic
- Stochastic Calculus61 topic
- Regularization41 topic
- Risk Management42 topics
- Variable Selection41 topic
- Asset Pricing31 topic
- Econophysics31 topic
- Monetary Equilibrium31 topic
- Multifractal Analysis31 topic
- Finance21 topic
- GARCH Models21 topic
- Healthcare Improvement21 topic
- Robust Optimization21 topic
- Statistical Process Control21 topic
- Volatility21 topic
- IEEE 145111 topic
- Smart Sensors11 topic
Where does Serguei Pergamenchtchikov work?
Serguei Pergamenchtchikov's main affiliation in the publication record is Laboratoire de Mathématiques Raphaël Salem, France.
How many publications and citations does Serguei Pergamenchtchikov have?
Science Explorer counts 24 works and 9 citations for Serguei Pergamenchtchikov, ranking #1,558,341 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.