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Researcher · Shandong University · China

Shigē Péng

Shigē Péng publishes mostly in Finance, Management Science and Operations Research and Applied Mathematics, on topics such as Stochastic processes and financial applications, Financial Risk and Volatility Modeling and Risk and Portfolio Optimization.

World rank
#11,010
of 1,633,909 ranked researchers
Rank in China
#133
of 187,979
Works
51
Citations
1.4k
Citations per work
27.0

What does Shigē Péng research?

Finance: 38.8%Management Science and Operations Research: 8.2%Applied Mathematics: 7.1%Computational Theory and Mathematics: 7.1%other fields: 38.8%39%top field
Finance38.8%Management Science and Operations Research8.2%Applied Mathematics7.1%Computational Theory and Mathematics7.1%other fields38.8%

Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.

  1. 1Finance39% of their works
  2. 2Management Science and Operations Research8% of their works
  3. 3Applied Mathematics7% of their works
  4. 4Computational Theory and Mathematics7% of their works
  5. 5Mathematical Physics7% of their works
  6. 6Demography6% of their works

Research topics

Which keywords describe Shigē Péng's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Risk Management, GARCH Models, Volatility, Controllability, Finance and Robust Optimization.

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 18 words, with their numbers
  1. Option Pricing241 topic
  2. Stochastic Calculus241 topic
  3. Risk Management152 topics
  4. GARCH Models91 topic
  5. Volatility91 topic
  6. Controllability72 topics
  7. Finance61 topic
  8. Robust Optimization61 topic
  9. Mortality Forecasting51 topic
  10. Population Ageing51 topic
  11. Boundary Control41 topic
  12. Cancer Growth41 topic
  13. Distributed Parameter Systems41 topic
  14. Heterogeneous41 topic
  15. Mathematical Modeling41 topic
  16. Multiscale Methods41 topic
  17. Boundary Value Problems31 topic
  18. Fractional Differential Equations31 topic

Where does Shigē Péng work?

Shigē Péng's main affiliation in the publication record is Shandong University, China.

How many publications and citations does Shigē Péng have?

Science Explorer counts 51 works and 1,379 citations for Shigē Péng, ranking #11,010 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.