Thierry Roncalli
Thierry Roncalli publishes mostly in Finance, Economics and Econometrics and Management Science and Operations Research, on topics such as Financial Markets and Investment Strategies, Market Dynamics and Volatility and Banking stability, regulation, efficiency.
- World rank
- #1,174,107 of 1,633,909 ranked researchers
- Rank in France
- #72,077 of 96,116
- Works
- 38
- Citations
- 49
- Citations per work
- 1.3
What does Thierry Roncalli research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance36% of their works
- 2Economics and Econometrics30% of their works
- 3Management Science and Operations Research11% of their works
- 4Artificial Intelligence4% of their works
- 5Aerospace Engineering4% of their works
- 6Signal Processing4% of their works
Research topics
Which keywords describe Thierry Roncalli's research?
The keywords of their largest research topics: Asset Pricing, Liquidity, Monetary Policy, Stock Returns, Finance, Deep Learning, Banking and Credit.
- Time Series Forecasting
- Stock Market Prediction
- Risk Management
- Stochastic Calculus
- Oil Price Shocks
- Default Risk
- Credit
- Deep Learning
- Stock Returns
- Liquidity
- Asset Pricing
- Monetary Policy
- Finance
- Banking
- Credit Spread Changes
- Economic Policy Uncertainty
- Option Pricing
- Clustering
- Robust Optimization
- Time Series
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 20 words, with their numbers
- Asset Pricing61 topic
- Liquidity62 topics
- Monetary Policy62 topics
- Stock Returns61 topic
- Finance52 topics
- Deep Learning42 topics
- Banking31 topic
- Credit31 topic
- Credit Spread Changes31 topic
- Default Risk31 topic
- Economic Policy Uncertainty31 topic
- Oil Price Shocks31 topic
- Option Pricing31 topic
- Stochastic Calculus31 topic
- Clustering21 topic
- Risk Management21 topic
- Robust Optimization21 topic
- Stock Market Prediction21 topic
- Time Series21 topic
- Time Series Forecasting21 topic
Where does Thierry Roncalli work?
Thierry Roncalli's main affiliation in the publication record is Université d'Évry Val-d'Essonne, France.
How many publications and citations does Thierry Roncalli have?
Science Explorer counts 38 works and 49 citations for Thierry Roncalli, ranking #1,174,107 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.