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Vladimir Spokoiny

Vladimir Spokoiny publishes mostly in Statistics and Probability, Economics and Econometrics and Artificial Intelligence, on topics such as Statistical Methods and Inference, Financial Risk and Volatility Modeling and Advanced Statistical Methods and Models.

World rank
#478,226
of 1,633,909 ranked researchers
Rank in Germany
#28,421
of 86,443
Works
57
Citations
293
Citations per work
5.1

What does Vladimir Spokoiny research?

Statistics and Probability: 32.6%Economics and Econometrics: 9.8%Artificial Intelligence: 9.8%Finance: 9.8%other fields: 38.0%33%top field
Statistics and Probability32.6%Economics and Econometrics9.8%Artificial Intelligence9.8%Finance9.8%other fields38.0%

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

  1. 1Statistics and Probability33% of their works
  2. 2Economics and Econometrics10% of their works
  3. 3Artificial Intelligence10% of their works
  4. 4Finance10% of their works
  5. 5Computational Mechanics5% of their works
  6. 6Applied Mathematics5% of their works

Research topics

Which keywords describe Vladimir Spokoiny's research?

The keywords of their largest research topics: Model Selection, Regularization, Variable Selection, GARCH Models, Volatility, Economic Policy Uncertainty, Multicollinearity and Oil Price Shocks.

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
  1. Model Selection192 topics
  2. Regularization151 topic
  3. Variable Selection151 topic
  4. GARCH Models71 topic
  5. Volatility71 topic
  6. Economic Policy Uncertainty51 topic
  7. Multicollinearity51 topic
  8. Oil Price Shocks51 topic
  9. Regression Analysis51 topic
  10. Bayesian Monte Carlo41 topic
  11. Clustering41 topic
  12. Compressed Sensing41 topic
  13. Econophysics41 topic
  14. Markov Chain41 topic
  15. Mixture Models41 topic
  16. Multifractal Analysis41 topic
  17. Sparse Representation41 topic

Where does Vladimir Spokoiny work?

Vladimir Spokoiny's main affiliation in the publication record is Weierstrass Institute for Applied Analysis and Stochastics, Germany.

How many publications and citations does Vladimir Spokoiny have?

Science Explorer counts 57 works and 293 citations for Vladimir Spokoiny, ranking #478,226 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.