Côme Huré
Impact in
- Finance top 5%
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
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- Model Reduction and Neural Networks
Papers in
- Finance 5
- Stochastic processes and financial applications 5
- Financial Risk and Volatility Modeling 1
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- Risk and Portfolio Optimization 1
- Advanced Bandit Algorithms Research 1
- Co-authors
- Huyên Pham (5 shared papers)Xavier Warin (1 shared paper)Nicolas Langrené (3 shared papers)Frédéric Abergel (3 shared papers)Huyên Pham (2 shared papers)Mathieu Laurière (1 shared paper)
- Journals
- Quantitative Finance (1 paper)Mathematics of Computation (1 paper)SIAM Journal on Numerical Analysis (1 paper)Methodology And Computing In Applied Probability (1 paper)arXiv (Cornell University) (3 papers)
In The Last Decade
Côme Huré
7 papers receiving 249 citations
Peers
Comparison fields: 5 of 42
- Finance 118
- Statistical and Nonlinear Physics 105
- Management Science and Operations Research 61
- Numerical Analysis 20
- Computational Mathematics 2
Countries citing papers authored by Côme Huré
This map shows the geographic impact of Côme Huré's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Côme Huré with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Côme Huré more than expected).
Fields of papers citing papers by Côme Huré
This network shows the impact of papers produced by Côme Huré. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Côme Huré. The network helps show where Côme Huré may publish in the future.
Co-authors
The 6 scholars most cited alongside Côme Huré, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2019 | 139 | |
| 2 | 2021 | 47 | |
| 3 | 2018 | 39 | |
| 4 | 2020 | 11 | |
| 5 | 2018 | 7 | |
| 6 | 2021 | 5 | |
| 7 | Algorithmic trading in a microstructural limit order book model | 2017 | 4 |
| 8 | 2022 | 0 |
About Côme Huré
Côme Huré is a scholar working on Finance, Management Science and Operations Research, Electrical and Electronic Engineering, Statistical and Nonlinear Physics and General Economics, Econometrics and Finance, having authored 8 papers that have together received 252 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (5 papers), Energy Load and Power Forecasting (2 papers), Point processes and geometric inequalities (1 paper), Risk and Portfolio Optimization (1 paper), Advanced Bandit Algorithms Research (1 paper), Market Dynamics and Volatility (1 paper), Monetary Policy and Economic Impact (1 paper) and Financial Risk and Volatility Modeling (1 paper). The work is most often cited by research in Finance (118 citations), Statistical and Nonlinear Physics (105 citations), Management Science and Operations Research (61 citations), Numerical Analysis (20 citations) and Computational Mathematics (2 citations). Côme Huré has collaborated with scholars based in France, Australia and Vietnam. Frequent co-authors include Huyên Pham, Xavier Warin, Nicolas Langrené, Frédéric Abergel, Huyên Pham and Mathieu Laurière. Their work appears in journals such as Quantitative Finance, Mathematics of Computation, SIAM Journal on Numerical Analysis, Methodology And Computing In Applied Probability and arXiv (Cornell University).
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.