Daniel Lacker
Impact in
- Finance top 2%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Modeling and Simulation top 2%
- Mathematical Biology Tumor Growth
Papers in
- Finance 14
- Stochastic processes and financial applications 13
- Financial Risk and Volatility Modeling 3
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- Stochastic processes and statistical mechanics 9
- Co-authors
- René Carmona (2 shared papers)François Delarue (4 shared papers)Thaleia Zariphopoulou (1 shared paper)Kavita Ramanan (7 shared papers)Mykhaylo Shkolnikov (2 shared papers)Jiacheng Zhang (2 shared papers)Ruoyu Wu (3 shared papers)Alex D. Washburne (1 shared paper)
- Journals
- The Annals of Applied Probability (4 papers)The Annals of Probability (3 papers)Probability Theory and Related Fields (3 papers)Journal of the European Mathematical Society (2 papers)Electronic Journal of Probability (2 papers)
- Partner nations
- United StatesFranceItaly
In The Last Decade
Daniel Lacker
22 papers receiving 651 citations
Peers
Comparison fields: 5 of 59
- Finance 500
- Modeling and Simulation 117
- Mathematical Physics 146
- Economics and Econometrics 270
- Statistics and Probability 79
Countries citing papers authored by Daniel Lacker
This map shows the geographic impact of Daniel Lacker'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 Daniel Lacker with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Daniel Lacker more than expected).
Fields of papers citing papers by Daniel Lacker
This network shows the impact of papers produced by Daniel Lacker. 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 Daniel Lacker. The network helps show where Daniel Lacker may publish in the future.
Co-authors
The 10 scholars most cited alongside Daniel Lacker, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 24 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2016 | 121 | |
| 2 | 2015 | 99 | |
| 3 | 2015 | 98 | |
| 4 | 2019 | 75 | |
| 5 | 2015 | 69 | |
| 6 | 2018 | 46 | |
| 7 | 2020 | 37 | |
| 8 | 2023 | 32 | |
| 9 | 2023 | 23 | |
| 10 | 2022 | 17 | |
| 11 | 2023 | 13 | |
| 12 | 2016 | 11 | |
| 13 | 2023 | 11 | |
| 14 | 2020 | 11 | |
| 15 | 2022 | 7 | |
| 16 | 2023 | 3 | |
| 17 | 2018 | 3 | |
| 18 | 2022 | 3 | |
| 19 | 2023 | 2 | |
| 20 | 2021 | 2 |
About Daniel Lacker
Daniel Lacker is a scholar working on Finance, Mathematical Physics, Economics and Econometrics, Statistics and Probability and Statistical and Nonlinear Physics, having authored 24 papers that have together received 685 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (13 papers), Stochastic processes and statistical mechanics (9 papers), Economic theories and models (8 papers), Markov Chains and Monte Carlo Methods (7 papers), Advanced Thermodynamics and Statistical Mechanics (3 papers), Financial Risk and Volatility Modeling (3 papers), Geometric Analysis and Curvature Flows (2 papers) and Game Theory and Applications (2 papers). The work is most often cited by research in Finance (500 citations), Modeling and Simulation (117 citations), Mathematical Physics (146 citations), Economics and Econometrics (270 citations) and Statistics and Probability (79 citations). Daniel Lacker has collaborated with scholars based in United States, France and Italy. Frequent co-authors include René Carmona, François Delarue, Thaleia Zariphopoulou, Kavita Ramanan, Mykhaylo Shkolnikov, Jiacheng Zhang, Ruoyu Wu, Alex D. Washburne, J. W. Burby and Joe Jackson. Their work appears in journals such as The Annals of Applied Probability, The Annals of Probability, Probability Theory and Related Fields, Journal of the European Mathematical Society and Electronic Journal of Probability.
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.