Frédéric Abergel
Impact in
- Finance top 2%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Applied Mathematics top 2%
Papers in
- Finance 36
- Financial Risk and Volatility Modeling 25
- Stochastic processes and financial applications 21
- Financial Markets and Investment Strategies 17
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- Complex Systems and Time Series Analysis 23
- Economic theories and models 7
- Co-authors
- Roger Témam (2 shared papers)Anirban Chakraborti (5 shared papers)Ioane Muni Toke (4 shared papers)Marco Patriarca (2 shared papers)Xiaofei Lu (2 shared papers)Eduardo Casas (1 shared paper)Jerry L. Bona (1 shared paper)François Roueff (2 shared papers)
- Journals
- Quantitative Finance (9 papers)New economic windows (5 papers)Discrete and Continuous Dynamical Systems (2 papers)SIAM Journal on Financial Mathematics (2 papers)Nonlinear Analysis (2 papers)
- Partner nations
- FranceUnited StatesAustralia
In The Last Decade
Frédéric Abergel
67 papers receiving 1.3k citations
Peers
Comparison fields: 5 of 73
- Finance 435
- Applied Mathematics 325
- Economics and Econometrics 566
- Statistical and Nonlinear Physics 224
- Mathematical Physics 152
Countries citing papers authored by Frédéric Abergel
This map shows the geographic impact of Frédéric Abergel'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 Frédéric Abergel with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Frédéric Abergel more than expected).
Fields of papers citing papers by Frédéric Abergel
This network shows the impact of papers produced by Frédéric Abergel. 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 Frédéric Abergel. The network helps show where Frédéric Abergel may publish in the future.
Co-authors
The 23 scholars most cited alongside Frédéric Abergel, 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 72 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 1990 | 364 | |
| 2 | 2011 | 226 | |
| 3 | 2011 | 166 | |
| 4 | 1990 | 75 | |
| 5 | 2013 | 45 | |
| 6 | 2011 | 40 | |
| 7 | 2014 | 39 | |
| 8 | 2015 | 36 | |
| 9 | 1993 | 36 | |
| 10 | 1989 | 33 | |
| 11 | 2010 | 31 | |
| 12 | 2018 | 30 | |
| 13 | 2014 | 28 | |
| 14 | 1992 | 25 | |
| 15 | 2015 | 22 | |
| 16 | 2011 | 21 | |
| 17 | 2012 | 16 | |
| 18 | Limit Order Books | 2016 | 13 |
| 19 | 2013 | 12 | |
| 20 | 2020 | 11 |
About Frédéric Abergel
Frédéric Abergel is a scholar working on Finance, Economics and Econometrics, Applied Mathematics, Computational Theory and Mathematics and Computational Mechanics, having authored 72 papers that have together received 1.4k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (25 papers), Complex Systems and Time Series Analysis (23 papers), Stochastic processes and financial applications (21 papers), Financial Markets and Investment Strategies (17 papers), Advanced Mathematical Modeling in Engineering (8 papers), Point processes and geometric inequalities (7 papers), Economic theories and models (7 papers) and Navier-Stokes equation solutions (7 papers). The work is most often cited by research in Finance (435 citations), Applied Mathematics (325 citations), Economics and Econometrics (566 citations), Statistical and Nonlinear Physics (224 citations) and Mathematical Physics (152 citations). Frédéric Abergel has collaborated with scholars based in France, United States and Australia. Frequent co-authors include Roger Témam, Anirban Chakraborti, Ioane Muni Toke, Marco Patriarca, Xiaofei Lu, Eduardo Casas, Jerry L. Bona, François Roueff, Éric Moulines and Grégoire Loeper. Their work appears in journals such as Quantitative Finance, New economic windows, Discrete and Continuous Dynamical Systems, SIAM Journal on Financial Mathematics and Nonlinear Analysis.
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.