Thomas Cass
Impact in
- Finance top 5%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Mathematical Physics top 10%
- Stochastic processes and statistical mechanics
- Mathematical Dynamics and Fractals
Papers in
- Finance 12
- Stochastic processes and financial applications 12
- Financial Risk and Volatility Modeling 6
-
- Stochastic processes and statistical mechanics 5
- Co-authors
- Peter K. Friz (4 shared papers)Terry Lyons (6 shared papers)Nicolas Victoir (1 shared paper)Samy Tindel (1 shared paper)Martin Hairer (1 shared paper)Sheung Chi Phillip Yam (1 shared paper)Alain Bensoussan (1 shared paper)Christopher Huang (1 shared paper)
- Journals
- The Annals of Probability (3 papers)Journal of the London Mathematical Society (2 papers)Electronic Journal of Probability (1 paper)Pflügers Archiv - European Journal of Physiology (1 paper)Review of Scientific Instruments (1 paper)
- Partner nations
- United KingdomUnited StatesGermany
In The Last Decade
Thomas Cass
23 papers receiving 259 citations
Peers
Comparison fields: 5 of 49
- Finance 167
- Mathematical Physics 108
- Applied Mathematics 58
- Statistics and Probability 30
- Computational Theory and Mathematics 58
Countries citing papers authored by Thomas Cass
This map shows the geographic impact of Thomas Cass'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 Thomas Cass with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Thomas Cass more than expected).
Fields of papers citing papers by Thomas Cass
This network shows the impact of papers produced by Thomas Cass. 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 Thomas Cass. The network helps show where Thomas Cass may publish in the future.
Co-authors
The 21 scholars most cited alongside Thomas Cass, 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 28 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2010 | 53 | |
| 2 | 2013 | 47 | |
| 3 | 2014 | 37 | |
| 4 | 2009 | 32 | |
| 5 | 2008 | 28 | |
| 6 | 2014 | 14 | |
| 7 | 2007 | 11 | |
| 8 | 2019 | 11 | |
| 9 | 2016 | 7 | |
| 10 | 2017 | 7 | |
| 11 | 2011 | 4 | |
| 12 | 2021 | 4 | |
| 13 | 2014 | 3 | |
| 14 | 2011 | 3 | |
| 15 | 2024 | 2 | |
| 16 | 2021 | 2 | |
| 17 | 2024 | 2 | |
| 18 | 2022 | 2 | |
| 19 | Computing the untruncated signature kernel as the solution of a Goursat problem | 2020 | 1 |
| 20 | Smoothness of density for solutions to stochastic differential equations with jumps | 2007 | 1 |
About Thomas Cass
Thomas Cass is a scholar working on Finance, Mathematical Physics, Applied Mathematics, Computational Theory and Mathematics and Artificial Intelligence, having authored 28 papers that have together received 275 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (12 papers), Financial Risk and Volatility Modeling (6 papers), Stochastic processes and statistical mechanics (5 papers), Geometric Analysis and Curvature Flows (4 papers), Rough Sets and Fuzzy Logic (3 papers), Markov Chains and Monte Carlo Methods (2 papers), Anomaly Detection Techniques and Applications (2 papers) and Economic theories and models (2 papers). The work is most often cited by research in Finance (167 citations), Mathematical Physics (108 citations), Applied Mathematics (58 citations), Statistics and Probability (30 citations) and Computational Theory and Mathematics (58 citations). Thomas Cass has collaborated with scholars based in United Kingdom, United States and Germany. Frequent co-authors include Peter K. Friz, Terry Lyons, Nicolas Victoir, Samy Tindel, Martin Hairer, Sheung Chi Phillip Yam, Alain Bensoussan, Christopher Huang, Dan Crisan and James A. Fraser. Their work appears in journals such as The Annals of Probability, Journal of the London Mathematical Society, Electronic Journal of Probability, Pflügers Archiv - European Journal of Physiology and Review of Scientific Instruments.
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.