Xavier Warin
Impact in
- Finance top 1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Numerical Analysis top 10%
Papers in
- Finance 26
- Stochastic processes and financial applications 26
- Financial Risk and Volatility Modeling 6
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- Model Reduction and Neural Networks 10
- Co-authors
- Emmanuel Gobet (3 shared papers)Huyên Pham (6 shared papers)Côme Huré (1 shared paper)Nizar Touzi (2 shared papers)Bruno Bouchard (3 shared papers)Nicolas Langrené (2 shared papers)Peter Tankov (4 shared papers)Xiaolu Tan (2 shared papers)
- Journals
- The Journal of Computational Finance (3 papers)Finance and Stochastics (2 papers)SIAM Journal on Financial Mathematics (2 papers)Journal of Scientific Computing (2 papers)The Annals of Applied Probability (2 papers)
- Partner nations
- FranceUnited KingdomUnited States
In The Last Decade
Xavier Warin
38 papers receiving 882 citations
Peers
Comparison fields: 5 of 77
- Finance 624
- Numerical Analysis 83
- Modeling and Simulation 64
- Statistical and Nonlinear Physics 180
- Management Science and Operations Research 168
Countries citing papers authored by Xavier Warin
This map shows the geographic impact of Xavier Warin'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 Xavier Warin with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Xavier Warin more than expected).
Fields of papers citing papers by Xavier Warin
This network shows the impact of papers produced by Xavier Warin. 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 Xavier Warin. The network helps show where Xavier Warin may publish in the future.
Co-authors
The 18 scholars most cited alongside Xavier Warin, 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 41 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2005 | 258 | |
| 2 | 2019 | 139 | |
| 3 | 2006 | 106 | |
| 4 | 2011 | 93 | |
| 5 | 2012 | 52 | |
| 6 | 2018 | 30 | |
| 7 | 2022 | 27 | |
| 8 | 2008 | 24 | |
| 9 | 2022 | 23 | |
| 10 | 2017 | 17 | |
| 11 | 2021 | 17 | |
| 12 | 2022 | 16 | |
| 13 | 2022 | 11 | |
| 14 | 2012 | 10 | |
| 15 | 2022 | 9 | |
| 16 | 2012 | 9 | |
| 17 | 2011 | 9 | |
| 18 | 2023 | 8 | |
| 19 | 2021 | 8 | |
| 20 | 2023 | 7 |
About Xavier Warin
Xavier Warin is a scholar working on Finance, Statistical and Nonlinear Physics, Computational Mechanics, Economics and Econometrics and Management Science and Operations Research, having authored 41 papers that have together received 925 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (26 papers), Model Reduction and Neural Networks (10 papers), Fluid Dynamics and Turbulent Flows (8 papers), Financial Risk and Volatility Modeling (6 papers), Risk and Portfolio Optimization (6 papers), Economic theories and models (5 papers), Insurance, Mortality, Demography, Risk Management (4 papers) and Probabilistic and Robust Engineering Design (4 papers). The work is most often cited by research in Finance (624 citations), Numerical Analysis (83 citations), Modeling and Simulation (64 citations), Statistical and Nonlinear Physics (180 citations) and Management Science and Operations Research (168 citations). Xavier Warin has collaborated with scholars based in France, United Kingdom and United States. Frequent co-authors include Emmanuel Gobet, Huyên Pham, Côme Huré, Nizar Touzi, Bruno Bouchard, Nicolas Langrené, Peter Tankov, Xiaolu Tan, Dylan Possamaï and Huyên Pham. Their work appears in journals such as The Journal of Computational Finance, Finance and Stochastics, SIAM Journal on Financial Mathematics, Journal of Scientific Computing and The Annals of Applied 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.