Alexander Novikov
- Finance top 2%
- Stochastic processes and financial applications 29
- Financial Risk and Volatility Modeling 15
- Capital Investment and Risk Analysis 6
- Statistics and Probability top 5%
- Statistical Methods and Inference 6
- Statistical Distribution Estimation and Applications 5
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- Advanced Statistical Process Monitoring 13
- Mathematical Physics top 10%
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- Probability and Risk Models 6
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- Mathematical Approximation and Integration 4
Alexander Novikov
55 papers receiving 473 citations
Peers
Comparison fields: 5 of 70
- Finance 292
- Statistics and Probability 100
- Computational Mathematics 7
- Statistics, Probability and Uncertainty 76
- Mathematical Physics 91
Countries citing papers authored by Alexander Novikov
This map shows the geographic impact of Alexander Novikov'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 Alexander Novikov with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alexander Novikov more than expected).
Fields of papers citing papers by Alexander Novikov
This network shows the impact of papers produced by Alexander Novikov. 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 Alexander Novikov. The network helps show where Alexander Novikov may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Alexander Novikov, 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 | 2025 | 0 | |
| 2 | 2024 | 0 | |
| 3 | 2023 | 1 | |
| 4 | 2022 | 12 | |
| 5 | 2019 | 3 | |
| 6 | 2018 | 2 | |
| 7 | Visual Imitation with a Minimal Adversary | 2018 | 1 |
| 8 | 2017 | 0 | |
| 9 | 2017 | 8 | |
| 10 | 2017 | 2 | |
| 11 | New bounds for expected maxima of fractional Brownian motion | 2016 | 0 |
| 12 | 2016 | 0 | |
| 13 | 2011 | 9 | |
| 14 | 2010 | 14 | |
| 15 | 2005 | 4 | |
| 16 | 2005 | 21 | |
| 17 | 2004 | 19 | |
| 18 | 2001 | 9 | |
| 19 | 1997 | 12 | |
| 20 | 1984 | 2 |
About Alexander Novikov
Alexander Novikov is a scholar working on Computational Mathematics, Finance and Statistics, Probability and Uncertainty, having authored 65 papers that have together received 536 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (29 papers), Financial Risk and Volatility Modeling (15 papers), Advanced Statistical Process Monitoring (13 papers), Probability and Risk Models (6 papers), Capital Investment and Risk Analysis (6 papers), Statistical Methods and Inference (6 papers), Statistical Distribution Estimation and Applications (5 papers) and Mathematical Approximation and Integration (4 papers). The work is most often cited by research in Finance (292 citations), Statistics and Probability (100 citations) and Computational Mathematics (7 citations). Alexander Novikov has collaborated with scholars based in Russia, Australia and France. Frequent co-authors include Konstantin Borovkov, Nino Kordzakhia, Esko Valkeila, Albert N. Shiryaev, Carl Chiarella, Thorsten Schmidt, Yupaporn Areepong, O. A. Mirgorodskaya, Peter Roepstorff and Roman Körner. Their work appears in journals such as Analytical Chemistry, Journal of Computational Physics and Solar Energy.
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.