Amadeo Alentorn

1.2k total citations · 1 hit paper
6 papers, 747 citations indexed

About

Amadeo Alentorn is a scholar working on Finance, Economics and Econometrics and Automotive Engineering. According to data from OpenAlex, Amadeo Alentorn has authored 6 papers receiving a total of 747 indexed citations (citations by other indexed papers that have themselves been cited), including 5 papers in Finance, 4 papers in Economics and Econometrics and 1 paper in Automotive Engineering. Recurrent topics in Amadeo Alentorn's work include Stochastic processes and financial applications (3 papers), Complex Systems and Time Series Analysis (3 papers) and Financial Risk and Volatility Modeling (2 papers). Amadeo Alentorn is often cited by papers focused on Stochastic processes and financial applications (3 papers), Complex Systems and Time Series Analysis (3 papers) and Financial Risk and Volatility Modeling (2 papers). Amadeo Alentorn collaborates with scholars based in United Kingdom, Türkiye and United States. Amadeo Alentorn's co-authors include Erlend Nier, Tanju Yorulmazer, Jing Yang, Sheri M. Markose, Deddy P. Koesrindartoto, Peter M. Allen, PT Blythe, Colin G. Johnson and Alberto Moraglio and has published in prestigious journals such as Journal of Economic Dynamics and Control, The Journal of Derivatives and Open Access at Essex (University of Essex).

In The Last Decade

Amadeo Alentorn

6 papers receiving 698 citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Network models and financial stability

2007 572 citations Erlend Nier, Jing Yang et al. Journal of Economic Dynamics and Control profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Amadeo Alentorn United Kingdom	4	592	496	84	66	53	6	747
Simone Giansante United Kingdom	10	370 0.6×	327 0.7×	70 0.8×	48 0.7×	41 0.8×	37	490
Tarik Roukny Belgium	10	316 0.5×	299 0.6×	47 0.6×	75 1.1×	41 0.8×	16	465
Carlos León Colombia	12	231 0.4×	254 0.5×	85 1.0×	49 0.7×	51 1.0×	64	446
Stavros Valavanis United States	3	554 0.9×	467 0.9×	78 0.9×	25 0.4×	80 1.5×	3	664
Lei Lü Canada	12	246 0.4×	233 0.5×	208 2.5×	26 0.4×	34 0.6×	54	564
Longhao Xu China	7	199 0.3×	266 0.5×	162 1.9×	27 0.4×	27 0.5×	9	463
Mark E. Paddrik United States	10	291 0.5×	280 0.6×	44 0.5×	11 0.2×	30 0.6×	37	394
Gianfranco Giulioni Italy	12	129 0.2×	369 0.7×	27 0.3×	21 0.3×	135 2.5×	32	507
Xiaofeng Hui China	10	136 0.2×	229 0.5×	56 0.7×	15 0.2×	94 1.8×	62	364
Burak Saltoğlu Türkiye	11	312 0.5×	290 0.6×	33 0.4×	20 0.3×	132 2.5×	23	449

Countries citing papers authored by Amadeo Alentorn

Since Specialization

Citations

This map shows the geographic impact of Amadeo Alentorn'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 Amadeo Alentorn with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Amadeo Alentorn more than expected).

Fields of papers citing papers by Amadeo Alentorn

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Amadeo Alentorn. 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 Amadeo Alentorn. The network helps show where Amadeo Alentorn may publish in the future.

Co-authorship network of co-authors of Amadeo Alentorn

This figure shows the co-authorship network connecting the top 25 collaborators of Amadeo Alentorn. A scholar is included among the top collaborators of Amadeo Alentorn based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Amadeo Alentorn. Amadeo Alentorn is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

6 of 6 papers shown

1.

Markose, Sheri M., et al.. (2012). Forecasting Extreme Volatility of FTSE-100 With Model Free VFTSE, Carr-Wu and Generalized Extreme Value (GEV) Option Implied Volatility Indices. Open Access at Essex (University of Essex). 1 indexed citations

2.

Markose, Sheri M. & Amadeo Alentorn. (2011). The Generalized Extreme Value Distribution, Implied Tail Index, and Option Pricing. The Journal of Derivatives. 18(3). 35–60. 48 indexed citations

3.

Alentorn, Amadeo, Alberto Moraglio, & Colin G. Johnson. (2010). Heuristic portfolio optimisation for a hedge fund strategy using the Geometric Nelder-Mead Algorithm. 1–6. 2 indexed citations

4.

Nier, Erlend, Jing Yang, Tanju Yorulmazer, & Amadeo Alentorn. (2008). Network Models and Financial Stability. SSRN Electronic Journal. 111 indexed citations

5.

Nier, Erlend, Jing Yang, Tanju Yorulmazer, & Amadeo Alentorn. (2007). Network models and financial stability. Journal of Economic Dynamics and Control. 31(6). 2033–2060. 572 indexed citations breakdown →

6.

Markose, Sheri M., et al.. (2007). A smart market for passenger road transport (SMPRT) congestion: An application of computational mechanism design. Journal of Economic Dynamics and Control. 31(6). 2001–2032. 13 indexed citations

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.

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