Antoine Ayache

1.5k citations
55 papers · 841 indexed · h-index 16
Topics
Stochastic processes and financial applications (27 papers)Complex Systems and Time Series Analysis (25 papers)Financial Risk and Volatility Modeling (25 papers)

In The Last Decade

Antoine Ayache

53 papers receiving 797 citations

Peers

Antoine Ayache
Comparison fields: 5 of 80
  • Finance 439
  • Economics and Econometrics 358
  • Mathematical Physics 215
  • Computer Vision and Pattern Recognition 157
  • Applied Mathematics 101
Replace Jacques Istas with:
Jacques Istas France
Vladas Pipiras United States
Albert Benassi France
Raisa E. Feldman United States
M. D. Ruiz‐Medina Spain
Agnès Tourin United States
Martina Zähle Germany
T. R. Hurd Canada
Daniel Ocone United States
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Citations per field
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Citations per year

Countries citing papers authored by Antoine Ayache

Since Specialization
Citations

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

Fields of papers citing papers by Antoine Ayache

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Antoine Ayache

This figure shows the co-authorship network connecting the top 25 collaborators of Antoine Ayache. A scholar is included among the top collaborators of Antoine Ayache 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 Antoine Ayache. Antoine Ayache is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
#WorkIndexed citations
1 0
2 2
3 0
4 1
5 5
6 1
7 2
8 5
9
Linear Multifractional Stable Motion: an a.s. uniformly convergent estimator for Hurst function
1
10 13
11 82
12 3
13 26
14 25
15 9
16 63
17 3
18 15
19
Du mouvement brownien fractionnaire au mouvement brownien multifractionnaire.
2
20 24

About Antoine Ayache

Antoine Ayache is a scholar working on Finance, Mathematical Physics and Modeling and Simulation, having authored 55 papers that have together received 841 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (27 papers), Complex Systems and Time Series Analysis (25 papers) and Financial Risk and Volatility Modeling (25 papers). The work is most often cited by research in Finance (439 citations), Mathematical Physics (215 citations) and Economics and Econometrics (358 citations). Antoine Ayache has collaborated with scholars based in France, United States and Australia. Frequent co-authors include Jacques Lévy Véhel, Murad S. Taqqu, Yimin Xiao, Stéphanie Leger, Monique Pontier, Serge Cohen, Arnauld Villers, Renaud Lopes, N. Makni and Philippe Puech. Their work appears in journals such as Medical Physics, Transactions of the American Mathematical Society and Journal of Functional 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.

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