Bertrand Maillet

889 total citations
64 papers, 433 citations indexed

About

Bertrand Maillet is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Bertrand Maillet has authored 64 papers receiving a total of 433 indexed citations (citations by other indexed papers that have themselves been cited), including 45 papers in Finance, 30 papers in Economics and Econometrics and 12 papers in Management Science and Operations Research. Recurrent topics in Bertrand Maillet's work include Financial Risk and Volatility Modeling (29 papers), Financial Markets and Investment Strategies (15 papers) and Complex Systems and Time Series Analysis (15 papers). Bertrand Maillet is often cited by papers focused on Financial Risk and Volatility Modeling (29 papers), Financial Markets and Investment Strategies (15 papers) and Complex Systems and Time Series Analysis (15 papers). Bertrand Maillet collaborates with scholars based in France, Italy and Réunion. Bertrand Maillet's co-authors include Massimiliano Caporin, Emmanuel Jurczenko, Jón Danı́elsson, Francesco Lisi, Antti Sorjamaa, Amaury Lendasse, Michele Costola, C. Boucher, Gunther Capelle‐Blancard and Christiane Guinot and has published in prestigious journals such as European Journal of Operational Research, Journal of Banking & Finance and Neurocomputing.

In The Last Decade

Bertrand Maillet

56 papers receiving 408 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Bertrand Maillet France 11 287 228 107 73 49 64 433
Christian Pigorsch Germany 9 533 1.9× 465 2.0× 108 1.0× 117 1.6× 17 0.3× 19 660
Gilles Zumbach Switzerland 15 536 1.9× 483 2.1× 62 0.6× 82 1.1× 34 0.7× 43 643
Beatriz Vaz de Melo Mendes Brazil 12 312 1.1× 234 1.0× 81 0.8× 87 1.2× 21 0.4× 42 486
Greg Tkacz Canada 11 188 0.7× 299 1.3× 148 1.4× 229 3.1× 40 0.8× 25 490
Leopoldo Catania Denmark 17 447 1.6× 640 2.8× 155 1.4× 157 2.2× 38 0.8× 41 811
Sophia Zhengzi Li United States 9 477 1.7× 364 1.6× 105 1.0× 84 1.2× 40 0.8× 21 628
Lorenzo Pascual Spain 7 174 0.6× 169 0.7× 93 0.9× 120 1.6× 21 0.4× 10 325
Francesco Audrino Switzerland 15 530 1.8× 450 2.0× 130 1.2× 162 2.2× 29 0.6× 62 655
Evis Këllezi Switzerland 9 291 1.0× 234 1.0× 108 1.0× 65 0.9× 19 0.4× 11 483
Serge Darolles France 13 348 1.2× 213 0.9× 83 0.8× 89 1.2× 19 0.4× 43 454

Countries citing papers authored by Bertrand Maillet

Since Specialization
Citations

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

Fields of papers citing papers by Bertrand Maillet

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Bertrand Maillet

This figure shows the co-authorship network connecting the top 25 collaborators of Bertrand Maillet. A scholar is included among the top collaborators of Bertrand Maillet 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 Bertrand Maillet. Bertrand Maillet 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
1.
Bernardi, Mauro, Roberto Casarin, Bertrand Maillet, & Lea Petrella. (2024). Bayesian dynamic quantile model averaging. Annals of Operations Research.
2.
Bernard, Carole, Massimiliano Caporin, Bertrand Maillet, & Xiang Zhang. (2023). Omega Compatibility: A Meta-Analysis. SSRN Electronic Journal.
3.
Maillet, Bertrand, Anne Guénand, & Charles Lenay. (2019). An experimental work on tactile interaction: how to give to the user the possibility to adopt an engaged or a receptive attitude?. SPIRE - Sciences Po Institutional REpository.
4.
Maillet, Bertrand, et al.. (2017). Quand l’union fait la force : un indice de risque systémique. Revue économique. Vol. 68(HS1). 87–106. 1 indexed citations
5.
Caporin, Massimiliano, et al.. (2017). “On the (Ab)use of Omega ?”. Journal of Empirical Finance. 46. 11–33. 14 indexed citations
6.
Danı́elsson, Jón, et al.. (2014). Risk model-at-risk. HAL (Le Centre pour la Communication Scientifique Directe). 58 indexed citations
7.
Caporin, Massimiliano, et al.. (2013). A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES. Journal of Economic Surveys. 28(5). 917–942. 45 indexed citations
8.
Hurlin, Christophe, et al.. (2010). Un MEDAF à plusieurs moments réalisés. Brussels economic review. 53. 457–480. 1 indexed citations
9.
Sorjamaa, Antti, et al.. (2009). X-SOM and L-SOM: a Nested Approach for Missing Value Imputation. The European Symposium on Artificial Neural Networks. 3 indexed citations
10.
Boucher, C., et al.. (2009). A Wavelet-heterogeneous Index of Market Shocks for assessing the Magnitude of Financial Crises. The European Symposium on Artificial Neural Networks. 2 indexed citations
11.
Sorjamaa, Antti, et al.. (2009). A Non-Linear Approach for Completing Missing Values in Temporal Databases. RePEc: Research Papers in Economics. 22(1). 99–117. 3 indexed citations
12.
Maillet, Bertrand, Charles Lenay, & Anne Guénand. (2008). Designing for interpersonal tactile interaction over distance. SPIRE - Sciences Po Institutional REpository. 1 indexed citations
13.
Olteanu, Mădălina, et al.. (2008). Non-linear Analysis of Shocks when Financial Markets are Subject to Changes in Regime. HAL (Le Centre pour la Communication Scientifique Directe). 1 indexed citations
14.
Maillet, Bertrand, et al.. (2007). ICA-based High Frequency VaR for Risk Management.. The European Symposium on Artificial Neural Networks. 385–390. 3 indexed citations
15.
Sorjamaa, Antti, et al.. (2007). SOM+EOF for finding missing values.. The European Symposium on Artificial Neural Networks. 115–120. 7 indexed citations
16.
Guinot, Christiane, et al.. (2006). Understanding and reducing variability of SOM neighbourhood structure. Neural Networks. 19(6-7). 838–846. 9 indexed citations
17.
Maillet, Bertrand, et al.. (2004). Caractérisation des crises financières à l'aide de modèles hybrides (HMC-MLP). Revue d économie politique. Vol. 114(4). 489–506. 1 indexed citations
18.
Maillet, Bertrand, et al.. (2003). An index of market shocks based on multiscale analysis. Quantitative Finance. 3(2). 88–97. 22 indexed citations
19.
Jurczenko, Emmanuel, et al.. (2002). Revisited multi-moment approximate option pricing models: a general comparison (Part 1). London School of Economics and Political Science Research Online (London School of Economics and Political Science). 3 indexed citations
20.
Maillet, Bertrand, et al.. (1997). MESURES DE TEMPS, INFORMATION ET DISTRIBUTION DES RENDEMENTS INTRA-JOURNALIERS. French digital mathematics library (Numdam). 138(4). 89–120. 1 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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