David Šiška

482 total citations
26 papers, 162 citations indexed

About

David Šiška is a scholar working on Finance, Computational Theory and Mathematics and Statistical and Nonlinear Physics. According to data from OpenAlex, David Šiška has authored 26 papers receiving a total of 162 indexed citations (citations by other indexed papers that have themselves been cited), including 10 papers in Finance, 7 papers in Computational Theory and Mathematics and 6 papers in Statistical and Nonlinear Physics. Recurrent topics in David Šiška's work include Stochastic processes and financial applications (7 papers), Advanced Mathematical Modeling in Engineering (6 papers) and Model Reduction and Neural Networks (6 papers). David Šiška is often cited by papers focused on Stochastic processes and financial applications (7 papers), Advanced Mathematical Modeling in Engineering (6 papers) and Model Reduction and Neural Networks (6 papers). David Šiška collaborates with scholars based in United Kingdom, Germany and Austria. David Šiška's co-authors include Etienne Emmrich, Łukasz Szpruch, István Gyöngy, Sotirios Sabanis, Philipp Grohs, Arnulf Jentzen, Lukas Gonon, Zhenjie Ren, Álvaro Cartea and Samuel N. Cohen and has published in prestigious journals such as Journal of Differential Equations, SIAM Journal on Control and Optimization and Stochastic Processes and their Applications.

In The Last Decade

David Šiška

22 papers receiving 148 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
David Šiška United Kingdom	8	66	47	39	35	26	26	162
Jinniao Qiu Canada	9	133 2.0×	36 0.8×	20 0.5×	25 0.7×	10 0.4×	26	221
Fabien Panloup France	9	103 1.6×	15 0.3×	17 0.4×	20 0.6×	11 0.4×	28	188
Leszek Gawarecki United States	6	109 1.7×	47 1.0×	22 0.6×	12 0.3×	13 0.5×	15	252
Chunrong Feng United Kingdom	9	135 2.0×	49 1.0×	27 0.7×	10 0.3×	13 0.5×	24	249
Vigirdas Mackevičius Lithuania	8	117 1.8×	26 0.6×	29 0.7×	7 0.2×	26 1.0×	32	202
Naoyuki Ishimura Japan	9	59 0.9×	52 1.1×	22 0.6×	33 0.9×	30 1.2×	55	262
Ariel Neufeld Singapore	6	136 2.1×	11 0.2×	61 1.6×	29 0.8×	12 0.5×	29	236
Giuseppina Guatteri Italy	10	149 2.3×	75 1.6×	13 0.3×	12 0.3×	19 0.7×	26	234
Mou-Hsiung Chang United States	10	149 2.3×	32 0.7×	24 0.6×	12 0.3×	11 0.4×	29	281
Wanrong Cao China	9	190 2.9×	59 1.3×	32 0.8×	20 0.6×	161 6.2×	24	324

Countries citing papers authored by David Šiška

Since Specialization

Citations

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

Fields of papers citing papers by David Šiška

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of David Šiška

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

All Works

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20 of 20 papers shown

Šiška, David, et al.. (2025). Parametric Phi-Divergence-Based Distributionally Robust Optimization for Insurance Pricing. 378–386.

Šiška, David, et al.. (2025). Competitive Pricing Using Model-Based Bandits. Computational Economics. 66(6). 4813–4867. 1 indexed citations

Šiška, David, et al.. (2025). Entropy Annealing for Policy Mirror Descent in Continuous Time and Space. SIAM Journal on Control and Optimization. 63(4). 3006–3041. 1 indexed citations

Šiška, David, et al.. (2025). Mirror descent for stochastic control problems with measure-valued controls. Stochastic Processes and their Applications. 190. 104765–104765.

Šiška, David & Łukasz Szpruch. (2024). Gradient Flows for Regularized Stochastic Control Problems. SIAM Journal on Control and Optimization. 62(4). 2036–2070. 5 indexed citations

Šiška, David, et al.. (2024). The modified MSA, a gradient flow and convergence. The Annals of Applied Probability. 34(5). 2 indexed citations

Šiška, David, et al.. (2023). Robust pricing and hedging via neural stochastic differential equations. The Journal of Computational Finance. 5 indexed citations

Cohen, Samuel N., et al.. (2023). Inefficiency of CFMs: Hedging Perspective and Agent-Based Simulations. SSRN Electronic Journal. 3 indexed citations

Cartea, Álvaro, et al.. (2023). Automated Market Makers Designs Beyond Constant Functions. SSRN Electronic Journal. 7 indexed citations

10.

Šiška, David, et al.. (2022). The Case for Variable Fees in Constant Product Markets: An Agent Based Simulation. SSRN Electronic Journal. 6 indexed citations

11.

Gonon, Lukas, et al.. (2021). Uniform error estimates for artificial neural network approximations for heat equations. IMA Journal of Numerical Analysis. 42(3). 1991–2054. 20 indexed citations

12.

Šiška, David, et al.. (2021). Unbiased Deep Solvers for Linear Parametric PDEs. Applied Mathematical Finance. 28(4). 299–329. 4 indexed citations

13.

Šiška, David, et al.. (2018). Martingale Functional Control variates via Deep Learning. arXiv (Cornell University). 1 indexed citations

14.

Emmrich, Etienne & David Šiška. (2016). Nonlinear stochastic evolution equations of second order with damping. Stochastic Partial Differential Equations Analysis and Computations. 5(1). 81–112. 4 indexed citations

15.

Gyöngy, István, Sotirios Sabanis, & David Šiška. (2015). Convergence of tamed Euler schemes for a class of stochastic evolution equations. Stochastic Partial Differential Equations Analysis and Computations. 4(2). 225–245. 22 indexed citations

16.

Emmrich, Etienne & David Šiška. (2013). Evolution equations of second order with nonconvex potential and linear damping: existence via convergence of a full discretization. Journal of Differential Equations. 255(10). 3719–3746. 9 indexed citations

17.

Emmrich, Etienne & David Šiška. (2012). Full discretization of the porous medium/fast diffusion equation based on its very weak formulation. Communications in Mathematical Sciences. 10(4). 1055–1080. 14 indexed citations

18.

Šiška, David. (2012). Error Estimates for Approximations of American Put Option Price. Computational Methods in Applied Mathematics. 12(1). 108–120. 1 indexed citations

19.

Emmrich, Etienne & David Šiška. (2011). Full discretisation of second-order nonlinear evolution equations: strong convergence and applications. Computational Methods in Applied Mathematics. 11(4). 441–459. 12 indexed citations

20.

Gyöngy, István & David Šiška. (2009). On Finite-Difference Approximations for Normalized Bellman Equations. Applied Mathematics & Optimization. 60(3). 297–339. 5 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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