Frédéri Viens

2.8k total citations
83 papers, 1.7k citations indexed

About

Frédéri Viens is a scholar working on Finance, Economics and Econometrics and Mathematical Physics. According to data from OpenAlex, Frédéri Viens has authored 83 papers receiving a total of 1.7k indexed citations (citations by other indexed papers that have themselves been cited), including 54 papers in Finance, 30 papers in Economics and Econometrics and 19 papers in Mathematical Physics. Recurrent topics in Frédéri Viens's work include Stochastic processes and financial applications (51 papers), Financial Risk and Volatility Modeling (33 papers) and Complex Systems and Time Series Analysis (19 papers). Frédéri Viens is often cited by papers focused on Stochastic processes and financial applications (51 papers), Financial Risk and Volatility Modeling (33 papers) and Complex Systems and Time Series Analysis (19 papers). Frédéri Viens collaborates with scholars based in United States, France and China. Frédéri Viens's co-authors include Ciprian A. Tudor, Samy Tindel, Alexandra Chronopoulou, W. Nazarewicz, Léo Neufcourt, Zhongfei Li, Yan Zeng, Ailing Gu, Ionuţ Florescu and Ivan Nourdin and has published in prestigious journals such as Physical Review Letters, Journal of the American Statistical Association and PLoS ONE.

In The Last Decade

Frédéri Viens

81 papers receiving 1.6k citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Frédéri Viens United States 23 899 501 294 288 277 83 1.7k
Daren B. H. Cline United States 17 521 0.6× 170 0.3× 207 0.7× 251 0.9× 80 0.3× 63 1.5k
J. P. Lepeltier France 17 961 1.1× 244 0.5× 254 0.9× 145 0.5× 30 0.1× 29 1.1k
Denis Talay France 24 1.4k 1.6× 201 0.4× 198 0.7× 389 1.4× 23 0.1× 64 2.6k
D. L. Hanson United States 28 185 0.2× 130 0.3× 22 0.1× 237 0.8× 907 3.3× 120 2.6k
Sergio M. Focardi Italy 22 462 0.5× 421 0.8× 27 0.1× 8 0.0× 317 1.1× 103 1.5k
Yury A. Kutoyants France 16 855 1.0× 159 0.3× 26 0.1× 263 0.9× 15 0.1× 89 2.1k
Roberto Renò Italy 22 1.4k 1.6× 1.1k 2.3× 47 0.2× 24 0.1× 37 0.1× 92 1.9k
Marco Avellaneda United States 29 1.3k 1.5× 718 1.4× 94 0.3× 262 0.9× 23 0.1× 102 3.0k
Jan Seidler Czechia 14 1.3k 1.4× 415 0.8× 164 0.6× 386 1.3× 7 0.0× 29 2.0k
Jean‐Michel Bismut France 33 1.2k 1.3× 294 0.6× 240 0.8× 2.2k 7.8× 275 1.0× 109 4.2k

Countries citing papers authored by Frédéri Viens

Since Specialization
Citations

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

Fields of papers citing papers by Frédéri Viens

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Frédéri Viens

This figure shows the co-authorship network connecting the top 25 collaborators of Frédéri Viens. A scholar is included among the top collaborators of Frédéri Viens 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 Frédéri Viens. Frédéri Viens 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.
2.
Viens, Frédéri, et al.. (2022). Static Markowitz mean-variance portfolio selection model with long-term bonds. Numerical Algebra Control and Optimization. 13(3&4). 523–554. 1 indexed citations
3.
Phillips, Daniel R., R. J. Furnstahl, Ulrich Heinz, et al.. (2021). Get on the BAND Wagon: a Bayesian framework for quantifying model uncertainties in nuclear dynamics. Journal of Physics G Nuclear and Particle Physics. 48(7). 72001–72001. 61 indexed citations
4.
Neufcourt, Léo, et al.. (2019). Neutron Drip Line in the Ca Region from Bayesian Model Averaging. Physical Review Letters. 122(6). 62502–62502. 115 indexed citations
5.
Wang, Han, Sieglinde S. Snapp, Monica Fisher, & Frédéri Viens. (2019). A Bayesian analysis of longitudinal farm surveys in Central Malawi reveals yield determinants and site-specific management strategies. PLoS ONE. 14(8). e0219296–e0219296. 10 indexed citations
6.
Arnetz, Judith E., Léo Neufcourt, Sukhesh Sudan, et al.. (2019). Nurse-Reported Bullying and Documented Adverse Patient Events. Journal of Nursing Care Quality. 35(3). 206–212. 23 indexed citations
7.
Florescu, Ionuţ, et al.. (2013). Handbook of high-frequency trading and modeling in finance. DigitalCommons@UTEP (The University of Texas at El Paso). 4 indexed citations
8.
Sundar, P., et al.. (2013). Two-dimensional stochastic Navier–Stokes equations with fractional Brownian noise. Random Operators and Stochastic Equations. 21(2). 135–158. 4 indexed citations
9.
Nourdin, Ivan, Giovanni Peccati, & Frédéri Viens. (2013). Comparison inequalities on Wiener space. Stochastic Processes and their Applications. 124(4). 1566–1581. 5 indexed citations
10.
Chronopoulou, Alexandra, Ciprian A. Tudor, & Frédéri Viens. (2009). Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian processes. Comptes Rendus Mathématique. 347(11-12). 663–666. 7 indexed citations
11.
Viens, Frédéri, et al.. (2008). Almost sure exponential behavior of a directed polymer in a fractional Brownian environment. Journal of Functional Analysis. 255(10). 2810–2860. 8 indexed citations
12.
Viens, Frédéri, et al.. (2008). Variations of the fractional Brownian motion via Malliavin calculus. European Journal of Medicinal Chemistry. 45(8). 3407–12. 5 indexed citations
13.
Nualart, Eulàlia & Frédéri Viens. (2008). The fractional stochastic heat equation on the circle: Time regularity and potential theory. Stochastic Processes and their Applications. 119(5). 1505–1540. 12 indexed citations
14.
Viens, Frédéri, et al.. (2007). Supremum concentration inequality and modulus of continuity for sub-nth chaos processes. Journal of Functional Analysis. 248(1). 1–26. 18 indexed citations
15.
Florescu, Ionuţ & Frédéri Viens. (2005). Stochastic Volatility: Option Pricing Using a Multinomial Recombining Tree. SSRN Electronic Journal. 2 indexed citations
16.
Florescu, Ionuţ & Frédéri Viens. (2005). A binomial tree approach to stochastic volatility driven model of the stock price. Annals of the University of Craiova Mathematics and Computer Science Series. 32. 126–142. 6 indexed citations
17.
Tindel, Samy, et al.. (2004). Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation. Journal of Functional Analysis. 217(2). 280–313. 19 indexed citations
18.
Viens, Frédéri, et al.. (2003). A Monte-Carlo method for portfolio optimization under partially observed stochastic volatility. 257–263. 8 indexed citations
19.
Tindel, Samy & Frédéri Viens. (1999). On Space-Time Regularity for the Stochastic Heat Equation on Lie Groups. Journal of Functional Analysis. 169(2). 559–603. 9 indexed citations
20.
Carmona, René, Frédéri Viens, & Stanislav Molchanov. (1996). Sharp upper bound on the almost-sure exponential behavior of a stochastic parabolic partial differential equation. Random Operators and Stochastic Equations. 4(1). 43–50. 14 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.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Daren B. H. Cline Breakdown of academic impact, for papers by J. P. Lepeltier Breakdown of academic impact, for papers by Denis Talay Breakdown of academic impact, for papers by D. L. Hanson Breakdown of academic impact, for papers by Sergio M. Focardi Breakdown of academic impact, for papers by Yury A. Kutoyants Breakdown of academic impact, for papers by Roberto Renò Breakdown of academic impact, for papers by Marco Avellaneda Breakdown of academic impact, for papers by Jan Seidler Breakdown of academic impact, for papers by Jean‐Michel Bismut
Rankless by CCL
2026