Frédéric Abergel

2.3k total citations
65 papers, 1.3k citations indexed

About

Frédéric Abergel is a scholar working on Finance, Economics and Econometrics and Applied Mathematics. According to data from OpenAlex, Frédéric Abergel has authored 65 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 32 papers in Finance, 27 papers in Economics and Econometrics and 15 papers in Applied Mathematics. Recurrent topics in Frédéric Abergel's work include Complex Systems and Time Series Analysis (21 papers), Financial Risk and Volatility Modeling (21 papers) and Stochastic processes and financial applications (18 papers). Frédéric Abergel is often cited by papers focused on Complex Systems and Time Series Analysis (21 papers), Financial Risk and Volatility Modeling (21 papers) and Stochastic processes and financial applications (18 papers). Frédéric Abergel collaborates with scholars based in France, United States and Australia. Frédéric Abergel's co-authors include Roger Témam, Anirban Chakraborti, Ioane Muni Toke, Marco Patriarca, Eduardo Casas, Xiaofei Lu, François Roueff, Jerry L. Bona, Éric Moulines and Bikas K. Chakrabarti and has published in prestigious journals such as Physica A Statistical Mechanics and its Applications, Archive for Rational Mechanics and Analysis and Journal of Differential Equations.

In The Last Decade

Frédéric Abergel

60 papers receiving 1.2k citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Frédéric Abergel France 16 524 392 304 290 232 65 1.3k
Yves Achdou France 23 361 0.7× 583 1.5× 666 2.2× 297 1.0× 141 0.6× 82 2.0k
François Delarue France 27 601 1.1× 1.8k 4.5× 202 0.7× 424 1.5× 198 0.9× 60 2.4k
Guillaume Carlier France 21 371 0.7× 229 0.6× 163 0.5× 592 2.0× 57 0.2× 74 1.7k
Jan Seidler Czechia 14 415 0.8× 1.3k 3.2× 78 0.3× 270 0.9× 326 1.4× 29 2.0k
Pierre Cardaliaguet France 26 386 0.7× 742 1.9× 140 0.5× 592 2.0× 288 1.2× 104 2.0k
Diogo A. Gomes Saudi Arabia 22 339 0.6× 744 1.9× 88 0.3× 338 1.2× 123 0.5× 96 1.4k
Peter K. Friz Germany 24 270 0.5× 1.4k 3.6× 151 0.5× 356 1.2× 188 0.8× 87 2.0k
Jan Ubøe Norway 15 228 0.4× 516 1.3× 59 0.2× 172 0.6× 112 0.5× 65 1.2k
Jens Frehse Germany 20 236 0.5× 472 1.2× 326 1.1× 878 3.0× 256 1.1× 88 1.8k
Jie Xiong China 22 276 0.5× 1.3k 3.3× 65 0.2× 164 0.6× 226 1.0× 167 1.9k

Countries citing papers authored by Frédéric Abergel

Since Specialization
Citations

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

Fields of papers citing papers by Frédéric Abergel

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Frédéric Abergel

This figure shows the co-authorship network connecting the top 25 collaborators of Frédéric Abergel. A scholar is included among the top collaborators of Frédéric Abergel 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 Frédéric Abergel. Frédéric Abergel 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.
Abergel, Frédéric, et al.. (2022). A factor-based risk model for multifactor investment strategies. The Journal of Risk.
2.
Abergel, Frédéric, Côme Huré, & Huyên Pham. (2020). Algorithmic trading in a microstructural limit order book model. Quantitative Finance. 20(8). 1263–1283. 10 indexed citations
3.
Abergel, Frédéric, et al.. (2019). Market Impact: A Systematic Study of the High Frequency Options Market. arXiv (Cornell University).
4.
Abergel, Frédéric, et al.. (2016). NONPARAMETRIC MODEL CALIBRATION FOR DERIVATIVES. HAL (Le Centre pour la Communication Scientifique Directe). 1 indexed citations
5.
Abergel, Frédéric, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, & Asim Ghosh. (2015). Econophysics and Data Driven Modelling of Market Dynamics. RePEc: Research Papers in Economics. 2 indexed citations
6.
Abergel, Frédéric, et al.. (2015). Long-Time Behavior of a Hawkes Process--Based Limit Order Book. SIAM Journal on Financial Mathematics. 6(1). 1026–1043. 31 indexed citations
7.
Loeper, Grégoire, et al.. (2015). Performance Analysis of the Optimal Strategy Under Partial Information. SSRN Electronic Journal. 1 indexed citations
8.
Moulines, Éric, et al.. (2013). Price Jump Prediction in a Limit Order Book. Journal of Mathematical Finance. 3(2). 242–255. 11 indexed citations
9.
Roueff, François, et al.. (2013). Ergodicity and Scaling Limit of a Constrained Multivariate Hawkes Process. SSRN Electronic Journal. 7 indexed citations
10.
Abergel, Frédéric, et al.. (2011). Econophysics of order-driven markets : proceedings of Econophys-Kolkata V. Springer eBooks. 2 indexed citations
11.
Abergel, Frédéric, et al.. (2011). A Mathematical Approach to Order Book Modeling. SSRN Electronic Journal. 20 indexed citations
12.
Abergel, Frédéric, et al.. (2010). Non Quadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets. SSRN Electronic Journal. 2 indexed citations
13.
Abergel, Frédéric, et al.. (2010). Optimizing a Basket against the Efficient Market Hypothesis. SSRN Electronic Journal. 1 indexed citations
14.
Bossy, Mireille, et al.. (2009). A financial engineering benchmark for performance analysis of grid middlewares. SPIRE - Sciences Po Institutional REpository.
15.
Abergel, Frédéric, et al.. (1996). Study of a nonlinear elliptic-parabolic equation with measures as data: Existence regularity and behaviour near a singularity. Nonlinear Analysis. 26(11). 1869–1887. 5 indexed citations
16.
Abergel, Frédéric, et al.. (1993). On a Dissolution-Growth Problem with Surface Tension in the Neighborhood of a Stationary Solution. SIAM Journal on Mathematical Analysis. 24(2). 299–316. 4 indexed citations
17.
Abergel, Frédéric. (1993). A geometric approach to the study of stationary free surface flows for viscous liquids. Proceedings of the Royal Society of Edinburgh Section A Mathematics. 123(2). 209–229. 3 indexed citations
18.
Abergel, Frédéric & Jerry L. Bona. (1992). A mathematical theory for viscous, free-surface flows over a perturbed plane. Archive for Rational Mechanics and Analysis. 118(1). 71–93. 20 indexed citations
19.
Abergel, Frédéric. (1990). Existence and finite dimensionality of the global attractor for evolution equations on unbounded domains. Journal of Differential Equations. 83(1). 85–108. 74 indexed citations
20.
Abergel, Frédéric & Roger Témam. (1990). On some control problems in fluid mechanics. Theoretical and Computational Fluid Dynamics. 1(6). 303–325. 330 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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