Igor Cialenco

663 total citations
30 papers, 272 citations indexed

About

Igor Cialenco is a scholar working on Finance, Mathematical Physics and Management Science and Operations Research. According to data from OpenAlex, Igor Cialenco has authored 30 papers receiving a total of 272 indexed citations (citations by other indexed papers that have themselves been cited), including 27 papers in Finance, 9 papers in Mathematical Physics and 9 papers in Management Science and Operations Research. Recurrent topics in Igor Cialenco's work include Stochastic processes and financial applications (24 papers), Credit Risk and Financial Regulations (6 papers) and Risk and Portfolio Optimization (6 papers). Igor Cialenco is often cited by papers focused on Stochastic processes and financial applications (24 papers), Credit Risk and Financial Regulations (6 papers) and Risk and Portfolio Optimization (6 papers). Igor Cialenco collaborates with scholars based in United States, Germany and Austria. Igor Cialenco's co-authors include Tomasz R. Bielecki, Sergey V. Lototsky, Qi Ye, Nathan Glatt-Holtz, Aris Protopapadakis, Zhao Zhang, Hyun-Jung Kim, Marek Rutkowski, Samuel Drapeau and Andrzej Ruszczyński and has published in prestigious journals such as SHILAP Revista de lepidopterología, Stochastic Processes and their Applications and Mathematical Finance.

In The Last Decade

Igor Cialenco

29 papers receiving 264 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Igor Cialenco United States 10 194 59 48 35 31 30 272
Li‐Hsien Sun Taiwan 8 174 0.9× 91 1.5× 43 0.9× 25 0.7× 33 1.1× 19 259
Thomas Kruse Germany 10 235 1.2× 82 1.4× 84 1.8× 31 0.9× 66 2.1× 43 381
Hongwei Long United States 11 277 1.4× 93 1.6× 45 0.9× 65 1.9× 20 0.6× 37 365
Jaya P. N. Bishwal United States 8 199 1.0× 33 0.6× 55 1.1× 37 1.1× 36 1.2× 33 298
Ariel Neufeld Singapore 6 136 0.7× 52 0.9× 64 1.3× 16 0.5× 19 0.6× 29 236
Stefan Tappe Germany 10 350 1.8× 91 1.5× 64 1.3× 73 2.1× 19 0.6× 32 403
V. Bally France 8 434 2.2× 62 1.1× 50 1.0× 74 2.1× 34 1.1× 11 515
Areski Cousin France 9 238 1.2× 78 1.3× 105 2.2× 21 0.6× 13 0.4× 26 333
Idris Kharroubi France 13 283 1.5× 85 1.4× 89 1.9× 17 0.5× 39 1.3× 28 353
Tommi Sottinen Finland 13 364 1.9× 214 3.6× 32 0.7× 55 1.6× 23 0.7× 36 467

Countries citing papers authored by Igor Cialenco

Since Specialization
Citations

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

Fields of papers citing papers by Igor Cialenco

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Igor Cialenco

This figure shows the co-authorship network connecting the top 25 collaborators of Igor Cialenco. A scholar is included among the top collaborators of Igor Cialenco 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 Igor Cialenco. Igor Cialenco 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.
Bielecki, Tomasz R., et al.. (2024). Time consistency of dynamic risk measures and dynamic performance measures generated by distortion functions. Stochastic Models. 41(2). 180–207. 1 indexed citations
2.
Bielecki, Tomasz R., Igor Cialenco, & Andrzej Ruszczyński. (2023). Risk filtering and risk-averse control of Markovian systems subject to model uncertainty. Mathematical Methods of Operations Research. 98(2). 231–268. 3 indexed citations
3.
Rudloff, Birgit, et al.. (2022). Acceptability maximization. WU Research. 1(2). 219–219. 1 indexed citations
4.
Cialenco, Igor & Hyun-Jung Kim. (2021). Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise. Stochastic Processes and their Applications. 143. 1–30. 6 indexed citations
5.
Cialenco, Igor, et al.. (2020). Drift estimation for discretely sampled SPDEs. Stochastic Partial Differential Equations Analysis and Computations. 8(4). 895–920. 17 indexed citations
6.
Bielecki, Tomasz R., et al.. (2020). Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains. Stochastics. 93(1). 130–166.
7.
Cialenco, Igor, et al.. (2019). Bayesian estimations for diagonalizable bilinear SPDEs. Stochastic Processes and their Applications. 130(2). 845–877. 3 indexed citations
8.
Cialenco, Igor, et al.. (2019). A note on parameter estimation for discretely sampled SPDEs. Stochastics and Dynamics. 20(3). 2050016–2050016. 22 indexed citations
9.
Cialenco, Igor, et al.. (2014). Hypothesis testing for stochastic PDEs driven by additive noise. Stochastic Processes and their Applications. 125(3). 819–866. 6 indexed citations
10.
Cialenco, Igor, et al.. (2014). A note on error estimation for hypothesis testing problems for some linear SPDEs. Stochastic Partial Differential Equations Analysis and Computations. 2(3). 408–431. 3 indexed citations
11.
Bielecki, Tomasz R., et al.. (2013). DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES. International Journal of Theoretical and Applied Finance. 16(1). 1350002–1350002. 12 indexed citations
12.
Bielecki, Tomasz R., et al.. (2013). COLLATERALIZED CVA VALUATION WITH RATING TRIGGERS AND CREDIT MIGRATIONS. International Journal of Theoretical and Applied Finance. 16(2). 1350009–1350009. 6 indexed citations
13.
Cialenco, Igor, et al.. (2012). Approximation of stochastic partial differential equations by a kernel-based collocation method. International Journal of Computer Mathematics. 89(18). 2543–2561. 35 indexed citations
14.
Bielecki, Tomasz R., Igor Cialenco, & Zhao Zhang. (2012). DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE. Mathematical Finance. 24(3). 411–441. 20 indexed citations
15.
Cialenco, Igor & Nathan Glatt-Holtz. (2010). Parameter estimation for the stochastically perturbed Navier–Stokes equations. Stochastic Processes and their Applications. 121(4). 701–724. 22 indexed citations
16.
Cialenco, Igor. (2010). PARAMETER ESTIMATION FOR SPDEs WITH MULTIPLICATIVE FRACTIONAL NOISE. Stochastics and Dynamics. 10(4). 561–576. 10 indexed citations
17.
Cialenco, Igor & Aris Protopapadakis. (2010). Do technical trading profits remain in the foreign exchange market? Evidence from 14 currencies. Journal of International Financial Markets Institutions and Money. 21(2). 176–206. 14 indexed citations
18.
Cialenco, Igor, et al.. (2009). ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION. Stochastics and Dynamics. 9(2). 169–185. 32 indexed citations
19.
Cialenco, Igor & Sergey V. Lototsky. (2008). Parameter estimation in diagonalizable bilinear stochastic parabolic equations. Statistical Inference for Stochastic Processes. 12(3). 203–219. 10 indexed citations
20.
Cialenco, Igor, et al.. (2006). The Reaction of Term Structure of Interest Rates to the Monetary Policy Actions. SSRN Electronic Journal. 3 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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