J.M.P. Albin
Impact in
- Finance top 5%
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Mathematical Physics top 10%
- Stochastic processes and statistical mechanics
Papers in
- Finance 20
- Stochastic processes and financial applications 17
- Financial Risk and Volatility Modeling 16
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- Stochastic processes and statistical mechanics 8
- Co-authors
- Daniela Jarušková (1 shared paper)Hyemi Choi (1 shared paper)Gennady Samorodnitsky (1 shared paper)Lanpeng Ji (1 shared paper)Enkelejd Hashorva (1 shared paper)M. R. Leadbetter (1 shared paper)
- Journals
- Stochastic Processes and their Applications (8 papers)The Annals of Probability (5 papers)The Annals of Applied Probability (2 papers)ESAIM Probability and Statistics (1 paper)Extremes (1 paper)
- Partner nations
- SwedenUnited StatesCzechia
In The Last Decade
J.M.P. Albin
23 papers receiving 294 citations
Peers
Comparison fields: 5 of 35
- Finance 238
- Mathematical Physics 114
- Statistics and Probability 82
- Management Science and Operations Research 103
- Applied Mathematics 36
Countries citing papers authored by J.M.P. Albin
This map shows the geographic impact of J.M.P. Albin'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 J.M.P. Albin with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites J.M.P. Albin more than expected).
Fields of papers citing papers by J.M.P. Albin
This network shows the impact of papers produced by J.M.P. Albin. 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 J.M.P. Albin. The network helps show where J.M.P. Albin may publish in the future.
Co-authors
The 6 scholars most cited alongside J.M.P. Albin, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 25 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 1990 | 70 | |
| 2 | 2008 | 31 | |
| 3 | 1998 | 30 | |
| 4 | 1998 | 20 | |
| 5 | 2003 | 18 | |
| 6 | 2008 | 18 | |
| 7 | 2010 | 16 | |
| 8 | 1992 | 15 | |
| 9 | 2007 | 14 | |
| 10 | 1996 | 11 | |
| 11 | 1992 | 10 | |
| 12 | 1993 | 10 | |
| 13 | 2004 | 8 | |
| 14 | 2016 | 8 | |
| 15 | 2009 | 8 | |
| 16 | 1994 | 7 | |
| 17 | 2000 | 6 | |
| 18 | 1999 | 5 | |
| 19 | 1997 | 4 | |
| 20 | 1995 | 3 |
About J.M.P. Albin
J.M.P. Albin is a scholar working on Finance, Mathematical Physics, Management Science and Operations Research, Statistics and Probability and Management, Monitoring, Policy and Law, having authored 25 papers that have together received 323 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (17 papers), Financial Risk and Volatility Modeling (16 papers), Stochastic processes and statistical mechanics (8 papers), Probability and Risk Models (6 papers), Analysis of environmental and stochastic processes (3 papers), Statistical Methods and Inference (2 papers), Bayesian Methods and Mixture Models (2 papers) and Integrated Water Resources Management (1 paper). The work is most often cited by research in Finance (238 citations), Mathematical Physics (114 citations), Statistics and Probability (82 citations), Management Science and Operations Research (103 citations) and Applied Mathematics (36 citations). J.M.P. Albin has collaborated with scholars based in Sweden, United States and Czechia. Frequent co-authors include Daniela Jarušková, Hyemi Choi, Gennady Samorodnitsky, Lanpeng Ji, Enkelejd Hashorva and M. R. Leadbetter. Their work appears in journals such as Stochastic Processes and their Applications, The Annals of Probability, The Annals of Applied Probability, ESAIM Probability and Statistics and Extremes.
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.