Mathieu Rosenbaum
Impact in
- Finance top 5%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Statistics and Probability top 5%
- Statistical Methods and Inference
- Statistical Methods and Bayesian Inference
Papers in
- Finance 25
- Financial Risk and Volatility Modeling 17
- Stochastic processes and financial applications 14
- Financial Markets and Investment Strategies 9
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- Complex Systems and Time Series Analysis 17
- Market Dynamics and Volatility 3
- Co-authors
- Alexandre B. Tsybakov (3 shared papers)Charles‐Albert Lehalle (6 shared papers)Omar El Euch (1 shared paper)Masaaki Fukasawa (1 shared paper)Alexandre Belloni (2 shared papers)Jim Gatheral (1 shared paper)Peter Tankov (1 shared paper)Paul Doukhan (1 shared paper)
- Journals
- Stochastic Processes and their Applications (2 papers)The Annals of Statistics (2 papers)Electronic Journal of Statistics (2 papers)SIAM Journal on Financial Mathematics (2 papers)Quantitative Finance (2 papers)
- Partner nations
- FranceUnited StatesUnited Kingdom
In The Last Decade
Mathieu Rosenbaum
30 papers receiving 397 citations
Peers
Comparison fields: 5 of 42
- Finance 240
- Statistics and Probability 92
- Economics and Econometrics 151
- Applied Mathematics 48
- Management Science and Operations Research 53
Countries citing papers authored by Mathieu Rosenbaum
This map shows the geographic impact of Mathieu Rosenbaum'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 Mathieu Rosenbaum with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mathieu Rosenbaum more than expected).
Fields of papers citing papers by Mathieu Rosenbaum
This network shows the impact of papers produced by Mathieu Rosenbaum. 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 Mathieu Rosenbaum. The network helps show where Mathieu Rosenbaum may publish in the future.
Co-authors
The 20 scholars most cited alongside Mathieu Rosenbaum, 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 33 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2010 | 78 | |
| 2 | 2018 | 70 | |
| 3 | 2014 | 60 | |
| 4 | 2015 | 33 | |
| 5 | 2014 | 31 | |
| 6 | 2014 | 18 | |
| 7 | 2010 | 17 | |
| 8 | 2008 | 12 | |
| 9 | 2017 | 11 | |
| 10 | 2021 | 10 | |
| 11 | 2011 | 9 | |
| 12 | 2017 | 9 | |
| 13 | 2007 | 6 | |
| 14 | 2016 | 6 | |
| 15 | 2024 | 5 | |
| 16 | 2014 | 5 | |
| 17 | 2010 | 5 | |
| 18 | Volatility and covariation estimation when microstructure noise and trading times are endogenous | 2012 | 4 |
| 19 | 2017 | 4 | |
| 20 | 2023 | 3 |
About Mathieu Rosenbaum
Mathieu Rosenbaum is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Statistics and Probability and Mathematical Physics, having authored 33 papers that have together received 417 indexed citations. Recurring topics across this work include Complex Systems and Time Series Analysis (17 papers), Financial Risk and Volatility Modeling (17 papers), Stochastic processes and financial applications (14 papers), Financial Markets and Investment Strategies (9 papers), Statistical Methods and Inference (4 papers), Market Dynamics and Volatility (3 papers), Advanced Statistical Methods and Models (2 papers) and Control Systems and Identification (2 papers). The work is most often cited by research in Finance (240 citations), Statistics and Probability (92 citations), Economics and Econometrics (151 citations), Applied Mathematics (48 citations) and Management Science and Operations Research (53 citations). Mathieu Rosenbaum has collaborated with scholars based in France, United States and United Kingdom. Frequent co-authors include Alexandre B. Tsybakov, Charles‐Albert Lehalle, Omar El Euch, Masaaki Fukasawa, Alexandre Belloni, Jim Gatheral, Peter Tankov, Paul Doukhan, Christian Y. Robert and Marc Hoffmann. Their work appears in journals such as Stochastic Processes and their Applications, The Annals of Statistics, Electronic Journal of Statistics, SIAM Journal on Financial Mathematics and Quantitative Finance.
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.