Mathieu Rosenbaum

60 total papers · 1.0k total citations
22 papers, 457 citations indexed

About

Mathieu Rosenbaum is a scholar working on Finance, Economics and Econometrics and Mathematical Physics. According to data from OpenAlex, Mathieu Rosenbaum has authored 22 papers receiving a total of 457 indexed citations (citations by other indexed papers that have themselves been cited), including 18 papers in Finance, 11 papers in Economics and Econometrics and 4 papers in Mathematical Physics. Recurrent topics in Mathieu Rosenbaum's work include Stochastic processes and financial applications (18 papers), Financial Risk and Volatility Modeling (14 papers) and Complex Systems and Time Series Analysis (9 papers). Mathieu Rosenbaum is often cited by papers focused on Stochastic processes and financial applications (18 papers), Financial Risk and Volatility Modeling (14 papers) and Complex Systems and Time Series Analysis (9 papers). Mathieu Rosenbaum collaborates with scholars based in France, United States and Japan. Mathieu Rosenbaum's co-authors include Omar El Euch, Christian Y. Robert, Andrea Pallavicini, Jim Gatheral, Masaaki Fukasawa, Sylvain Delattre, Peter Tankov, Mark Podolskij, Marc Hoffmann and Yanghui Liu and has published in prestigious journals such as Operations Research, Journal of Multivariate Analysis and Stochastic Processes and their Applications.

In The Last Decade

Mathieu Rosenbaum

21 papers receiving 436 citations

Hit Papers

The characteristic functi... 2019 2026 2021 2023 2019 40 80 120
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation benchmark for papers published in the same subfield and year, or reaches the top citation threshold in at least one of its specific research topics.

  1. The characteristic function of rough Heston models
    2019 143 citations Omar El Euch, Mathieu Rosenbaum SPIRE - Sciences Po Institutional REpository profile →

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author Last Decade Papers Cites
Mathieu Rosenbaum 424 211 44 39 31 22 457
Masaaki Fukasawa 473 1.1× 243 1.2× 53 1.2× 44 1.1× 29 0.9× 40 519
Martin Larsson 359 0.8× 168 0.8× 52 1.2× 39 1.0× 33 1.1× 39 429
Tina Hviid Rydberg 401 0.9× 211 1.0× 48 1.1× 42 1.1× 21 0.7× 10 477
A.C.F. Vorst 399 0.9× 157 0.7× 60 1.4× 36 0.9× 18 0.6× 20 530
Maria Elvira Mancino 421 1.0× 278 1.3× 18 0.4× 49 1.3× 17 0.5× 45 483
Andrew Carverhill 284 0.7× 108 0.5× 36 0.8× 29 0.7× 97 3.1× 34 483
Tai‐Ho Wang 344 0.8× 115 0.5× 56 1.3× 39 1.0× 20 0.6× 32 448
Martino Grasselli 519 1.2× 121 0.6× 159 3.6× 24 0.6× 34 1.1× 49 552
Guanghua Lian 450 1.1× 146 0.7× 128 2.9× 27 0.7× 20 0.6× 27 476
Wolfgang Runggaldier 377 0.9× 104 0.5× 60 1.4× 8 0.2× 63 2.0× 12 443

Countries citing papers authored by Mathieu Rosenbaum

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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-authorship network of co-authors of Mathieu Rosenbaum

This figure shows the co-authorship network connecting the top 25 collaborators of Mathieu Rosenbaum. A scholar is included among the top collaborators of Mathieu Rosenbaum 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 Mathieu Rosenbaum. Mathieu Rosenbaum is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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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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