Mihai Cucuringu

1.4k total citations
68 papers, 568 citations indexed

About

Mihai Cucuringu is a scholar working on Economics and Econometrics, Finance and Management Science and Operations Research. According to data from OpenAlex, Mihai Cucuringu has authored 68 papers receiving a total of 568 indexed citations (citations by other indexed papers that have themselves been cited), including 28 papers in Economics and Econometrics, 27 papers in Finance and 22 papers in Management Science and Operations Research. Recurrent topics in Mihai Cucuringu's work include Complex Systems and Time Series Analysis (19 papers), Stock Market Forecasting Methods (15 papers) and Financial Risk and Volatility Modeling (15 papers). Mihai Cucuringu is often cited by papers focused on Complex Systems and Time Series Analysis (19 papers), Stock Market Forecasting Methods (15 papers) and Financial Risk and Volatility Modeling (15 papers). Mihai Cucuringu collaborates with scholars based in United Kingdom, United States and Slovakia. Mihai Cucuringu's co-authors include Amit Singer, Sang Hoon Lee, Mason A. Porter, Yaron Lipman, Gesine Reinert, Milena Vuletić, Rama Cont, Yihuang Zhang, Zhongmin Qian and Robert S. Strichartz and has published in prestigious journals such as Management Science, Pattern Recognition and Machine Learning.

In The Last Decade

Mihai Cucuringu

55 papers receiving 542 citations

Peers

Mihai Cucuringu
Achim Klenke Germany
Ramón Gutiérrez Jáimez Spain
Noureddine El Karoui United States
Łukasz Szpruch United Kingdom
Charalambos D. Charalambous Cyprus
Günter Last Germany
Marc Lelarge France
Yuliy Baryshnikov United States
Nino Antulov-Fantulin Switzerland
Peter Spreij Netherlands
Achim Klenke Germany
Mihai Cucuringu
Citations per year, relative to Mihai Cucuringu Mihai Cucuringu (= 1×) peers Achim Klenke

Countries citing papers authored by Mihai Cucuringu

Since Specialization
Citations

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

Fields of papers citing papers by Mihai Cucuringu

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Mihai Cucuringu

This figure shows the co-authorship network connecting the top 25 collaborators of Mihai Cucuringu. A scholar is included among the top collaborators of Mihai Cucuringu 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 Mihai Cucuringu. Mihai Cucuringu 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
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Cucuringu, Mihai, et al.. (2025). DeltaLag: Learning Dynamic Lead-Lag Patterns in Financial Markets. 422–430.
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Cucuringu, Mihai, et al.. (2025). LLM Embedding for Regression Priors. 220–228.
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Cont, Rama, et al.. (2025). Tail-GAN: Learning to Simulate Tail Risk Scenarios. Management Science. 2 indexed citations
6.
Cucuringu, Mihai, et al.. (2024). Forecasting realized volatility with spillover effects: Perspectives from graph neural networks. International Journal of Forecasting. 41(1). 377–397. 2 indexed citations
7.
Cucuringu, Mihai, et al.. (2024). Graph-Based Methods for Forecasting Realized Covariances. Journal of Financial Econometrics. 23(2). 1 indexed citations
8.
Cucuringu, Mihai, et al.. (2024). Clustering Uniswap v3 traders from their activity on multiple liquidity pools, via novel graph embeddings. RePEc: Research Papers in Economics. 6(1). 113–143. 2 indexed citations
9.
Vuletić, Milena, et al.. (2024). Fin-GAN: forecasting and classifying financial time series via generative adversarial networks. Quantitative Finance. 24(2). 175–199. 26 indexed citations
10.
Cucuringu, Mihai, et al.. (2023). Cryptocurrency volatility forecasting using commonality in intraday volatility. 436–444. 2 indexed citations
11.
Cucuringu, Mihai, et al.. (2023). The GNAR-edge model: a network autoregressive model for networks with time-varying edge weights. Journal of Complex Networks. 11(6). 3 indexed citations
12.
Calinescu, Anisoara, et al.. (2023). Order Flow Decomposition for Price Impact Analysis in Equity Limit Order Books. 637–645. 1 indexed citations
13.
Zhang, Yihuang, et al.. (2023). Volatility Forecasting with Machine Learning and Intraday Commonality. Journal of Financial Econometrics. 22(2). 492–530. 15 indexed citations
14.
Cont, Rama, et al.. (2023). Cross-impact of order flow imbalance in equity markets. Quantitative Finance. 23(10). 1373–1393. 9 indexed citations
15.
Cucuringu, Mihai, et al.. (2023). Multireference Alignment for Lead-Lag Detection in Multivariate Time Series and Equity Trading. SSRN Electronic Journal. 1 indexed citations
16.
Cucuringu, Mihai, et al.. (2023). Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models. SSRN Electronic Journal. 5 indexed citations
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Cont, Rama, et al.. (2023). Limit Order Book Simulation with Generative Adversarial Networks. SSRN Electronic Journal. 4 indexed citations
18.
Basile, Pierpaolo, et al.. (2021). DUKweb, diachronic word representations from the UK Web Archive corpus. CINECA IRIS Institutional Research Information System (University of Bari Aldo Moro). 1 indexed citations
19.
Cucuringu, Mihai, et al.. (2019). Mining the UK Web Archive for Semantic Change Detection. Warwick Research Archive Portal (University of Warwick). 1212–1221. 13 indexed citations
20.
Cucuringu, Mihai, Ioannis Koutis, Sanjay Chawla, Gary L. Miller, & Richard Peng. (2016). Simple and Scalable Constrained Clustering: a Generalized Spectral Method. Oxford University Research Archive (ORA) (University of Oxford). 445–454. 16 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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