Miklós Rásonyi

1.1k total citations
66 papers, 557 citations indexed

About

Miklós Rásonyi is a scholar working on Finance, Economics and Econometrics and Statistics and Probability. According to data from OpenAlex, Miklós Rásonyi has authored 66 papers receiving a total of 557 indexed citations (citations by other indexed papers that have themselves been cited), including 51 papers in Finance, 36 papers in Economics and Econometrics and 14 papers in Statistics and Probability. Recurrent topics in Miklós Rásonyi's work include Stochastic processes and financial applications (49 papers), Economic theories and models (31 papers) and Financial Markets and Investment Strategies (15 papers). Miklós Rásonyi is often cited by papers focused on Stochastic processes and financial applications (49 papers), Economic theories and models (31 papers) and Financial Markets and Investment Strategies (15 papers). Miklós Rásonyi collaborates with scholars based in Hungary, United Kingdom and France. Miklós Rásonyi's co-authors include Paolo Guasoni, Walter Schachermayer, István Gyöngy, Sotirios Sabanis, Ying Zhang, Éric Moulines, Yuliya Mishura, Nancy H. Chau, András Horváth and Freddy Delbaen and has published in prestigious journals such as Signal Processing, Annals of Operations Research and Mathematics of Operations Research.

In The Last Decade

Miklós Rásonyi

58 papers receiving 523 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Miklós Rásonyi Hungary 12 461 297 126 48 46 66 557
Christian Bender Germany 13 528 1.1× 209 0.7× 95 0.8× 81 1.7× 50 1.1× 43 630
Dylan Possamaï France 15 486 1.1× 264 0.9× 208 1.7× 89 1.9× 28 0.6× 52 616
Huyên Pham France 14 622 1.3× 323 1.1× 186 1.5× 89 1.9× 21 0.5× 23 713
Thilo Meyer‐Brandis Norway 14 649 1.4× 316 1.1× 159 1.3× 125 2.6× 37 0.8× 47 841
Stéphane Crépey France 19 891 1.9× 191 0.6× 185 1.5× 139 2.9× 56 1.2× 67 1.0k
Éric Fournié Germany 9 517 1.1× 150 0.5× 73 0.6× 119 2.5× 53 1.2× 22 703
Nikolai Dokuchaev Australia 9 324 0.7× 176 0.6× 107 0.8× 57 1.2× 12 0.3× 97 416
Marcel Nutz United States 16 494 1.1× 249 0.8× 245 1.9× 61 1.3× 82 1.8× 43 660
Thomas Kruse Germany 10 235 0.5× 82 0.3× 84 0.7× 35 0.7× 34 0.7× 43 381
Shaolin Ji China 15 635 1.4× 227 0.8× 360 2.9× 211 4.4× 57 1.2× 59 783

Countries citing papers authored by Miklós Rásonyi

Since Specialization
Citations

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

Fields of papers citing papers by Miklós Rásonyi

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Miklós Rásonyi

This figure shows the co-authorship network connecting the top 25 collaborators of Miklós Rásonyi. A scholar is included among the top collaborators of Miklós Rásonyi 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 Miklós Rásonyi. Miklós Rásonyi 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.
2.
Rásonyi, Miklós, et al.. (2023). Taming Neural Networks with TUSLA: Nonconvex Learning via Adaptive Stochastic Gradient Langevin Algorithms. SIAM Journal on Mathematics of Data Science. 5(2). 323–345. 3 indexed citations
3.
Moulines, Éric, et al.. (2021). On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case. SIAM Journal on Mathematics of Data Science. 3(3). 959–986. 16 indexed citations
4.
Rásonyi, Miklós, et al.. (2020). On utility maximization under model uncertainty in discrete‐time markets. Mathematical Finance. 31(1). 149–175. 4 indexed citations
5.
Guasoni, Paolo, et al.. (2019). Trading Fractional Brownian Motion. SIAM Journal on Financial Mathematics. 10(3). 769–789. 13 indexed citations
6.
Rásonyi, Miklós, et al.. (2019). Robust utility maximisation in markets with transaction costs. Finance and Stochastics. 23(3). 677–696. 5 indexed citations
7.
Rásonyi, Miklós, et al.. (2017). Skorohod's representation theorem and optimal strategies for markets with frictions. Repository of the Academy's Library (Library of the Hungarian Academy of Sciences). 4 indexed citations
8.
Pennanen, Teemu, et al.. (2016). Existence of solutions in non-convex dynamic programming and optimal investment. Mathematics and Financial Economics. 11(2). 173–188. 6 indexed citations
9.
Rásonyi, Miklós, et al.. (2016). Optimal Investment under Behavioral Criteria in Incomplete Diffusion Market Models. Theory of Probability and Its Applications. 60(4). 631–646. 3 indexed citations
10.
Rásonyi, Miklós, et al.. (2015). Non-concave utility maximisation on the positive real axis in discrete time. Mathematics and Financial Economics. 9(4). 325–349. 6 indexed citations
11.
Rásonyi, Miklós. (2015). Optimal Investment with Nonconcave Utilities in Discrete-Time Markets. SIAM Journal on Financial Mathematics. 6(1). 517–529. 3 indexed citations
12.
Guasoni, Paolo & Miklós Rásonyi. (2015). Fragility of arbitrage and bubbles in local martingale diffusion models. Finance and Stochastics. 19(2). 215–231. 11 indexed citations
13.
Rásonyi, Miklós, et al.. (2014). Diversity and No Arbitrage. Stochastic Analysis and Applications. 32(5). 876–888. 1 indexed citations
14.
Guasoni, Paolo, et al.. (2012). The fundamental theorem of asset pricing under transaction costs. Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna). 37 indexed citations
15.
Horváth, András & Miklós Rásonyi. (2012). Topographic implementation of particle filters on cellular processor arrays. Signal Processing. 93(7). 1853–1863. 2 indexed citations
16.
Gyöngy, István & Miklós Rásonyi. (2011). A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients. Stochastic Processes and their Applications. 121(10). 2189–2200. 77 indexed citations
17.
Delbaen, Freddy, Miklós Rásonyi, & Christophe Stricker. (2009). Optimality and risk : modern trends in mathematical finance : the Kabanov festschrift. CERN Document Server (European Organization for Nuclear Research). 10 indexed citations
18.
Rásonyi, Miklós. (2009). Rehabilitating Fractal Models in Finance.. ERCIM news/ERCIM news online edition. 2009. 3 indexed citations
19.
Rásonyi, Miklós, et al.. (2008). Hiding the Drift. arXiv (Cornell University). 1 indexed citations
20.
Rásonyi, Miklós, et al.. (2007). Optimal Strategies and Utility-Based Prices Converge When Agents’ Preferences Do. Mathematics of Operations Research. 32(1). 102–117. 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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