Neil Chriss

5.2k citations
16 papers · 3.0k indexed · 3 hit papers · h-index 8
Topics
Financial Markets and Investment Strategies (7 papers)Stochastic processes and financial applications (5 papers)Advanced Algebra and Geometry (4 papers)
Partner nations
United StatesCanadaItaly

In The Last Decade

Neil Chriss

15 papers receiving 2.7k citations

Hit Papers

An Introduction to Econophysics: Correlations and Complex...200020262008201720002001200950010001.5k

Peers

Neil Chriss
Comparison fields: 5 of 103
  • Economics and Econometrics 1.9k
  • Finance 1.6k
  • Statistical and Nonlinear Physics 691
  • Management Science and Operations Research 478
  • Mathematical Physics 258
Replace L. C. G. Rogers with:
L. C. G. Rogers United Kingdom
Marc Yor France
Ν. H. Bingham United Kingdom
Daniel Revuz France
Olav Kallenberg United States
Marc Yor France
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Svetlozar T. Rachev United States
Jean‐Michel Lasry France
Daniel W. Stroock United States
Neil Chriss relative to L. C. G. Rogers United Kingdom L. C. G. Rogers's profile →
Citations per field
00.5×1.5×
L. C. G. Rogers · 1×
Citations per year

Countries citing papers authored by Neil Chriss

Since Specialization
Citations

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

Fields of papers citing papers by Neil Chriss

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Neil Chriss

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

All Works

16 of 16 papers shown
#WorkIndexed citations
1
Representation Theory and Complex Geometrybreakdown →
264
2 8
3 2
4 4
5
Competitive Bids for Principal Program Trades
0
6
Optimal execution of portfolio transactionsbreakdown →
846
7
An Introduction to Econophysics: Correlations and Complexity in Financebreakdown →
1613
8
Market Risk for Volatility and Variance Swaps
14
9 1
10 1
11
5
12
The Black Scholes and Beyond Interactive Toolkit: A Step-by-Step Guide to In-Depth Option Pricing Models
1
13 1
14 90
15
Black-Scholes and Beyond: Option Pricing Models
88
16 17

About Neil Chriss

Neil Chriss is a scholar working on Finance, Algebra and Number Theory and Mathematical Physics, having authored 16 papers that have together received 3.0k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (7 papers), Stochastic processes and financial applications (5 papers) and Advanced Algebra and Geometry (4 papers). The work is most often cited by research in Finance (1.6k citations), Economics and Econometrics (1.9k citations) and Statistical and Nonlinear Physics (691 citations). Neil Chriss has collaborated with scholars based in United States, Canada and Italy. Frequent co-authors include Rosario N. Mantegna, H. Eugene Stanley, Robert Almgren, Victor Ginzburg, Emanuel Derman, Iraj Kani, C. Edward Bowers, M. Campbell, B. Denby and F. Bedeschi. Their work appears in journals such as Physics Today, IEEE Transactions on Nuclear Science and Pacific Journal of Mathematics.

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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