Perwez Shahabuddin

4.1k total citations
61 papers, 2.7k citations indexed

About

Perwez Shahabuddin is a scholar working on Management Science and Operations Research, Management Information Systems and Finance. According to data from OpenAlex, Perwez Shahabuddin has authored 61 papers receiving a total of 2.7k indexed citations (citations by other indexed papers that have themselves been cited), including 44 papers in Management Science and Operations Research, 19 papers in Management Information Systems and 18 papers in Finance. Recurrent topics in Perwez Shahabuddin's work include Probability and Risk Models (38 papers), Advanced Queuing Theory Analysis (19 papers) and Financial Risk and Volatility Modeling (14 papers). Perwez Shahabuddin is often cited by papers focused on Probability and Risk Models (38 papers), Advanced Queuing Theory Analysis (19 papers) and Financial Risk and Volatility Modeling (14 papers). Perwez Shahabuddin collaborates with scholars based in United States, Netherlands and India. Perwez Shahabuddin's co-authors include Philip Heidelberger, Dinkar Sitaram, Paul Glasserman, A. Dan, Asit Dan, Sandeep Juneja, Tim Zajic, V.F. Nicola, Peter W. Glynn and Joseph L. Hellerstein and has published in prestigious journals such as IEEE Transactions on Automatic Control, Management Science and Brain Research.

In The Last Decade

Perwez Shahabuddin

61 papers receiving 2.5k citations

Peers

Countries citing papers authored by Perwez Shahabuddin

Since Specialization

Citations

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

Fields of papers citing papers by Perwez Shahabuddin

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Perwez Shahabuddin

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

All Works

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20 of 20 papers shown

#	Work	Indexed citations
1	Fast Simulation of Multifactor Portfolio Credit Risk 2008 ·Operations Research ·Paul Glasserman, Wanmo Kang, Perwez Shahabuddin	50
2	A unified approach for finite-dimensional, rare-event Monte Carlo simulation 2004 ·Winter Simulation Conference ·Zhi Gao Huang, Perwez Shahabuddin	5
3	Rare-event, heavy-tailed simulations using hazard function transformations, with applications to value-at-risk 2004 ·Zhi Gao Huang, Perwez Shahabuddin	6
4	New simulation methodology for risk analysis: rare-event, heavy-tailed simulations using hazard function transformations, with applications to value-at-risk 2003 ·Winter Simulation Conference ·Zhi Gao Huang, Perwez Shahabuddin	5
5	Value-at-risk with heavy-tailed risk factors 2002 ·Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin	2
6	Simulating heavy tailed processes using delayed hazard rate twisting 2002 ·ACM Transactions on Modeling and Computer Simulation ·Sandeep Juneja, Perwez Shahabuddin	72
7	Portfolio Value‐at‐Risk with Heavy‐Tailed Risk Factors 2002 ·Mathematical Finance ·Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin	26
8	Statistical tools for simulation design and analysis: simulating ruin probabilities in insurance risk processes with subexponential claims 2001 ·Winter Simulation Conference ·(unknown), Perwez Shahabuddin	2
9	Efficient Monte Carlo methods for value-at-risk 2001 ·Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin	25
10	A statistical approach to predictive detection 2001 ·Computer Networks ·Joseph L. Hellerstein, Fan Zhang, Perwez Shahabuddin	72
11	Simulating GI/GI/1 queues and insurance risk processes with subexponential distributions 2000 ·Winter Simulation Conference ·(unknown), Perwez Shahabuddin	9
12	Variance reduction techniques for value-at-risk with heavy-tailed risk factors 2000 ·Winter Simulation Conference ·Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin	6
13	Asymptotically Optimal Importance Sampling and Stratification for Pricing Path‐Dependent Options 1999 ·Mathematical Finance ·Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin	154
14	Characterizing Normal Operation of a Web Server: Application to Workload Forecasting and Problem Determination. 1998 ·Int. CMG Conference ·Joseph L. Hellerstein, Fan Zhang, Perwez Shahabuddin	15
15	A large deviations perspective on the efficiency of multilevel splitting 1998 ·IEEE Transactions on Automatic Control ·Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin, Tim Zajic	50
16	Gaussian importance sampling and stratification: computational issues 1998 ·Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin	3
17	Splitting for rare event simulation 1996 ·Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin, Tim Zajic	54
18	Fast simulation of packet loss rates in communication networks with priorities 1994 ·Winter Simulation Conference ·Perwez Shahabuddin	3
19	Fast transient simulation of Markovian models of highly dependable systems 1994 ·Performance Evaluation ·Perwez Shahabuddin	27
20	Techniques for Fast Simulation of Highly Dependable Systems 1993 ·Brain Research ·V.F. Nicola, Perwez Shahabuddin	12

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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