Raphaël Douady

710 total citations
32 papers, 363 citations indexed

About

Raphaël Douady is a scholar working on Finance, Economics and Econometrics and Geometry and Topology. According to data from OpenAlex, Raphaël Douady has authored 32 papers receiving a total of 363 indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Finance, 14 papers in Economics and Econometrics and 3 papers in Geometry and Topology. Recurrent topics in Raphaël Douady's work include Complex Systems and Time Series Analysis (9 papers), Financial Risk and Volatility Modeling (9 papers) and Stochastic processes and financial applications (8 papers). Raphaël Douady is often cited by papers focused on Complex Systems and Time Series Analysis (9 papers), Financial Risk and Volatility Modeling (9 papers) and Stochastic processes and financial applications (8 papers). Raphaël Douady collaborates with scholars based in France, United States and Colombia. Raphaël Douady's co-authors include Nassim N. Taleb, Dimitris Andriosopoulos, Kostas Andriosopoulos, Marc Yor, Albert N. Shiryaev, Alfredo M. Ozorio de Almeida, Gordon Ritter, Alexander S. Cherny, Rupert Read and Stanislav Molchanov and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Banking & Finance and Physica D Nonlinear Phenomena.

In The Last Decade

Raphaël Douady

28 papers receiving 337 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Raphaël Douady France	8	171	115	66	56	52	32	363
Andrew Carverhill Hong Kong	11	285 1.7×	108 0.9×	50 0.8×	77 1.4×	24 0.5×	34	483
Jesús Marı́n-Solano Spain	12	107 0.6×	180 1.6×	81 1.2×	35 0.6×	88 1.7×	28	398
Branko Urošević Serbia	14	299 1.7×	300 2.6×	48 0.7×	138 2.5×	112 2.2×	57	594
Matheus R. Grasselli Canada	12	141 0.8×	181 1.6×	24 0.4×	18 0.3×	34 0.7×	28	325
Giulia Rotundo Italy	13	96 0.6×	203 1.8×	125 1.9×	23 0.4×	41 0.8×	41	367
Hamed Amini United States	11	177 1.0×	127 1.1×	83 1.3×	24 0.4×	57 1.1×	43	336
Stathis Tompaidis United States	14	511 3.0×	407 3.5×	62 0.9×	160 2.9×	71 1.4×	42	757
Michel Vellekoop Netherlands	10	180 1.1×	145 1.3×	57 0.9×	16 0.3×	70 1.3×	40	458
Lars Jaeger Germany	10	105 0.6×	125 1.1×	94 1.4×	26 0.5×	26 0.5×	23	381

Countries citing papers authored by Raphaël Douady

Since Specialization

Citations

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

Fields of papers citing papers by Raphaël Douady

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Raphaël Douady

This figure shows the co-authorship network connecting the top 25 collaborators of Raphaël Douady. A scholar is included among the top collaborators of Raphaël Douady 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 Raphaël Douady. Raphaël Douady 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

Douady, Raphaël, et al.. (2022). Artificial Intelligence for Financial Markets. HAL (Le Centre pour la Communication Scientifique Directe). 1 indexed citations

Douady, Raphaël, et al.. (2021). Tempered stable processes with time-varying exponential tails. HAL (Le Centre pour la Communication Scientifique Directe). 4 indexed citations

Douady, Raphaël, et al.. (2017). Introduction. Accounting Economics and Law - A Convivium. 7(2). 13–15. 1 indexed citations

Douady, Raphaël, et al.. (2017). Financial Regulation in the EU. HAL (Le Centre pour la Communication Scientifique Directe). 4 indexed citations

Douady, Raphaël, et al.. (2015). On the super-additivity and estimation biases of quantile contributions. Physica A Statistical Mechanics and its Applications. 429. 252–260. 1 indexed citations

Taleb, Nassim N. & Raphaël Douady. (2013). Mathematical definition, mapping, and detection of (anti)fragility. Quantitative Finance. 13(11). 1677–1689. 89 indexed citations

Douady, Raphaël, et al.. (2012). The Whys of the Lois: Libor-Ois Liquidity Spread and the Volatility of Refinancing Rates. SSRN Electronic Journal. 1 indexed citations

Douady, Raphaël, et al.. (2011). Financial Crisis Dynamics: Attempt to Define a Market Instability Indicator. SSRN Electronic Journal. 4 indexed citations

Douady, Raphaël, et al.. (2011). Financial Crisis and Contagion: A Dynamical Systems Approach. SSRN Electronic Journal. 2 indexed citations

10.

Douady, Raphaël, et al.. (2010). The StressVaR: A New Risk Concept for ExtremeRisk and Fund Allocation. The Journal of Alternative Investments. 13(3). 10–23. 1 indexed citations

11.

Douady, Raphaël, et al.. (2009). The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation. SSRN Electronic Journal. 1 indexed citations

12.

Cherny, Alexander S., Raphaël Douady, & Stanislav Molchanov. (2008). On Measuring Nonlinear Risk with Scarce Observations. SSRN Electronic Journal. 1 indexed citations

13.

Cherny, Alexander S., Raphaël Douady, & Stanislav Molchanov. (2008). On Measuring Hedge Fund Risk. SSRN Electronic Journal. 3 indexed citations

14.

Bardos, Claude, Raphaël Douady, & A. V. Fursikov. (2002). Static Hedging of Barrier Options with a Smile: An Inverse Problem. ESAIM Control Optimisation and Calculus of Variations. 8. 127–142. 3 indexed citations

15.

Douady, Raphaël. (2002). A rating-based model for credit derivatives. 11 indexed citations

16.

Douady, Raphaël. (2001). Yield Curve Smoothing and Residual Variance of Fixed Income Positions. SSRN Electronic Journal.

17.

Douady, Raphaël, Albert N. Shiryaev, & Marc Yor. (2000). On Probability Characteristics of "Downfalls" in a Standard Brownian Motion. Theory of Probability and Its Applications. 44(1). 29–38. 42 indexed citations

18.

Douady, Raphaël. (1999). CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION. International Journal of Theoretical and Applied Finance. 2(1). 17–42. 22 indexed citations

19.

Douady, Raphaël. (1988). Regular dependence of invariant curves and Aubry–Mather sets of twist maps of an annulus. Ergodic Theory and Dynamical Systems. 8(4). 555–584. 1 indexed citations

20.

Ritter, Gordon, Alfredo M. Ozorio de Almeida, & Raphaël Douady. (1987). Analytical determination of unstable periodic orbits in area preserving maps. Physica D Nonlinear Phenomena. 29(1-2). 181–190. 27 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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