Simona Sanfelici
- Finance top 5%
- Stochastic processes and financial applications 24
- Financial Risk and Volatility Modeling 21
- Capital Investment and Risk Analysis 5
- Economics and Econometrics top 10%
- Complex Systems and Time Series Analysis 7
- Market Dynamics and Volatility 5
- Statistics and Probability top 10%
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- Monetary Policy and Economic Impact 4
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- Advanced Mathematical Modeling in Engineering 4
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- Fluid Dynamics and Turbulent Flows 3
Simona Sanfelici
32 papers receiving 286 citations
Peers
Comparison fields: 5 of 46
- Finance 250
- Economics and Econometrics 134
- Numerical Analysis 22
- Statistics and Probability 27
- General Economics, Econometrics and Finance 22
Countries citing papers authored by Simona Sanfelici
This map shows the geographic impact of Simona Sanfelici'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 Simona Sanfelici with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Simona Sanfelici more than expected).
Fields of papers citing papers by Simona Sanfelici
This network shows the impact of papers produced by Simona Sanfelici. 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 Simona Sanfelici. The network helps show where Simona Sanfelici may publish in the future.
Co-authorship network
The 7 scholars most cited alongside Simona Sanfelici, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2024 | 0 | |
| 2 | 2024 | 3 | |
| 3 | 2024 | 0 | |
| 4 | 2023 | 2 | |
| 5 | 2022 | 4 | |
| 6 | 2020 | 8 | |
| 7 | 2020 | 3 | |
| 8 | 2020 | 1 | |
| 9 | 2019 | 8 | |
| 10 | 2017 | 18 | |
| 11 | 2016 | 0 | |
| 12 | 2014 | 7 | |
| 13 | 2013 | 2 | |
| 14 | 2013 | 1 | |
| 15 | Robustness of Fourier Estimator of Integrated Volatility in the Presence of Microstructure Noise | 2008 | 11 |
| 16 | 2008 | 8 | |
| 17 | Optimal Impulse Control on an Unbounded Domain with Nonlinear Cost Functions | 2004 | 2 |
| 18 | 2004 | 8 | |
| 19 | Practical Problems in the Numerical Solution of PDE's in Finance | 2002 | 5 |
| 20 | 2002 | 20 |
About Simona Sanfelici
Simona Sanfelici is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance, having authored 36 papers that have together received 301 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (24 papers), Financial Risk and Volatility Modeling (21 papers), Complex Systems and Time Series Analysis (7 papers), Market Dynamics and Volatility (5 papers), Capital Investment and Risk Analysis (5 papers), Advanced Mathematical Modeling in Engineering (4 papers), Monetary Policy and Economic Impact (4 papers) and Fluid Dynamics and Turbulent Flows (3 papers). The work is most often cited by research in Finance (250 citations), Economics and Econometrics (134 citations) and Numerical Analysis (22 citations). Simona Sanfelici has collaborated with scholars based in Italy, Spain and Japan. Frequent co-authors include Maria Elvira Mancino, Maria Cristina Recchioni, Marianito R. Rodrigo, Aldo Tagliani, Gianluca Fusai, Elisa Alòs and A. Aimi. Their work appears in journals such as SIAM Journal on Applied Mathematics, International Journal of Forecasting and Computational Statistics & Data Analysis.
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.