Simone Scotti

424 total citations
26 papers, 206 citations indexed

About

Simone Scotti is a scholar working on Finance, Economics and Econometrics and Mathematical Physics. According to data from OpenAlex, Simone Scotti has authored 26 papers receiving a total of 206 indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Finance, 8 papers in Economics and Econometrics and 4 papers in Mathematical Physics. Recurrent topics in Simone Scotti's work include Stochastic processes and financial applications (21 papers), Financial Risk and Volatility Modeling (14 papers) and Financial Markets and Investment Strategies (4 papers). Simone Scotti is often cited by papers focused on Stochastic processes and financial applications (21 papers), Financial Risk and Volatility Modeling (14 papers) and Financial Markets and Investment Strategies (4 papers). Simone Scotti collaborates with scholars based in France, Italy and Canada. Simone Scotti's co-authors include Ying Jiao, Chunhua Ma, Carlo Sgarra, Vathana Ly Vath, Chao Zhou, Andrea Vindigni, Simon Plass, Kenneth Murphy, Maria Elvira Mancino and Andrew Marriott and has published in prestigious journals such as European Journal of Operational Research, IEEE Communications Magazine and Energy Economics.

In The Last Decade

Simone Scotti

24 papers receiving 199 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Simone Scotti France	10	157	45	44	33	29	26	206
Ying Jiao France	10	284 1.8×	69 1.5×	38 0.9×	30 0.9×	73 2.5×	31	326
Tomoyuki Ichiba United States	10	146 0.9×	82 1.8×	79 1.8×	10 0.3×	22 0.8×	19	222
Chunhua Ma China	10	229 1.5×	43 1.0×	117 2.7×	16 0.5×	43 1.5×	18	274
Omar El Euch France	5	310 2.0×	119 2.6×	37 0.8×	47 1.4×	19 0.7×	5	330
Emmanuelle Clément France	7	295 1.9×	80 1.8×	38 0.9×	54 1.6×	46 1.6×	18	332
Tina Marquardt Germany	6	220 1.4×	88 2.0×	29 0.7×	9 0.3×	44 1.5×	9	258
Sören Christensen Germany	7	150 1.0×	65 1.4×	15 0.3×	18 0.5×	80 2.8×	46	207
Julio Cacho-Diaz Netherlands	2	245 1.6×	155 3.4×	18 0.4×	35 1.1×	22 0.8×	2	341
Caroline Hillairet France	8	75 0.5×	70 1.6×	10 0.2×	90 2.7×	56 1.9×	28	227
Nino Kordzakhia Australia	8	95 0.6×	55 1.2×	42 1.0×	4 0.1×	30 1.0×	23	225

Countries citing papers authored by Simone Scotti

Since Specialization

Citations

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

Fields of papers citing papers by Simone Scotti

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Simone Scotti

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

Scotti, Simone, et al.. (2024). The rough Hawkes Heston stochastic volatility model. Mathematical Finance. 34(4). 1197–1241. 6 indexed citations

Garcin, Matthieu, et al.. (2023). Interest Rates Term Structure Models Driven by Hawkes Processes. SIAM Journal on Financial Mathematics. 14(4). 1062–1079. 1 indexed citations

Scotti, Simone, et al.. (2022). The Rough Hawkes Heston Stochastic Volatility Model. SSRN Electronic Journal. 2 indexed citations

Brunel, Nicolas, et al.. (2022). Stochastic evolution of distributions and functional Bollinger bands. Applied Stochastic Models in Business and Industry. 38(2). 370–390.

Jiao, Ying, Chunhua Ma, Simone Scotti, & Chao Zhou. (2021). The Alpha-Heston stochastic volatility model. CINECA IRIS Institutial research information system (University of Pisa). 16 indexed citations

Scotti, Simone, et al.. (2021). A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process. Mathematics and Financial Economics. 15(4). 747–773. 16 indexed citations

Vath, Vathana Ly, et al.. (2021). Optimal harvesting under marine reserves and uncertain environment. European Journal of Operational Research. 301(3). 1181–1194. 6 indexed citations

Scotti, Simone, et al.. (2021). Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S&P500 data. SSRN Electronic Journal. 1 indexed citations

Scotti, Simone, et al.. (2018). Sensitivity analysis for marked Hawkes processes: application to CLO pricing. Mathematics and Financial Economics. 12(4). 541–559. 9 indexed citations

10.

Jiao, Ying, Chunhua Ma, & Simone Scotti. (2017). Alpha-CIR model with branching processes in sovereign interest rate modeling. Finance and Stochastics. 21(3). 789–813. 34 indexed citations

11.

Scotti, Simone, et al.. (2016). Optimal investment in markets with over and under-reaction to information. Mathematics and Financial Economics. 11(3). 299–322. 11 indexed citations

12.

Jiao, Ying, Chunhua Ma, & Simone Scotti. (2016). Alpha-CIR Model with Branching Processes in Sovereign Interest Rate Modelling. SSRN Electronic Journal. 19 indexed citations

13.

Scotti, Simone, et al.. (2016). Alternative to beta coefficients in the context of diffusions. Quantitative Finance. 17(2). 275–288. 4 indexed citations

14.

Vath, Vathana Ly, et al.. (2015). Optimal exit strategies for investment projects. Journal of Mathematical Analysis and Applications. 425(2). 666–694. 7 indexed citations

15.

Scotti, Simone, et al.. (2015). Trend detection under erroneous observations: application to quantitative financial strategies. CINECA IRIS Institutial research information system (University of Pisa). 4(3). 83–104. 1 indexed citations

16.

Scotti, Simone, et al.. (2015). Optimal Investment in Markets with Over and Under-Reaction to Information. SSRN Electronic Journal. 2 indexed citations

17.

Plass, Simon, Simone Scotti, Yongqiang Cheng, et al.. (2014). Flight trial demonstration of seamless aeronautical networking. IEEE Communications Magazine. 52(5). 119–128. 11 indexed citations

18.

Vindigni, Andrea, et al.. (2014). Uncertainty and the Politics of Employment Protection. Journal of Labor Economics. 33(1). 209–267. 11 indexed citations

19.

Vath, Vathana Ly, et al.. (2013). Optimal Liquidation of an Illiquid Asset Under Stochastic Liquidity and Regime Shifting. SSRN Electronic Journal.

20.

Vath, Vathana Ly, et al.. (2013). An Optimal Dividend and Investment Control Problem under Debt Constraints. SIAM Journal on Financial Mathematics. 4(1). 297–326. 14 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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