T. R. Hurd

1.8k total citations · 1 hit paper
47 papers, 1.1k citations indexed

About

T. R. Hurd is a scholar working on Finance, Nuclear and High Energy Physics and Economics and Econometrics. According to data from OpenAlex, T. R. Hurd has authored 47 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Finance, 14 papers in Nuclear and High Energy Physics and 12 papers in Economics and Econometrics. Recurrent topics in T. R. Hurd's work include Stochastic processes and financial applications (13 papers), Black Holes and Theoretical Physics (13 papers) and Banking stability, regulation, efficiency (11 papers). T. R. Hurd is often cited by papers focused on Stochastic processes and financial applications (13 papers), Black Holes and Theoretical Physics (13 papers) and Banking stability, regulation, efficiency (11 papers). T. R. Hurd collaborates with scholars based in Canada, United States and Ireland. T. R. Hurd's co-authors include S. Haykin, Ienkaran Arasaratnam, J. Dimock, Yacine Aı̈t-Sahalia, Alexey Kuznetsov, James P. Gleeson, Matheus R. Grasselli, Xuping Zhang, David Brydges and Jingping Yang and has published in prestigious journals such as PLoS ONE, Physics Letters B and IEEE Transactions on Signal Processing.

In The Last Decade

T. R. Hurd

42 papers receiving 1.0k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations

2010 468 citations Ienkaran Arasaratnam, S. Haykin et al. IEEE Transactions on Signal Processing profile →

Peers

T. R. Hurd

AI

FINAN

AE

CSE

EE

B. W. Stuck United States

Juan‐Pablo Ortega France

Justin Sirignano United States

Guillermo Fernández‐Anaya Mexico

Italo Capuzzo-Dolcetta Italy

V. Yu. Korolev Russia

Anton Schίck United States

M. M. Rao United States

Chii-Ruey Hwang Taiwan

William M. McEneaney United States

B. W. Stuck United States

T. R. Hurd

157 ×0.4

AI

354 ×1.0

FINAN

39 ×0.2

AE

76 ×0.5

CSE

229 ×1.5

EE

Citations per year, relative to T. R. Hurd T. R. Hurd (= 1×) peers B. W. Stuck

Countries citing papers authored by T. R. Hurd

Since Specialization

Citations

This map shows the geographic impact of T. R. Hurd'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 T. R. Hurd with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites T. R. Hurd more than expected).

Fields of papers citing papers by T. R. Hurd

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by T. R. Hurd. 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 T. R. Hurd. The network helps show where T. R. Hurd may publish in the future.

Co-authorship network of co-authors of T. R. Hurd

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

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Hurd, T. R.. (2023). Systemic cascades on inhomogeneous random financial networks. Mathematics and Financial Economics. 17(1). 1–21. 1 indexed citations

2.

Feinstein, Zachary & T. R. Hurd. (2023). Contingent Convertible Obligations and Financial Stability. SIAM Journal on Financial Mathematics. 14(1). 158–187.

3.

Rigobon, Daniel E., et al.. (2022). Business Closures and (Re)Openings in Real-Time Using Google Places: Proof of Concept. Journal of risk and financial management. 15(4). 183–183. 3 indexed citations

4.

Hurd, T. R., et al.. (2021). Impact of asymptomatic COVID-19 carriers on pandemic policy outcomes. Infectious Disease Modelling. 7(1). 16–29. 4 indexed citations

5.

Hurd, T. R.. (2020). COVID-19: Analytics of contagion on inhomogeneous random social networks. Infectious Disease Modelling. 6. 75–90. 5 indexed citations

6.

Hurd, T. R., James P. Gleeson, & Sergey Melnik. (2017). A framework for analyzing contagion in assortative banking networks. PLoS ONE. 12(2). e0170579–e0170579. 8 indexed citations

7.

Aı̈t-Sahalia, Yacine & T. R. Hurd. (2012). Portfolio Choice in Markets with Contagion. SSRN Electronic Journal. 10 indexed citations

8.

Grasselli, Martino & T. R. Hurd. (2010). Math 774 - Credit Risk Modeling.

9.

Grasselli, Matheus R. & T. R. Hurd. (2010). The Fields Institute: thematic program on Quantitative Finance: foundations and applications – January to June, 2010. Quantitative Finance. 11(1). 21–29.

10.

Arasaratnam, Ienkaran, S. Haykin, & T. R. Hurd. (2010). Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations. IEEE Transactions on Signal Processing. 58(10). 4977–4993. 468 indexed citations breakdown →

11.

Hurd, T. R. & Alexey Kuznetsov. (2009). On the First Passage time for Brownian Motion Subordinated by a Lévy Process. Journal of Applied Probability. 46(1). 181–198. 2 indexed citations

12.

Hurd, T. R. & Alexey Kuznetsov. (2009). On the First Passage time for Brownian Motion Subordinated by a Lévy Process. Journal of Applied Probability. 46(1). 181–198. 17 indexed citations

13.

Aı̈t-Sahalia, Yacine, Julio Cacho-Diaz, & T. R. Hurd. (2009). Portfolio Choice with Jumps: A Closed-form Solution. Annals of Applied Probability 19:556–84. 1 indexed citations

14.

Grasselli, Matheus R. & T. R. Hurd. (2007). Indifference Pricing and Hedging for Volatility Derivatives. Applied Mathematical Finance. 14(4). 303–317. 18 indexed citations

15.

Hurd, T. R. & Alexey Kuznetsov. (2005). Fast CDO Computations in the Affine Markov Chain Model. 14 indexed citations

16.

Dimock, J. & T. R. Hurd. (2000). Sine-Gordon Revisited. Annales Henri Poincaré. 1(3). 499–541. 15 indexed citations

17.

Dimock, J. & T. R. Hurd. (1993). Construction of the two-dimensional sine-Gordon model for β<8π. Communications in Mathematical Physics. 156(3). 547–580. 10 indexed citations

18.

Hurd, T. R.. (1989). Soft breaking of gauge invariance in regularized quantum electrodynamics. Communications in Mathematical Physics. 125(3). 515–526. 7 indexed citations

19.

Hurd, T. R.. (1985). The projective geometry of simple cosmological models. Proceedings of the Royal Society of London A Mathematical and Physical Sciences. 397(1813). 233–243. 5 indexed citations

20.

Hughston, Lane P. & T. R. Hurd. (1981). A cohomological description of massive fields. Proceedings of the Royal Society of London A Mathematical and Physical Sciences. 378(1772). 141–154. 5 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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