Thomas Lux

2.1k total citations
54 papers, 1.1k citations indexed

About

Thomas Lux is a scholar working on Economics and Econometrics, Finance and Management Science and Operations Research. According to data from OpenAlex, Thomas Lux has authored 54 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 28 papers in Economics and Econometrics, 27 papers in Finance and 7 papers in Management Science and Operations Research. Recurrent topics in Thomas Lux's work include Complex Systems and Time Series Analysis (26 papers), Financial Risk and Volatility Modeling (20 papers) and Market Dynamics and Volatility (11 papers). Thomas Lux is often cited by papers focused on Complex Systems and Time Series Analysis (26 papers), Financial Risk and Volatility Modeling (20 papers) and Market Dynamics and Volatility (11 papers). Thomas Lux collaborates with scholars based in Germany, United States and Spain. Thomas Lux's co-authors include Rangan Gupta, Taisei Kaizoji, Michael Goldberg, Birgitte Sloth, Armin Haas, Hans Föllmer, David Colander, Ruipeng Liu, Alan Kirman and Katarina Jusélius and has published in prestigious journals such as Renewable and Sustainable Energy Reviews, PLoS ONE and Energy Economics.

In The Last Decade

Thomas Lux

52 papers receiving 1.1k citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Thomas Lux Germany 18 858 578 170 165 109 54 1.1k
Bruce Mizrach United States 19 699 0.8× 657 1.1× 126 0.7× 280 1.7× 69 0.6× 76 1.1k
Dominique Guégan France 22 803 0.9× 742 1.3× 162 1.0× 269 1.6× 146 1.3× 132 1.5k
Zhuang Xin-tian China 19 1.1k 1.3× 554 1.0× 178 1.0× 82 0.5× 369 3.4× 72 1.3k
Periklis Gogas Greece 19 829 1.0× 386 0.7× 275 1.6× 409 2.5× 102 0.9× 91 1.3k
Alessandro Spelta Italy 15 584 0.7× 316 0.5× 82 0.5× 81 0.5× 92 0.8× 59 880
A. G. Malliaris United States 18 1.3k 1.5× 817 1.4× 178 1.0× 559 3.4× 56 0.5× 98 1.6k
Yuan Liao United States 14 713 0.8× 490 0.8× 152 0.9× 263 1.6× 31 0.3× 48 1.7k
Jozef Baruník Czechia 21 1.9k 2.2× 918 1.6× 190 1.1× 496 3.0× 103 0.9× 64 2.1k
Roberto Casarin Italy 20 755 0.9× 578 1.0× 219 1.3× 361 2.2× 74 0.7× 108 1.3k
Svetlozar T. Rachev United States 24 911 1.1× 1.2k 2.2× 477 2.8× 169 1.0× 44 0.4× 84 1.8k

Countries citing papers authored by Thomas Lux

Since Specialization
Citations

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

Fields of papers citing papers by Thomas Lux

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Thomas Lux

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

All Works

20 of 20 papers shown
1.
Lux, Thomas. (2024). Estimation of regime-switching diffusions via Fourier transforms. Statistics and Computing. 34(2). 1 indexed citations
2.
Watson, Layne T., et al.. (2022). Algorithm 1028: VTMOP: Solver for Blackbox Multiobjective Optimization Problems. ACM Transactions on Mathematical Software. 48(3). 1–34. 6 indexed citations
3.
Lux, Thomas, et al.. (2022). Algorithm 1031: MQSI—Monotone Quintic Spline Interpolation. ACM Transactions on Mathematical Software. 49(1). 1–17. 2 indexed citations
4.
Xu, Li, Yili Hong, Rong Pan, et al.. (2022). Design strategies and approximation methods for high-performance computing variability management. Journal of Quality Technology. 55(1). 88–103. 2 indexed citations
5.
Lux, Thomas. (2022). Approximate Bayesian inference for agent-based models in economics: a case study. Studies in Nonlinear Dynamics and Econometrics. 27(4). 423–447. 3 indexed citations
6.
Lux, Thomas, et al.. (2019). Least-squares solutions to polynomial systems of equations with quantum annealing. Quantum Information Processing. 18(12). 8 indexed citations
7.
Lux, Thomas, Layne T. Watson, Bo Li, et al.. (2018). Predictive modeling of I/O characteristics in high performance computing systems. 8. 3 indexed citations
8.
Watson, Layne T., Thomas Lux, Li Xu, et al.. (2018). Predicting system performance by interpolation using a high-dimensional delaunay triangulation. 2. 2 indexed citations
9.
Watson, Layne T., Thomas Lux, Bo Li, et al.. (2018). Computing the Umbrella Neighbourhood of a Vertex in the Delaunay Triangulation and a Single Voronoi Cell in Arbitrary Dimension. 9. 1–8. 1 indexed citations
10.
Lux, Thomas, Layne T. Watson, Bo Li, et al.. (2017). Predictive Modeling of I/O Characteristics in High Performance Computing Systems. 3 indexed citations
11.
Lux, Thomas, et al.. (2016). Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models. Renewable and Sustainable Energy Reviews. 69. 692–704. 87 indexed citations
12.
Lux, Thomas, et al.. (2016). Contagion risk in the interbank market: a probabilistic approach to cope with incomplete structural information. Quantitative Finance. 17(1). 101–120. 20 indexed citations
13.
Lux, Thomas, et al.. (2016). Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data. Energy Economics. 56. 117–133. 90 indexed citations
14.
Lux, Thomas, et al.. (2016). Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching. International Review of Economics & Finance. 45. 559–571. 52 indexed citations
15.
Lux, Thomas, et al.. (2012). Parameter estimation and forecasting for multiplicative log-normal cascades. Physical Review E. 85(4). 46114–46114. 2 indexed citations
16.
Kenett, Dror Y., et al.. (2012). Evolvement of Uniformity and Volatility in the Stressed Global Financial Village. PLoS ONE. 7(2). e31144–e31144. 61 indexed citations
17.
18.
Lux, Thomas, et al.. (2009). STATE-OF-THE-ART PROZESSORIENTIERTER KRANKENHAUSINFORMATIONSSYSTEME. Journal of the Association for Information Systems. 689–698. 1 indexed citations
19.
Lux, Thomas. (2001). Turbulence in financial markets: the surprising explanatory power of simple cascade models. Quantitative Finance. 1(6). 632–640. 44 indexed citations
20.
Chen, Shu‐Heng, Thomas Lux, & Michele Marchesi. (1999). Testing for Non-Linear Structure in an Artificial Financial Market. RePEc: Research Papers in Economics. 2 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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