Tim Gebbie

471 total citations
27 papers, 277 citations indexed

About

Tim Gebbie is a scholar working on Economics and Econometrics, Finance and Condensed Matter Physics. According to data from OpenAlex, Tim Gebbie has authored 27 papers receiving a total of 277 indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Economics and Econometrics, 14 papers in Finance and 4 papers in Condensed Matter Physics. Recurrent topics in Tim Gebbie's work include Complex Systems and Time Series Analysis (20 papers), Financial Markets and Investment Strategies (8 papers) and Financial Risk and Volatility Modeling (6 papers). Tim Gebbie is often cited by papers focused on Complex Systems and Time Series Analysis (20 papers), Financial Markets and Investment Strategies (8 papers) and Financial Risk and Volatility Modeling (6 papers). Tim Gebbie collaborates with scholars based in South Africa, United States and United Kingdom. Tim Gebbie's co-authors include George Ellis, Roy Maartens, Peter K. S. Dunsby, Daniel Polakow, Jules Kieser, Michael Harvey, Emlyn Flint and Terence L. van Zyl and has published in prestigious journals such as PLoS ONE, Annals of Physics and Physica A Statistical Mechanics and its Applications.

In The Last Decade

Tim Gebbie

24 papers receiving 262 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Tim Gebbie South Africa	8	146	95	82	66	61	27	277
A. Z. Górski Poland	13	277 1.9×	7 0.1×	72 0.9×	82 1.2×	163 2.7×	29	440
R. Hernández-Montoya Mexico	7	78 0.5×	5 0.1×	53 0.6×	39 0.6×	31 0.5×	23	176
Marcelo B. Ribeiro Brazil	14	161 1.1×	297 3.1×	12 0.1×	122 1.8×	121 2.0×	37	547
Peibiao Zhao China	10	33 0.2×	228 2.4×	45 0.5×	24 0.4×	9 0.1×	73	381
L. P. Karakatsanis Greece	9	160 1.1×	41 0.4×	32 0.4×	2 0.0×	170 2.8×	22	260
Evgenios Pavlos Greece	8	115 0.8×	33 0.3×	26 0.3×	3 0.0×	126 2.1×	18	200
A. V. Leonidov Russia	8	34 0.2×	38 0.4×	18 0.2×	133 2.0×	21 0.3×	46	193
Jan Novotný Czechia	9	51 0.3×	177 1.9×	51 0.6×	132 2.0×	35 0.6×	41	265
Tomasz Zastawniak United Kingdom	8	63 0.4×	24 0.3×	86 1.0×	2 0.0×	22 0.4×	40	233

Countries citing papers authored by Tim Gebbie

Since Specialization

Citations

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

Fields of papers citing papers by Tim Gebbie

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Tim Gebbie

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

Gebbie, Tim, et al.. (2025). Detecting discrete processes with the Epps effect. 4(0). 140–167.

Zyl, Terence L. van, et al.. (2025). The bias of IID resampled backtests for rolling window mean-variance portfolios. Investment Analysts Journal. 54(3). 338–363.

Gebbie, Tim, et al.. (2024). Non-uniformly sampled simulated price impact of an order-book. Journal of Computational and Applied Mathematics. 456. 116202–116202. 1 indexed citations

Polakow, Daniel, Tim Gebbie, & Emlyn Flint. (2023). Epistemic Limits of Empirical Finance: Causal Reductionism and Self-Reference. SSRN Electronic Journal.

Gebbie, Tim, et al.. (2021). The Epps effect under alternative sampling schemes. Physica A Statistical Mechanics and its Applications. 583. 126329–126329. 5 indexed citations

Gebbie, Tim, et al.. (2020). Malliavin--Mancino Estimators Implemented with Nonuniform Fast Fourier Transforms. SIAM Journal on Scientific Computing. 42(6). B1378–B1403. 5 indexed citations

Gebbie, Tim, et al.. (2020). Fast Super-Paramagnetic Clustering. Physica A Statistical Mechanics and its Applications. 551. 124049–124049. 2 indexed citations

Gebbie, Tim, et al.. (2020). Learning low-frequency temporal patterns for quantitative trading. arXiv (Cornell University). 1091–1099. 2 indexed citations

Gebbie, Tim, et al.. (2018). Learning zero-cost portfolio selection with pattern matching. PLoS ONE. 13(9). e0202788–e0202788. 1 indexed citations

10.

Gebbie, Tim, et al.. (2018). Can agent-based models probe market microstructure?. Physica A Statistical Mechanics and its Applications. 503. 1092–1106. 6 indexed citations

11.

Gebbie, Tim, et al.. (2016). Detecting intraday financial market states using temporal clustering. Quantitative Finance. 16(11). 1657–1678. 7 indexed citations

12.

Gebbie, Tim, et al.. (2014). Hierarchical Causality in Financial Economics. SSRN Electronic Journal. 10 indexed citations

13.

Gebbie, Tim, et al.. (2014). An unsupervised parallel genetic cluster algorithm for graphics processing units. 2 indexed citations

14.

Gebbie, Tim, et al.. (2013). Factorising Equity Returns in an Emerging Market Through Exogenous Shocks and Capital Flows. SSRN Electronic Journal. 1 indexed citations

15.

Gebbie, Tim, et al.. (2008). SERIAL CORRELATION, PERIODICITY AND SCALING OF EIGENMODES IN AN EMERGING MARKET. International Journal of Theoretical and Applied Finance. 11(7). 739–760. 5 indexed citations

16.

Gebbie, Tim, et al.. (2004). Periodicity and scaling of eigenmodes in an emerging market. arXiv (Cornell University). 4 indexed citations

17.

Gebbie, Tim, et al.. (2004). On the analysis of cross-correlations in South African market data. Physica A Statistical Mechanics and its Applications. 344(1-2). 294–298. 42 indexed citations

18.

Gebbie, Tim & George Ellis. (2000). 1+3 Covariant Cosmic Microwave Background Anisotropies I: Algebraic Relations for Mode and Multipole Expansions. Annals of Physics. 282(2). 285–320. 11 indexed citations

19.

Gebbie, Tim, Peter K. S. Dunsby, & George Ellis. (2000). 1+3 Covariant Cosmic Microwave Background Anisotropies II: The Almost-Friedmann–Lemaıtre Model. Annals of Physics. 282(2). 321–394. 13 indexed citations

20.

Maartens, Roy, Tim Gebbie, & George Ellis. (1998). Covariant cosmic microwave background anisotropies II: Nonlinear dynamics. arXiv (Cornell University). 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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