Xavier Warin

1.8k citations
37 papers · 781 indexed · h-index 11

Impact in

  • Finance top 1%
    • Stochastic processes and financial applications
    • Financial Risk and Volatility Modeling

Papers in

Xavier Warin

34 papers receiving 737 citations

Peers

Xavier Warin
Comparison fields: 5 of 75
  • Finance 525
  • Numerical Analysis 76
  • Statistical and Nonlinear Physics 163
  • Modeling and Simulation 57
  • Statistics and Probability 90
Replace Huyên Pham with:
Huyên Pham France
Martin Hutzenthaler Germany
Francesco Russo France
Steffen Dereich Germany
S. R. Srinivasa Varadhan United States
Andreas Neuenkirch Germany
Reiichiro Kawai Japan
Yuliya Mishura Ukraine
Francesca Biagini Germany
Zoran Vondraček Croatia
Xavier Warin relative to Huyên Pham France Huyên Pham's profile →
Citations per field
00.5×1.5×1.8×
Huyên Pham · 1×
Citations per year

Countries citing papers authored by Xavier Warin

Since Specialization
Citations

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

Fields of papers citing papers by Xavier Warin

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network

The 19 scholars most cited alongside Xavier Warin, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Xavier Warin Line = papers co-authored together Xavier Warin links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown
#Work
1 20240
2 20240
3 20237
4 20232
5 20233
6 20221
7 202215
8 202210
9 20217
10 20201
11 20193
12 201829
13 20175
14 201716
15 20163
16 20151
17 200824
18
Stochastic control optimization and simulation applied to energy management: From 1-dimensional to N-dimensional problem distributions, on clusters and Blue Gene supercomputers. Rapport WP6.1 - III
20082
19 2005235
20 19976

About Xavier Warin

Xavier Warin is a scholar working on Finance, Statistical and Nonlinear Physics, Statistics, Probability and Uncertainty, Statistics and Probability and Computational Mechanics, having authored 37 papers that have together received 781 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (23 papers), Model Reduction and Neural Networks (9 papers), Fluid Dynamics and Turbulent Flows (8 papers), Risk and Portfolio Optimization (6 papers), Financial Risk and Volatility Modeling (5 papers), Economic theories and models (5 papers), Probabilistic and Robust Engineering Design (4 papers) and Smart Grid Energy Management (3 papers). The work is most often cited by research in Finance (525 citations), Numerical Analysis (76 citations), Statistical and Nonlinear Physics (163 citations), Modeling and Simulation (57 citations) and Statistics and Probability (90 citations). Xavier Warin has collaborated with scholars based in France, United Kingdom and United States. Frequent co-authors include Emmanuel Gobet, Huyên Pham, Côme Huré, Nizar Touzi, Nicolas Langrené, Bruno Bouchard, Xiaolu Tan, Dylan Possamaï, Peter Tankov and Huyên Pham. Their work appears in journals such as The Journal of Computational Finance, Journal of Scientific Computing, SIAM Journal on Financial Mathematics, Finance and Stochastics and The Annals of Applied Probability.

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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