Yuri A. Katz

410 total citations
18 papers, 251 citations indexed

About

Yuri A. Katz is a scholar working on Economics and Econometrics, Finance and Computational Theory and Mathematics. According to data from OpenAlex, Yuri A. Katz has authored 18 papers receiving a total of 251 indexed citations (citations by other indexed papers that have themselves been cited), including 12 papers in Economics and Econometrics, 8 papers in Finance and 7 papers in Computational Theory and Mathematics. Recurrent topics in Yuri A. Katz's work include Complex Systems and Time Series Analysis (9 papers), Topological and Geometric Data Analysis (7 papers) and Financial Risk and Volatility Modeling (5 papers). Yuri A. Katz is often cited by papers focused on Complex Systems and Time Series Analysis (9 papers), Topological and Geometric Data Analysis (7 papers) and Financial Risk and Volatility Modeling (5 papers). Yuri A. Katz collaborates with scholars based in United States, Sweden and Israel. Yuri A. Katz's co-authors include Marian Gidea, Josep Vives and N. V. Shokhirev and has published in prestigious journals such as Physica A Statistical Mechanics and its Applications, Communications in Nonlinear Science and Numerical Simulation and Journal of Marine Science and Engineering.

In The Last Decade

Yuri A. Katz

17 papers receiving 232 citations

Peers

Yuri A. Katz

CTM

GPC

RNMI

SNP

Thomas Cass United Kingdom

Marta Tyran‐Kamińska Poland

Ya Zhao China

Edgardo Ugalde Mexico

Ola Skavhaug Norway

F. Pozzi Australia

Daniel J. Fenn United States

Frédéric Lavancier France

Domenico Napoletani United States

Sylvain Delattre France

Thomas Cass United Kingdom

Yuri A. Katz

48 ×0.3

CTM

13 ×0.1

13 ×0.4

GPC

3 ×0.1

RNMI

15 ×0.5

SNP

Citations per year, relative to Yuri A. Katz Yuri A. Katz (= 1×) peers Thomas Cass

Countries citing papers authored by Yuri A. Katz

Since Specialization

Citations

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

Fields of papers citing papers by Yuri A. Katz

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Yuri A. Katz. 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 Yuri A. Katz. The network helps show where Yuri A. Katz may publish in the future.

Co-authorship network of co-authors of Yuri A. Katz

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

All Works

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18 of 18 papers shown

Katz, Yuri A., et al.. (2025). Probabilistic forecasting of transition towards sustainable energy production. 10. 100063–100063. 1 indexed citations

Katz, Yuri A., et al.. (2023). Topological data analysis of noise: Uniform unimodal distributions. Communications in Nonlinear Science and Numerical Simulation. 121. 107216–107216. 3 indexed citations

Katz, Yuri A., et al.. (2023). Impact of transient shocks to productivity on long-term social discounting. 5. 100027–100027. 3 indexed citations

Katz, Yuri A., et al.. (2022). Impact of Transient Shocks to Productivity on Discounting of Long-Term Green Investments. SSRN Electronic Journal. 1 indexed citations

Katz, Yuri A., et al.. (2022). On the Development of a Mid-Depth Lagrangian Float for Littoral Deployment. Journal of Marine Science and Engineering. 10(12). 2030–2030. 2 indexed citations

Katz, Yuri A., et al.. (2021). Topological features of multivariate distributions: Dependency on the covariance matrix. Communications in Nonlinear Science and Numerical Simulation. 103. 105996–105996. 7 indexed citations

Katz, Yuri A., et al.. (2021). Time-resolved topological data analysis of market instabilities. Physica A Statistical Mechanics and its Applications. 571. 125816–125816. 9 indexed citations

Katz, Yuri A., et al.. (2020). Time-Resolved Topological Data Analysis of Market Instabilities. SSRN Electronic Journal. 1 indexed citations

Gidea, Marian, et al.. (2018). Topological recognition of critical transitions in time series of\n cryptocurrencies. arXiv (Cornell University). 48 indexed citations

10.

Katz, Yuri A.. (2018). q-Gaussian Model of Default: Valuation of CDS Spreads. SSRN Electronic Journal.

11.

Gidea, Marian & Yuri A. Katz. (2017). Topological data analysis of financial time series: Landscapes of crashes. Physica A Statistical Mechanics and its Applications. 491. 820–834. 141 indexed citations

12.

Gidea, Marian & Yuri A. Katz. (2017). Topological Data Analysis of Financial Time Series: Landscapes of Crashes. SSRN Electronic Journal. 9 indexed citations

13.

Katz, Yuri A.. (2016). Value of the distant future: Model-independent results. Physica A Statistical Mechanics and its Applications. 466. 269–276. 4 indexed citations

14.

Katz, Yuri A., et al.. (2014). Superstatistical fluctuations in time series of leverage returns. Physica A Statistical Mechanics and its Applications. 405. 326–331. 5 indexed citations

15.

Katz, Yuri A., et al.. (2013). Superstatistical Fluctuations in Time Series of Leverage Returns. SSRN Electronic Journal. 1 indexed citations

16.

Katz, Yuri A., et al.. (2013). Q-Gaussian Distributions of Leverage Returns, First Stopping Times, and Default Risk Valuations. SSRN Electronic Journal. 3 indexed citations

17.

Katz, Yuri A., et al.. (2013). q-Gaussian distributions of leverage returns, first stopping times, and default risk valuations. Physica A Statistical Mechanics and its Applications. 392(20). 4989–4996. 9 indexed citations

18.

Katz, Yuri A. & N. V. Shokhirev. (2010). Default risk modeling beyond the first-passage approximation: Extended Black-Cox model. Physical Review E. 82(1). 16116–16116. 4 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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