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exaly
›
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Department of Mathematics
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top-articles
Department of Mathematics
1.2K
(top 0.1%)
papers
23.9K
(top 1%)
citations
64
(top 1%)
h
-index
122
(top 1%)
g
-index
1.4K
all documents
27.9K
doc citations
3.8K
citing journals
Top Articles
#
Title
Journal
Year
Citations
1
MissForest—non-parametric missing value imputation for mixed-type data
Bioinformatics
2012
3,045
2
Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
Journal of Empirical Finance
2000
1,281
3
Solving high-dimensional partial differential equations using deep learning
Proceedings of the National Academy of Sciences of the United States of America
2018
807
4
Genome-wide association analyses of risk tolerance and risky behaviors in over 1 million individuals identify hundreds of loci and shared genetic influences
Nature Genetics
2019
536
5
Modelling Dependence with Copulas and Applications to Risk Management
2003
507
6
Multiagent cooperation and competition with deep reinforcement learning
PLoS ONE
2017
419
7
Extreme Value Theory as a Risk Management Tool
North American Actuarial Journal
1999
325
8
Exponential Hedging and Entropic Penalties
Mathematical Finance
2002
281
9
Model uncertainty and VaR aggregation
Journal of Banking and Finance
2013
255
10
A Primer on Copulas for Count Data
ASTIN Bulletin
2007
246
11
Numerical analysis of the Allen-Cahn equation and approximation for mean curvature flows
Numerische Mathematik
2003
227
12
A Primer on Copulas for Count Data
ASTIN Bulletin
2007
221
13
Sharpening Wald-type inference in robust regression for small samples
Computational Statistics and Data Analysis
2011
202
14
Quantitative models for operational risk: Extremes, dependence and aggregation
Journal of Banking and Finance
2006
193
15
Multivariate Hawkes processes: an application to financial data
Journal of Applied Probability
2011
193
16
Copula-Dependent Defaults in Intensity Models
SSRN Electronic Journal
2002
190
17
An Academic Response to Basel 3.5
Risks
2014
189
18
Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling
ASTIN Bulletin
2003
177
19
Conservation laws for conformally invariant variational problems
Inventiones Mathematicae
2007
160
20
A note on generalized inverses
Mathematical Methods of Operations Research
2013
149
21
Market Volatility and Feedback Effects from Dynamic Hedging
Mathematical Finance
1997
148
22
Random Matrices and Complexity of Spin Glasses
Communications on Pure and Applied Mathematics
2013
148
23
Space-time adaptive wavelet methods for parabolic evolution problems
Mathematics of Computation
2009
146
24
VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights
Journal of Banking and Finance
2002
143
25
Error analysis of a mixed finite element method for the Cahn-Hilliard equation
Numerische Mathematik
2004
139
26
Aggregation-robustness and model uncertainty of regulatory risk measures
Finance and Stochastics
2015
133
27
Arabidopsis
GERANYLGERANYL DIPHOSPHATE SYNTHASE
11 is a hub isozyme required for the production of most photosynthesis‐related isoprenoids
New Phytologist
2016
131
28
Continuous bounded cohomology and applications to rigidity theory
Geometric and Functional Analysis
2002
128
29
Multivariate Hawkes processes: an application to financial data
Journal of Applied Probability
2011
127
30
Boson Stars as Solitary Waves
Communications in Mathematical Physics
2007
126
31
On elicitable risk measures
Quantitative Finance
2015
125
32
Bayesian inference for generalized linear mixed models of portfolio credit risk
Journal of Empirical Finance
2007
123
33
Analysis aspects of Willmore surfaces
Inventiones Mathematicae
2008
121
34
Well-balanced and energy stable schemes for the shallow water equations with discontinuous topography
Journal of Computational Physics
2011
121
35
Entanglement Polytopes: Multiparticle Entanglement from Single-Particle Information
Science
2013
120
36
Bounds for Functions of Dependent Risks
Finance and Stochastics
2006
114
37
On dependence consistency of CoVaRand some other systemic risk measures
Statistics and Risk Modeling
2014
114
38
Likelihood inference for Archimedean copulas in high dimensions under known margins
Journal of Multivariate Analysis
2012
112
39
On the stability of the linear functional equation in a single variable on complete metric groups
Journal of Global Optimization
2014
110
40
Discovery of TNF Inhibitors from a DNA-Encoded Chemical Library based on Diels-Alder Cycloaddition
Chemistry and Biology
2009
109
41
Perfect option hedging for a large trader
Finance and Stochastics
1998
108
42
Multivariate extremes and the aggregation of dependent risks: examples and counter-examples
Extremes
2009
105
43
Well-balanced schemes for the Euler equations with gravitation
Journal of Computational Physics
2014
105
44
The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis
ASTIN Bulletin
2010
103
45
Bounded cohomology of lattices in higher rank Lie groups
Journal of the European Mathematical Society
1999
101
46
On rank correlation measures for non-continuous random variables
Journal of Multivariate Analysis
2007
101
47
Option hedging for small investors under liquidity costs
Finance and Stochastics
2010
101
48
Weighted norm inequalities and hedging in incomplete markets
Finance and Stochastics
1997
95
49
Converting Bases with the Gröbner Walk
Journal of Symbolic Computation
1997
95
50
An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates
Journal of Risk and Insurance
2016
93
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