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Probability, Uncertainty and Quantitative Risk
H-index 5

Probability, Uncertainty and Quantitative Risk

2367-0126

Published by: Springer

https://probability-risk.springeropen.com/

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Mathematics 596 10 11 4

Additional Metrics

Number of Best Scientists*: 16
Documents by Best Scientists*: 17
Top 100 Ranked Scientists*: 1
SCIMAGO H-index: 13
SCIMAGO SJR: 0.394
Impact Factor: N/A

Overview

Top Research Topics at Probability, Uncertainty and Quantitative Risk?

The journal focuses on Applied mathematics, Stochastic differential equation, Econometrics, Uniqueness and Mathematical optimization. The studies in Applied mathematics featured incorporate elements of Affine transformation, Class (set theory), Space (mathematics) and Nonlinear system. It addresses concerns in Stochastic differential equation which are intertwined with other disciplines, such as Stochastic partial differential equation, Partial differential equation and Stochastic control, Optimal control.

While work presented in Probability, Uncertainty and Quantitative Risk provided substantial information on Partial differential equation, it also covered topics in Zero (complex analysis) and Artificial neural network, Deep learning, Artificial intelligence. The overlapping concepts between Maximum principle and Dynamical system, Local martingale, Domain (mathematical analysis) and Continuous-time stochastic process are the key highlights of Stochastic control study. Some problems in Optimal control that were presented in the journal overlapped with concepts under Stochastic process, Penalty method and Riccati equation.

The journal facilitates discussions on Econometrics that incorporate concepts from other fields like Price level, Actuarial science, Portfolio and Coherent risk measure. The research on Uniqueness featured in it combines topics in other fields like Volterra integral equation, Monotonic function, Hamilton–Jacobi–Bellman equation and Comparison theorem. In particular, the Mathematical optimization works presented emphasize discussions on Linear-quadratic-Gaussian control.

  • Applied mathematics (33.90%)
  • Stochastic differential equation (22.03%)
  • Econometrics (13.56%)

What are the most cited papers published in the journal?

  • Stochastic global maximum principle for optimization with recursive utilities (40 citations)
  • Convergence of the deep BSDE method for coupled FBSDEs (33 citations)
  • Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications * (32 citations)

Research areas of the most cited articles at Probability, Uncertainty and Quantitative Risk:

The published articles aim to foster the development of research in Stochastic differential equation, Applied mathematics, Partial differential equation, Stochastic partial differential equation and Optimal control. The journal papers hold forums on Stochastic differential equation that merge themes from other disciplines such as Stochastic control and Mathematical optimization. The most cited publications facilitate discussions on Applied mathematics that incorporate concepts from other fields like Artificial neural network, Deep learning and Zero (complex analysis).

What topics the last edition of the journal is best known for?

  • Statistics
  • Finance
  • Mathematical analysis

The previous edition focused in particular on these issues:

Probability, Uncertainty and Quantitative Risk mostly deals with topics like Sublinear function, Applied mathematics, Stochastic differential equation, Statistics and Law of large numbers. Applied mathematics research featured in Probability, Uncertainty and Quantitative Risk incorporates concerns from various other topics such as Domain (mathematical analysis) and Nonlinear system. The presented Nonlinear system research focuses mostly on Partial differential equation and, on occasion, topics in G-expectation.

The journal tackles research works in Stochastic differential equation as well as Fully coupled. The study of Distribution (number theory) and how it intertwines with concepts under Unbiased Estimation, Statistical theory and Estimator were explored in the presented Statistics research. Convexity research presented in Probability, Uncertainty and Quantitative Risk encompasses a variety of subjects, including Maximum principle, Stochastic control, Optimal control, Dynamical system and Local martingale.

The most cited articles from the last journal are:

  • G -Lévy processes under sublinear expectations (2 citations)
  • The Term Structure of Sharpe Ratios and Arbitrage-Free Asset Pricing in Continuous Time (2 citations)
  • Correlated squared returns (1 citations)

Papers citation over time

A key indicator for each journal is its effectiveness in reaching other researchers with the papers published at that venue.

The chart below presents the interquartile range (first quartile 25%, median 50% and third quartile 75%) of the number of citations of articles over time.

The top authors publishing in Probability, Uncertainty and Quantitative Risk (based on the number of publications) are:

  • Francesca Biagini (3 papers) published 1 paper at the last edition,
  • Jianfeng Zhang (3 papers) absent at the last edition,
  • Dilip B. Madan (3 papers) published 1 paper at the last edition,
  • Christel Geiss (2 papers) absent at the last edition,
  • Igor Cialenco (2 papers) absent at the last edition.

The overall trend for top authors publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top authors.

Only papers with recognized affiliations are considered

The top affiliations publishing in Probability, Uncertainty and Quantitative Risk (based on the number of publications) are:

  • Shandong University (6 papers) absent at the last edition,
  • University of Freiburg (4 papers) absent at the last edition,
  • University of Southern California (3 papers) absent at the last edition,
  • University of Maryland, College Park (3 papers) absent at the last edition,
  • University of Oslo (2 papers) absent at the last edition.

The overall trend for top affiliations publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top affiliations.

Publication chance based on affiliation

The publication chance index shows the ratio of articles published by the best research institutions in the journal edition to all articles published within that journal. The best research institutions were selected based on the largest number of articles published during all editions of the journal.

The chart below presents the percentage ratio of articles from top institutions (based on their ranking of total papers).Top affiliations were grouped by their rank into the following tiers: top 1-10, top 11-20, top 21-50, and top 51+. Only articles with a recognized affiliation are considered.

During the most recent 2021 edition, 100.00% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, nan% were posted by at least one author from the top 10 institutions publishing in the journal. Another nan% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included nan% of all publications and nan% were from other institutions.

Returning Authors Index

A very common phenomenon observed among researchers publishing scientific articles is the intentional selection of journals they have already attended in the past. In particular, it is worth analyzing the case when the authors participate in the same journal from year to year.

The Returning Authors Index presented below illustrates the ratio of authors who participated in both a given as well as the previous edition of the journal in relation to all participants in a given year.

Returning Institution Index

The graph below shows the Returning Institution Index, illustrating the ratio of institutions that participated in both a given and the previous edition of the conference in relation to all affiliations present in a given year.

The experience to innovation index

Our experience to innovation index was created to show a cross-section of the experience level of authors publishing in a journal. The index includes the authors publishing at the last edition of a journal, grouped by total number of publications throughout their academic career (P) and the total number of citations of these publications ever received (C).

The group intervals were selected empirically to best show the diversity of the authors' experiences, their labels were selected as a convenience, not as judgment. The authors were divided into the following groups:

  • Novice - P < 5 or C < 25 (the number of publications less than 5 or the number of citations less than 25),
  • Competent - P < 10 or C < 100 (the number of publications less than 10 or the number of citations less than 100),
  • Experienced - P < 25 or C < 625 (the number of publications less than 25 or the number of citations less than 625),
  • Master - P < 50 or C < 2500 (the number of publications less than 50 or the number of citations less than 2500),
  • Star - P ≥ 50 and C ≥ 2500 (both the number of publications greater than 50 and the number of citations greater than 2500).

The chart below illustrates experience levels of first authors in cases of publications with multiple authors.

Top Publications

  • An FBSDE approach to market impact games with stochastic parameters

    Samuel Drapeau;Peng Luo;Alexander Schied;Dewen Xiong

    (2021)
    8 Citations
  • Upper risk bounds in internal factor models with constrained specification sets

    Jonathan Ansari;Ludger Rüschendorf

    (2020)
    6 Citations
  • Mean field games of controls: Propagation of monotonicities

    (2022)
    6 Citations
  • Performance of a Markovian neural network versus dynamic programming on a fishing control problem

    (2021)
    5 Citations
  • Fully nonlinear stochastic and rough PDEs: Classical and viscosity solutions

    Rainer Buckdahn;Christian Keller;Jin Ma;Jianfeng Zhang

    (2020)
    4 Citations
  • A sequential estimation problem with control and discretionary stopping

    (2021)
    4 Citations
  • The impact of a “quadratic gradient” term in a system of Schrödinger–Maxwell equations

    (2022)
    2 Citations
  • The value does not exist! A motivation for extremal analysis

    (2022)
    2 Citations
  • 3D shear flows driven by Lévy noise at the boundary

    (2023)
    0 Citations
  • g-expectation of distributions

    (2022)
    0 Citations

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