World's Best Scientists 2026 revealed!

Overview

Frederi Viens is affiliated with Rice University in the United States, focusing primarily on research intersecting multiple disciplines including economics, finance, and nuclear physics. Their work explores stochastic processes and financial applications, nuclear reactor physics and engineering, and the modeling of probability and risk.

Their recent publications cover a range of topics within these fields. Notable papers include:

  • "Get on the BAND Wagon: a Bayesian framework for quantifying model uncertainties in nuclear dynamics" (2021), published in the Journal of Physics G Nuclear and Particle Physics
  • "Towards precise and accurate calculations of neutrinoless double-beta decay" (2022), also in the Journal of Physics G Nuclear and Particle Physics
  • "Bayes goes fast: Uncertainty quantification for a covariant energy density functional emulated by the reduced basis method" (2023), published in Frontiers in Physics
  • "Environmental and management drivers of soil health indicators on Michigan field crop farms" (2021), featured in Soil and Tillage Research
  • "Rotational complexity increases cropping system output under poorer growing conditions" (2024), published in One Earth

Their work often involves collaboration, with frequent co-authors including Sieglinde S. Snapp, Pablo Giuliani, Soukaina Douissi, J. Piekarewicz, and Jeffrey D. Michler. This indicates interdisciplinary connections spanning agriculture, physics, and finance-related research.

Frederi Viens has contributed to several publication venues, emphasizing both their core focus and interdisciplinary reach. Their frequent publication venues include:

  • arXiv (Cornell University)
  • Journal of Physics G Nuclear and Particle Physics
  • Stochastic Processes and their Applications
  • One Earth
  • Frontiers in Physics

Their primary field of study is Economics, Econometrics, and Finance, supported by significant contributions to related subfields such as Finance, Nuclear and High Energy Physics, Statistics and Probability, Economics and Econometrics, and Soil Science.

The main topics covered in their work elaborate on this interdisciplinary approach and include:

  • Stochastic processes and financial applications
  • Nuclear reactor physics and engineering
  • Nuclear physics research studies
  • Probability and Risk Models
  • Agricultural risk and resilience
  • Complex Systems and Time Series Analysis
  • Financial Risk and Volatility Modeling

Best Publications

  • Stochastic evolution equations with fractional Brownian motion

    S. Tindel;C.A. Tudor;F. Viens

  • Bayesian approach to model-based extrapolation of nuclear observables

    Léo Neufcourt;Yuchen Cao;Witold Nazarewicz;Frederi Viens

  • Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model

    Bo Yi;Bo Yi;Zhongfei Li;Frederi G. Viens;Yan Zeng

  • Statistical aspects of the fractional stochastic calculus

    Ciprian A. Tudor;Frederi G. Viens

  • Neutron Drip Line in the Ca Region from Bayesian Model Averaging.

    Léo Neufcourt;Yuchen Cao;Witold Nazarewicz;Erik Olsen

  • Density Formula and Concentration Inequalities with Malliavin Calculus

    Ivan Nourdin;Frederi G Viens

  • Estimation and pricing under long-memory stochastic volatility

    Alexandra Chronopoulou;Frederi G. Viens

  • Variations and estimators for self-similarity parameters via Malliavin calculus.

    Ciprian A. Tudor;Frederi G. Viens

  • Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria

    Bo Yi;Frederi Viens;Zhongfei Li;Yan Zeng

  • Stochastic volatility and option pricing with long-memory in discrete and continuous time

    Alexandra Chronopoulou;Frederi G. Viens

  • Stochastic volatility: Option pricing using a multinomial recombining tree

    Ionuţ Florescu;Frederi G. Viens

  • R&D Spending, Knowledge Capital, and Agricultural Productivity Growth: A Bayesian Approach

    Uris Lantz C. Baldos;Frederi G. Viens;Thomas W. Hertel;Keith O. Fuglie

  • Skorohod integration and stochastic calculus beyond the fractional Brownian scale

    Oana Mocioalca;Frederi Viens

  • Almost-sure exponential behavior of a stochastic anderson model with continuous space parameter

    René.A. Carmona;Frederi G. Viens

  • Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing

    Ailing Gu;Frederi G. Viens;Haixiang Yao

  • Optimal rates for parameter estimation of stationary Gaussian processes

    Khalifa Es-Sebaiy;Frederi G. Viens

  • Parameter estimation for a partially observed Ornstein–Uhlenbeck process with long-memory noise

    Brahim El Onsy;Khalifa Es-Sebaiy;Frederi G. Viens

  • Ito Formula and Local Time for the Fractional Brownian Sheet

    Ciprian A. Tudor;Frederi G. Viens

  • On the linkages in U.S. public R&D spending, knowledge capital and agricultural productivity growth: A Bayesian approach

    Uris Lantz C. Baldos;Frederi G. Viens;Thomas Hertel;Keith Fuglie

  • Variations and Hurst index estimation for a Rosenblatt process using longer filters

    Alexandra Chronopoulou;Ciprian Tudor;Frederi Viens

Frequent Co-Authors

Francesco Russo
Francesco Russo École Nationale Supérieure de Techniques Avancées
Ivan Nourdin
Ivan Nourdin University of Luxembourg
Witold Nazarewicz
Witold Nazarewicz Michigan State University
Stefan M. Wild
Stefan M. Wild Lawrence Berkeley National Laboratory
Gerald Shively
Gerald Shively Purdue University West Lafayette
David Nualart
David Nualart University of Kansas
Thomas W. Hertel
Thomas W. Hertel Purdue University West Lafayette
Keith O. Fuglie
Keith O. Fuglie United States Department of Agriculture
H. Eugene Stanley
H. Eugene Stanley Boston University
Sieglinde S. Snapp
Sieglinde S. Snapp International Maize and Wheat Improvement Center

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