Gennady Samorodnitsky is affiliated with Cornell University in the United States and has an extensive research portfolio spanning several disciplines. Their work primarily focuses on areas within mathematics, computer science, and economics, econometrics, and finance.
The scientist's publication record includes a substantial number of papers in topics such as mathematical physics, finance, management science and operations research, statistics and probability, and artificial intelligence. Their research interests further extend into the domains of financial risk and volatility modeling, topological and geometric data analysis, statistical methods and inference, stochastic processes and statistical mechanics, mathematical dynamics and fractals, complex systems and time series analysis, and stochastic processes applied to financial contexts.
Frequent publication venues for this researcher reflect their interdisciplinary approach and include:
Among the recent papers authored or co-authored by the scientist are:
The scientist collaborates frequently with several researchers, including:
Gennady Samorodnitsky;Murad S Taqqu
Gennady Samorodnitsky
Paul Embrechts;Sidney I. Resnick;Gennady Samorodnitsky
D.B.H. Cline;G. Samorodnitsky
Gennady Samorodnitsky
David Heath;Sidney Resnick;Gennady Samorodnitsky
Gennady Samorodnitsky
Jón Daníelsson;Bjørn N. Jorgensen;Gennady Samorodnitsky;Mandira Sarma
Casper G. de Vries;Gennady Samorodnitsky;Bjørn N. Jorgensen;Sarma Mandira
Gennady Samorodnitsky
Thomas Mikosch;Gennady Samorodnitsky
Henrik Hult;Filip Lindskog;Thomas Valentin Mikosch;Gennady Samorodnitsky
P. Embrechts;G. Samorodnitsky
David Heath;Sidney Resnick;Gennady Samorodnitsky
Gennady Samorodnitsky
Gilles Faÿ;Bárbara González-Arévalo;Thomas Mikosch;Gennady Samorodnitsky
Jan Rosinski;Gennady Samorodnitsky
Sidney Resnick;Gennady Samorodnitsky
Stamatis Cambanis;Gennady Samorodnitsky;Murad S. Taqqu
Thomas Mikosch;Gennady Samorodnitsky
F. Hernández-Campos;J. S. Marron;Gennady Samorodnitsky;F. D. Smith
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