World's Best Scientists 2026 revealed!

D-Index & Metrics

Mathematics

D-Index
44
Citations
8735
World Ranking
1570
National Ranking
678

Marco Avellaneda publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Marco Avellaneda sits on this spectrum.

42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 83 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 publications 537+

This scientist: 111 publications — 16th percentile

16% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Marco Avellaneda D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Marco Avellaneda sits on this spectrum.

30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 138 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 44 D-Index — 58th percentile

58% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Overview

Marco Avellaneda is affiliated with the Courant Institute of Mathematical Sciences in the United States. Their research focuses primarily on the fields of economics, econometrics, and finance, with specific contributions to finance, economics and econometrics, statistics and probability, electrical and electronic engineering, and management science and operations research.

The scientist's work spans several key topics, including:

  • Complex Systems and Time Series Analysis
  • Financial Markets and Investment Strategies
  • Financial Risk and Volatility Modeling
  • Housing Market and Economics
  • Random Matrices and Applications
  • Stochastic Processes and Financial Applications
  • Energy Load and Power Forecasting

Recent publications by Marco Avellaneda include:

  • "Principal Eigenportfolios for U.S. Equities," 2022, SIAM Journal on Financial Mathematics
  • "Principal Eigenportfolios for U.S. Equities," 2020, SSRN Electronic Journal
  • "PCA for Implied Volatility Surfaces," 2020, The Journal of Financial Data Science
  • "Hierarchical PCA and Modeling Asset Correlations," 2020, SSRN Electronic Journal (authored by Juan Andrés Serur)
  • "Quant Investing in Cluster Portfolios," 2021, The Journal of Investment Strategies (authored by Ali N. Akansu)

Marco Avellaneda collaborates frequently with several co-authors, notably:

  • Brian C. Healy
  • Andrew C. Papanicolaou
  • Juan Andrés Serur
  • George Papanicolaou
  • Ali N. Akansu

The scientist has published in multiple academic venues, including:

  • SSRN Electronic Journal
  • SIAM Journal on Financial Mathematics
  • The Journal of Investment Strategies
  • The Journal of Financial Data Science
  • RePEc: Research Papers in Economics

Best Publications

  • Adaptive greedy approximations

    G. Davis;S. Mallat;M. Avellaneda

  • Pricing and hedging derivative securities in markets with uncertain volatilities

    Marco Avellaneda;A. Levy;A. Paras

  • Statistical arbitrage in the US equities market

    Marco Avellaneda;Jeong Hyun Lee

  • Calibrating volatility surfaces via relative-entropy minimization

    Marco Avellaneda;Craig Friedman;Richard Holmes;Dominick Samperi

  • Compactness methods in the theory of homogenization

    Marco Avellaneda;Fang‐Hua ‐H Lin

  • Path-Dependence of Leveraged ETF Returns

    Marco Avellaneda;Stanley Zhang

  • Mathematical models with exact renormalization for turbulent transport

    Marco Avellaneda;Andrew J. Majda

  • Rigorous link between fluid permeability, electrical conductivity, and relaxation times for transport in porous media

    M. Avellaneda;S. Torquato;S. Torquato

  • Optimal bounds and microgeometries for elastic two-phase composites

    M. Avellaneda

  • Minimum-Relative-Entropy Calibration of Asset-Pricing Models

    Marco Avellaneda

  • Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model

    Marco Avellaneda;Antonio ParÁS

  • An integral representation and bounds on the effective diffusivity in passive advection by laminar and turbulent flows

    Marco Avellaneda;Andrew J. Majda

  • Quantitative Modeling of Derivative Securities: From Theory To Practice

    Marco Avellaneda;Peter Laurence;Peter Laurence;Peter Laurence

  • Iterated homogenization, differential effective medium theory and applications

    M. Avellaneda

  • Lp bounds on singular integrals in homogenization

    Marco Avellaneda;Fang-Hua Lin

  • Diffusion and reaction in heterogeneous media: Pore size distribution, relaxation times, and mean survival time

    S. Torquato;S. Torquato;M. Avellaneda

  • On the effective conductivity of polycrystals and a three‐dimensional phase‐interchange inequality

    M. Avellaneda;A. V. Cherkaev;K. A. Lurie;G. W. Milton

  • WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS

    Marco Avellaneda;Robert Buff;Craig Friedman;Nicolas Grandchamp

  • Statistical properties of shocks in Burgers turbulence

    Marco Avellaneda;Weinan E

  • Compactness methods in the theory of homogenization II: Equations in non-divergence form

    Marco Avellaneda;Fang‐Hua ‐H Lin

Frequent Co-Authors

Andrew J. Majda
Andrew J. Majda Courant Institute of Mathematical Sciences
Salvatore Torquato
Salvatore Torquato Princeton University
Graeme W. Milton
Graeme W. Milton University of Utah
Ali N. Akansu
Ali N. Akansu New Jersey Institute of Technology
Fanghua Lin
Fanghua Lin Courant Institute of Mathematical Sciences
George Papanicolaou
George Papanicolaou Stanford University
Rama Cont
Rama Cont University of Oxford
Sanjeev R. Kulkarni
Sanjeev R. Kulkarni Princeton University
Weinan E
Weinan E Princeton University
Peter K. Friz
Peter K. Friz Technical University of Berlin

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