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 Mark Podolskij sits on this spectrum.
The last bar groups every scientist with 537 publications or more.
The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Mark Podolskij sits on this spectrum.
The last bar groups every scientist with 86 D-Index or more.
Mark Podolskij is affiliated with the University of Luxembourg in Luxembourg. Their research primarily spans the fields of Economics, Econometrics and Finance, with a secondary focus on Mathematics. Their work intersects several subfields including Finance, Statistics and Probability, Mathematical Physics, Management Science and Operations Research, and Economics and Econometrics.
The main topics covered in their research explore areas such as stochastic processes and financial applications, financial risk and volatility modeling, statistical methods and inference, stochastic processes and statistical mechanics, probability and risk models, Markov chains and Monte Carlo methods, and complex systems and time series analysis.
Mark Podolskij has published numerous papers in a range of academic journals and publication venues. Frequent venues include arXiv (Cornell University), Electronic Journal of Statistics, Stochastic Processes and their Applications, Open Repository and Bibliography (University of Luxembourg), and Electronic Journal of Probability.
Examples of recent publications include:
Collaboration is a notable aspect of their research career, with frequent coauthors including Chiara Amorino, Vytautė Pilipauskaitė, Dmytro Marushkevych, Akram Heidari, and Gabriela Ciołek.
Jean Jacod;Yingying Li;Per A. Mykland;Mark Podolskij
Kim Christensen;Mark Podolskij
Mark Podolskij;Mathias Vetter
Kim Christensen;Silja Kinnebrock;Mark Podolskij;Mark Podolskij
Mark Podolskij;Mathias Vetter;Margit Sommer
Ole E. Barndorff-Nielsen;Svend Erik Graversen;Jean Jacod;Mark Podolskij
Kim Christensen;Roel C.A. Oomen;Roel C.A. Oomen;Mark Podolskij
Kim Christensen;Roel Oomen;Roel Oomen;Mark Podolskij;Mark Podolskij
Ole E. Barndorff–Nielsen;Svend Erik Graversen;Jean Jacod;Mark Podolskij
Mark Podolskij;Mathias Vetter
Nikolaus Hautsch;Mark Podolskij
Jean Jacod;Mark Podolskij;Mathias Vetter
Ole E. Barndorff-Nielsen;José Manuel Corcuera;Mark Podolskij
Kim Christensen;Mark Podolskij;Mathias Vetter
Mark Podolskij;Mathias Vetter
M. Podolskij;D. Ziggel
Ole E. Barndorff-Nielsen;José Manuel Corcuera;Mark Podolskij
Ivan Nourdin;Giovanni Peccati;Mark Podolskij
Ole Barndorff-Nielsen;José Manuel Corcuera;Mark Podolskij
Mark Podolskij
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