World's Best Scientists 2026 revealed!
Patrick Cheridito

Patrick Cheridito

D-Index & Metrics

Mathematics

D-Index
35
Citations
5757
World Ranking
2757
National Ranking
48

Patrick Cheridito 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 Patrick Cheridito 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: 80 publications — 3rd percentile

3% of scientists in this discipline score the same or lower.

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

Patrick Cheridito 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 Patrick Cheridito 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: 35 D-Index — 25th percentile

25% of scientists in this discipline score the same or lower.

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

Overview

Patrick Cheridito is affiliated with ETH Zurich in Switzerland and works primarily in the field of Computer Science. Their research spans multiple subfields including Artificial Intelligence, Finance, Statistical and Nonlinear Physics, Computational Mechanics, and Ocean Engineering.

They have published extensively on topics such as stochastic processes and financial applications, model reduction and neural networks, neural networks and applications, stochastic gradient optimization techniques, reservoir engineering and simulation methods, sparse and compressive sensing techniques, and advanced numerical methods in computational mathematics.

Frequent coauthors collaborating with Patrick Cheridito include Arnulf Jentzen, Florian Rossmannek, S. Becker, Ariel Neufeld, and Christian Beck.

Patrick Cheridito has contributed to various publication venues, with multiple works appearing in arXiv (Cornell University) and the Repository for Publications and Research Data (ETH Zurich). Other venues include the SIAM Journal on Scientific Computing, the Journal of Risk and Financial Management, and the IEEE Transactions on Neural Networks and Learning Systems.

Recent papers authored by Patrick Cheridito include:

  • "Non-convergence of stochastic gradient descent in the training of deep neural networks" (2021), Repository for Publications and Research Data (ETH Zurich)
  • "Efficient Approximation of High-Dimensional Functions With Neural Networks" (2021), IEEE Transactions on Neural Networks and Learning Systems
  • "A proof of convergence for gradient descent in the training of artificial neural networks for constant target functions" (2022), Journal of Complexity

Other significant papers where Patrick Cheridito was a co-author include:

  • "Deep Splitting Method for Parabolic PDEs" (2021), SIAM Journal on Scientific Computing
  • "Pricing and Hedging American-Style Options with Deep Learning" (2020), Journal of Risk and Financial Management

Best Publications

  • Fractional Ornstein-Uhlenbeck processes

    Patrick Cheridito;Hideyuki Kawaguchi;Makoto Maejima

  • Market price of risk specifications for affine models: Theory and evidence

    Patrick Cheridito;Damir Filipović;Robert L. Kimmel

  • Mixed fractional Brownian motion

    Patrick Cheridito

  • Arbitrage in fractional Brownian motion models

    Patrick Cheridito

  • Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes

    Patrick Cheridito;Freddy Delbaen;Michael Kupper

  • Second-Order Backward Stochastic Differential Equations and Fully Nonlinear Parabolic PDEs

    Patrick Cheridito;H. Mete Soner;Nizar Touzi;Nicolas Victoir

  • RISK MEASURES ON ORLICZ HEARTS

    Patrick Cheridito;Tianhui Li

  • COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME

    Patrick Cheridito;Michael Kupper

  • Equivalent and absolutely continuous measure changes for jump-diffusion processes

    Patrick Cheridito;Damir Filipović;Marc Yor

  • Deep Splitting Method for Parabolic PDEs

    Christian Beck;Sebastian Becker;Patrick Cheridito;Arnulf Jentzen

  • Coherent and convex monetary risk measures for unbounded càdlàg processes

    Patrick Cheridito;Freddy Delbaen;Michael Kupper

  • Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12)

    Patrick Cheridito;David Nualart

  • Deep Optimal Stopping

    Sebastian Becker;Patrick Cheridito;Arnulf Jentzen

  • Regularizing fractional Brownian motion with a view towards stock price modelling

    Patrick Cheridito

  • Measuring and Allocating Systemic Risk

    Markus K. Brunnermeier;Patrick Cheridito

  • Solving high-dimensional optimal stopping problems using deep learning

    Sebastian Becker;Patrick Cheridito;Arnulf Jentzen;Timo Welti

  • Time-inconsistency of VaR and time-consistent alternatives

    Patrick Cheridito;Mitja Stadje

  • The multi-dimensional super-replication problem under gamma constraints

    Patrick Cheridito;H. Mete Soner;Nizar Touzi

  • Dual characterization of properties of risk measures on Orlicz hearts

    Patrick Cheridito;Tianhui Li

  • Optimal consumption and investment in incomplete markets with general constraints

    Patrick Cheridito;Ying Hu

  • Duality formulas for robust pricing and hedging in discrete time

    Patrick Cheridito;Michael Kupper;Ludovic Tangpi

If you think any of the details on this page are incorrect, let us know.

Report an issue

We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:

Related Online Degrees & Career Pathways

For students studying Mathematics in the USA, exploring related online degrees can broaden career opportunities. Many graduates consider pursuing an one year mba programs to quickly gain business acumen alongside their technical skills. These accelerated options allow professionals to enter the workforce or advance their careers in a short time.

Flexibility is key for many students, and seeking an online mba with transfer credits accepted can make continuing education more affordable and manageable, especially for those balancing work and study. Transfer credits can reduce the time and cost required to complete a degree.

Additionally, a specialized focus on data is increasingly valuable. Graduates may consider enrolling in top analytics masters programs to enhance skills in data interpretation and decision-making, which are highly sought after in various industries.

For those beginning their journey, exploring the easiest mba programs can offer accessible entry points into advanced business education without compromising career advancement.

Trending Scientists

Recently Published Articles