What is he best known for?
The fields of study he is best known for:
- Statistics
- Mathematical analysis
- Finance
Rama Cont mainly focuses on Econometrics, Financial market, Stock market, Valuation of options and Financial economics.
His study of Volatility is a part of Econometrics.
His Financial market study integrates concerns from other disciplines, such as Langevin equation, Stochastic process, Speculation and Risk aversion.
Within one scientific family, Rama Cont focuses on topics pertaining to Power law under Stock market, and may sometimes address concerns connected to Empirical research and Kurtosis.
His Financial economics study combines topics from a wide range of disciplines, such as Bank regulation and Monetary economics.
He studied Finite difference methods for option pricing and Differential equation that intersect with Mathematical finance.
His most cited work include:
- Financial modelling with jump processes (2580 citations)
- Empirical properties of asset returns: stylized facts and statistical issues (2071 citations)
- HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS (635 citations)
What are the main themes of his work throughout his whole career to date?
His primary areas of investigation include Econometrics, Financial market, Volatility, Market liquidity and Applied mathematics.
His studies deal with areas such as Asset, Financial economics, Risk measure, Portfolio and Order as well as Econometrics.
In Financial market, Rama Cont works on issues like Stock market, which are connected to Market data.
His work is connected to Volatility smile and Implied volatility, as a part of Volatility.
Rama Cont has researched Market liquidity in several fields, including Market impact and Systemic risk.
His research investigates the connection between Applied mathematics and topics such as Valuation of options that intersect with issues in Local volatility, Exponential function, Black–Scholes model, Inverse problem and Mathematical finance.
He most often published in these fields:
- Econometrics (47.22%)
- Financial market (12.70%)
- Volatility (11.51%)
What were the highlights of his more recent work (between 2015-2021)?
- Market liquidity (11.51%)
- Applied mathematics (12.70%)
- Econometrics (47.22%)
In recent papers he was focusing on the following fields of study:
Rama Cont mostly deals with Market liquidity, Applied mathematics, Econometrics, Market depth and Systemic risk.
His Market liquidity research is multidisciplinary, relying on both Market impact and Risk management.
His work in the fields of Applied mathematics, such as Semimartingale, overlaps with other areas such as Flow.
His Volatility study in the realm of Econometrics interacts with subjects such as Margin.
While the research belongs to areas of Market depth, Rama Cont spends his time largely on the problem of Portfolio, intersecting his research to questions surrounding Microeconomics.
His work on Financial networks as part of general Systemic risk research is frequently linked to Capital requirement, bridging the gap between disciplines.
Between 2015 and 2021, his most popular works were:
- RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS (133 citations)
- FIRE SALES FORENSICS: MEASURING ENDOGENOUS RISK (60 citations)
- Universal Features of Price Formation in Financial Markets: Perspectives From Deep Learning (55 citations)
In his most recent research, the most cited papers focused on:
- Statistics
- Mathematical analysis
- Finance
His primary areas of study are Market liquidity, Econometrics, Applied mathematics, Financial market and Financial econometrics.
His Market liquidity research incorporates themes from Algorithmic trading and Mathematical optimization.
He performs integrative study on Econometrics and Resilience in his works.
The various areas that Rama Cont examines in his Applied mathematics study include Stochastic process and Partial differential equation.
His biological study spans a wide range of topics, including Covariance matrix, Market microstructure, Supply and demand and Market price.
His research in Market microstructure focuses on subjects like Nonparametric statistics, which are connected to Financial economics.
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