What is he best known for?
The fields of study he is best known for:
- Statistics
- Mathematical analysis
- China
His primary areas of study are Markov chain, Mathematical optimization, Econometrics, Markov process and Hidden Markov model.
His Markov chain study incorporates themes from Estimation theory, Mathematical economics and Applied mathematics.
His Mathematical optimization research includes elements of Diffusion process, Discrete time and continuous time, Discrete system and Expectation–maximization algorithm.
He does research in Econometrics, focusing on Valuation of options specifically.
His work on Markov property as part of his general Markov process study is frequently connected to Separation principle, thereby bridging the divide between different branches of science.
Robert J. Elliott works mostly in the field of Hidden Markov model, limiting it down to topics relating to Volatility and, in certain cases, Finite set.
His most cited work include:
- Hidden Markov Models: Estimation and Control (1133 citations)
- Stochastic calculus and applications (729 citations)
- Determining the trade–environment composition effect: the role of capital, labor and environmental regulations (445 citations)
What are the main themes of his work throughout his whole career to date?
His scientific interests lie mostly in Applied mathematics, Markov chain, Mathematical optimization, Econometrics and Hidden Markov model.
His work carried out in the field of Applied mathematics brings together such families of science as Discrete time and continuous time, Probability measure and Nonlinear system.
His study on Markov chain is mostly dedicated to connecting different topics, such as Markov process.
He combines subjects such as Estimation theory, Algorithm and Expectation–maximization algorithm with his study of Mathematical optimization.
His study brings together the fields of Regime switching and Econometrics.
His biological study spans a wide range of topics, including Mathematical economics and Girsanov theorem.
He most often published in these fields:
- Applied mathematics (33.45%)
- Markov chain (32.86%)
- Mathematical optimization (24.01%)
What were the highlights of his more recent work (between 2014-2021)?
- Econometrics (31.54%)
- Applied mathematics (33.45%)
- Markov chain (32.86%)
In recent papers he was focusing on the following fields of study:
Robert J. Elliott mainly focuses on Econometrics, Applied mathematics, Markov chain, Volatility and Mathematical economics.
The concepts of his Econometrics study are interwoven with issues in Martingale, Regime switching, Valuation and Hidden Markov model.
His studies in Hidden Markov model integrate themes in fields like Discrete time and continuous time and Probability measure.
His Applied mathematics study also includes
- Optimal control most often made with reference to Bellman equation,
- Stochastic process that connect with fields like Probability space and Simple.
The study incorporates disciplines such as Stochastic control, Mathematical optimization and Markov process in addition to Markov chain.
His Markov property research includes themes of Artificial intelligence and Variable-order Markov model.
Between 2014 and 2021, his most popular works were:
- The direct and indirect effect of urbanization on energy intensity: A province-level study for China (70 citations)
- On Finite-State Stochastic Modeling and Secure Estimation of Cyber-Physical Systems (58 citations)
- The local impact of typhoons on economic activity in China: A view from outer space (53 citations)
In his most recent research, the most cited papers focused on:
- Statistics
- Mathematical analysis
- Finance
Robert J. Elliott focuses on Econometrics, Regime switching, Markov chain, Esscher transform and Applied mathematics.
His Econometrics research incorporates elements of Hidden Markov model and Commodity.
His biological study deals with issues like Financial economics, which deal with fields such as Yield curve, Interest rate and Bankruptcy costs.
His studies deal with areas such as State, Mathematical finance and Mathematical optimization as well as Markov chain.
His Esscher transform research is multidisciplinary, relying on both Local volatility and Mathematical economics.
Robert J. Elliott has researched Applied mathematics in several fields, including Stochastic modelling, Work, Brownian meander, Simple and Diffusion limit.
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