Class information for: |
Basic class information |
Hierarchy of classes |
The table includes all classes above and classes immediately below the current class. |
| Cluster id | Level | Cluster label | #P |
|---|---|---|---|
| 14 | 4 | MATHEMATICS//MATHEMATICS, APPLIED//MATH | 912822 |
| 424 | 3 | BUSINESS, FINANCE//INSURANCE MATHEMATICS & ECONOMICS//OPTION PRICING | 29904 |
| 653 | 2 | OPTION PRICING//BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//REAL OPTIONS | 13895 |
| 20081 | 1 | OPTIMAL STOPPING//SKOROKHOD EMBEDDING PROBLEM//MAXIMUM PROCESS | 498 |
Terms with highest relevance score |
| rank | Category | termType | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|---|
| 1 | OPTIMAL STOPPING | authKW | 977628 | 21% | 14% | 107 |
| 2 | SKOROKHOD EMBEDDING PROBLEM | authKW | 914473 | 3% | 85% | 17 |
| 3 | MAXIMUM PROCESS | authKW | 647231 | 3% | 68% | 15 |
| 4 | SKOROKHOD EMBEDDING | authKW | 537911 | 3% | 50% | 17 |
| 5 | ROBUST HEDGING | authKW | 450438 | 2% | 65% | 11 |
| 6 | THE MAXIMALITY PRINCIPLE | authKW | 443000 | 1% | 100% | 7 |
| 7 | MARTINGALE OPTIMAL TRANSPORT | authKW | 387623 | 1% | 88% | 7 |
| 8 | THE PRINCIPLE OF SMOOTH FIT | authKW | 387623 | 1% | 88% | 7 |
| 9 | MODEL INDEPENDENT PRICING | authKW | 379714 | 1% | 100% | 6 |
| 10 | AZEMA YOR EMBEDDING | authKW | 316429 | 1% | 100% | 5 |
Web of Science journal categories |
| chi_square_rank | Category | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|
| 1 | Statistics & Probability | 24300 | 54% | 0% | 267 |
| 2 | Social Sciences, Mathematical Methods | 4659 | 12% | 0% | 60 |
| 3 | Business, Finance | 3842 | 13% | 0% | 66 |
| 4 | Mathematics | 1952 | 28% | 0% | 139 |
| 5 | Mathematics, Interdisciplinary Applications | 1367 | 12% | 0% | 61 |
| 6 | Mathematics, Applied | 1045 | 19% | 0% | 95 |
| 7 | Economics | 169 | 7% | 0% | 36 |
| 8 | Automation & Control Systems | 56 | 3% | 0% | 13 |
| 9 | Operations Research & Management Science | 36 | 2% | 0% | 12 |
| 10 | Management | -0 | 0% | 0% | 2 |
Address terms |
| chi_square_rank | term | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|
| 1 | GLOBAL MARKETS QUANTITAT | 253143 | 1% | 100% | 4 |
| 2 | GLOBAL MARKET QUANTITAT | 126571 | 0% | 100% | 2 |
| 3 | ACTUARIAL MATHEMAT STAT | 63286 | 0% | 100% | 1 |
| 4 | ANAL PROBAB | 63286 | 0% | 100% | 1 |
| 5 | ANALYSE PROBABILIT | 63286 | 0% | 100% | 1 |
| 6 | AWB | 63286 | 0% | 100% | 1 |
| 7 | CALCUL PROBABILITIES | 63286 | 0% | 100% | 1 |
| 8 | DAIWA FINANCIAL ENGN | 63286 | 0% | 100% | 1 |
| 9 | GLOBAL MARKETS EQUIT | 63286 | 0% | 100% | 1 |
| 10 | H 187 | 63286 | 0% | 100% | 1 |
Journals |
| chi_square_rank | term | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|
| 1 | FINANCE AND STOCHASTICS | 90881 | 5% | 6% | 25 |
| 2 | MATHEMATICAL FINANCE | 44450 | 4% | 4% | 20 |
| 3 | STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC REPORTS | 43102 | 3% | 5% | 13 |
| 4 | THEORY OF PROBABILITY AND ITS APPLICATIONS | 28391 | 6% | 1% | 30 |
| 5 | ANNALS OF APPLIED PROBABILITY | 27976 | 5% | 2% | 27 |
| 6 | STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 17480 | 6% | 1% | 31 |
| 7 | JOURNAL OF APPLIED PROBABILITY | 17172 | 6% | 1% | 31 |
| 8 | LECTURE NOTES IN MATHEMATICS | 8977 | 6% | 0% | 32 |
| 9 | ANNALS OF PROBABILITY | 7742 | 4% | 1% | 20 |
| 10 | ESAIM-PROBABILITY AND STATISTICS | 6781 | 1% | 2% | 5 |
Author Key Words |
Core articles |
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c: (1) Number of references referring to publications in the class. (2) Share of total number of active references referring to publications in the class. (3) Age of the article. New articles get higher score than old articles. (4) Citation rate, normalized to year. |
Classes with closest relation at Level 1 |