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 |
| 21648 | 1 | PAIRS TRADING//SINGULAR STOCHASTIC CONTROL//SELLING RULE | 434 |
Terms with highest relevance score |
| rank | Category | termType | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|---|
| 1 | PAIRS TRADING | authKW | 1363599 | 6% | 72% | 26 |
| 2 | SINGULAR STOCHASTIC CONTROL | authKW | 1197726 | 9% | 45% | 37 |
| 3 | SELLING RULE | authKW | 363092 | 1% | 100% | 5 |
| 4 | PAIR TRADING | authKW | 302575 | 1% | 83% | 5 |
| 5 | STATISTICAL ARBITRAGE | authKW | 290462 | 2% | 40% | 10 |
| 6 | MEAN REVERTING PROCESS | authKW | 268945 | 2% | 37% | 10 |
| 7 | SINGULAR CONTROL | authKW | 244428 | 5% | 16% | 21 |
| 8 | REVERSIBLE INVESTMENT | authKW | 226929 | 1% | 63% | 5 |
| 9 | SINGULAR CONTROL PROBLEM | authKW | 226929 | 1% | 63% | 5 |
| 10 | BANK AND EL KAROUIS REPRESENTATION THEOREM | authKW | 217855 | 1% | 100% | 3 |
Web of Science journal categories |
| chi_square_rank | Category | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|
| 1 | Mathematics, Applied | 6031 | 47% | 0% | 203 |
| 2 | Automation & Control Systems | 4102 | 21% | 0% | 89 |
| 3 | Operations Research & Management Science | 2652 | 18% | 0% | 78 |
| 4 | Statistics & Probability | 1463 | 15% | 0% | 63 |
| 5 | Business, Finance | 1285 | 8% | 0% | 36 |
| 6 | Social Sciences, Mathematical Methods | 1139 | 6% | 0% | 28 |
| 7 | Mathematics | 582 | 17% | 0% | 74 |
| 8 | Mathematics, Interdisciplinary Applications | 464 | 8% | 0% | 34 |
| 9 | Economics | 445 | 12% | 0% | 51 |
| 10 | Computer Science, Information Systems | 60 | 4% | 0% | 16 |
Address terms |
| chi_square_rank | term | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|
| 1 | DIPARTIMENTO MATEMAT DEC ECON FINANZ ASSIC | 96823 | 0% | 67% | 2 |
| 2 | BNP PARIBAS CIB OURCE PORTFOLIO MANAGEMENT | 72618 | 0% | 100% | 1 |
| 3 | DEGLI STUDI | 72618 | 0% | 100% | 1 |
| 4 | DYNAM OPTIMIZAT ECON OPERAT | 72618 | 0% | 100% | 1 |
| 5 | ECON FINANCIAL SERV | 72618 | 0% | 100% | 1 |
| 6 | GRA RMT MODEL VALIDAT RATES | 72618 | 0% | 100% | 1 |
| 7 | OPERAT CONTROL SYST ORCOS | 72618 | 0% | 100% | 1 |
| 8 | PORTFOLIO CONSULTING | 72618 | 0% | 100% | 1 |
| 9 | QUANT ALTERNAT | 72618 | 0% | 100% | 1 |
| 10 | QUANT INVESTMENT TEAM | 72618 | 0% | 100% | 1 |
Journals |
| chi_square_rank | term | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|
| 1 | SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 62956 | 13% | 2% | 57 |
| 2 | APPLIED MATHEMATICS AND OPTIMIZATION | 28125 | 5% | 2% | 21 |
| 3 | JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 8743 | 6% | 0% | 25 |
| 4 | QUANTITATIVE FINANCE | 7711 | 3% | 1% | 12 |
| 5 | MATHEMATICAL CONTROL AND RELATED FIELDS | 7034 | 1% | 2% | 4 |
| 6 | MATHEMATICS OF OPERATIONS RESEARCH | 6353 | 3% | 1% | 13 |
| 7 | RICERCHE DI MATEMATICA | 6050 | 0% | 8% | 1 |
| 8 | ANNALS OF APPLIED PROBABILITY | 3556 | 2% | 1% | 9 |
| 9 | LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES | 2727 | 2% | 0% | 10 |
| 10 | STOCHASTIC ANALYSIS AND APPLICATIONS | 2712 | 1% | 1% | 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 |