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 |
| 3039 | 1 | TERM STRUCTURE//TERM STRUCTURE OF INTEREST RATES//EXPECTATIONS HYPOTHESIS | 2108 |
Terms with highest relevance score |
| rank | Category | termType | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|---|
| 1 | TERM STRUCTURE | authKW | 1230398 | 7% | 55% | 151 |
| 2 | TERM STRUCTURE OF INTEREST RATES | authKW | 993826 | 5% | 63% | 106 |
| 3 | EXPECTATIONS HYPOTHESIS | authKW | 744129 | 3% | 89% | 56 |
| 4 | AFFINE TERM STRUCTURE MODELS | authKW | 479694 | 2% | 84% | 38 |
| 5 | YIELD CURVE | authKW | 439263 | 3% | 43% | 69 |
| 6 | INTEREST RATE MODELS | authKW | 411936 | 2% | 67% | 41 |
| 7 | TERM STRUCTURE MODELS | authKW | 277756 | 1% | 77% | 24 |
| 8 | HJM MODEL | authKW | 224854 | 1% | 79% | 19 |
| 9 | SWAPTIONS | authKW | 196371 | 1% | 77% | 17 |
| 10 | BUSINESS, FINANCE | WoSSC | 185711 | 44% | 1% | 933 |
Web of Science journal categories |
| chi_square_rank | Category | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|
| 1 | Business, Finance | 185711 | 44% | 1% | 933 |
| 2 | Economics | 59114 | 57% | 0% | 1197 |
| 3 | Social Sciences, Mathematical Methods | 41959 | 18% | 1% | 369 |
| 4 | Statistics & Probability | 17781 | 23% | 0% | 477 |
| 5 | Mathematics, Interdisciplinary Applications | 9271 | 15% | 0% | 324 |
| 6 | Operations Research & Management Science | 432 | 4% | 0% | 78 |
| 7 | Management | 276 | 3% | 0% | 62 |
| 8 | Mathematics, Applied | 205 | 5% | 0% | 111 |
| 9 | Business | 142 | 2% | 0% | 39 |
| 10 | Computer Science, Interdisciplinary Applications | 53 | 2% | 0% | 43 |
Address terms |
| chi_square_rank | term | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|
| 1 | ECON FINANCIAL MARKETS | 44848 | 0% | 100% | 3 |
| 2 | DIPARTIMENTO ECON POLITICA | 29899 | 0% | 100% | 2 |
| 3 | MACRO FINANCIAL ANAL | 29899 | 0% | 100% | 2 |
| 4 | FINANCE | 23143 | 6% | 1% | 121 |
| 5 | 001 61600 | 14949 | 0% | 100% | 1 |
| 6 | ADM RAT SCI ECON | 14949 | 0% | 100% | 1 |
| 7 | AGR BUSINESS MANAGEMENT GRP | 14949 | 0% | 100% | 1 |
| 8 | AICG | 14949 | 0% | 100% | 1 |
| 9 | ANAL MATH MODELLING PL SCI LAMCA | 14949 | 0% | 100% | 1 |
| 10 | BANCA NAZL LAVOROCREDIT RISK | 14949 | 0% | 100% | 1 |
Journals |
| chi_square_rank | term | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|
| 1 | MATHEMATICAL FINANCE | 60445 | 2% | 8% | 48 |
| 2 | JOURNAL OF BANKING & FINANCE | 44635 | 6% | 3% | 116 |
| 3 | JOURNAL OF DERIVATIVES | 42815 | 1% | 11% | 25 |
| 4 | QUANTITATIVE FINANCE | 32139 | 3% | 4% | 54 |
| 5 | JOURNAL OF PORTFOLIO MANAGEMENT | 31692 | 3% | 4% | 54 |
| 6 | JOURNAL OF FINANCE | 31172 | 4% | 3% | 80 |
| 7 | JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 30674 | 3% | 4% | 56 |
| 8 | JOURNAL OF FINANCIAL ECONOMETRICS | 26190 | 1% | 9% | 20 |
| 9 | JOURNAL OF ECONOMETRICS | 25662 | 4% | 2% | 79 |
| 10 | JOURNAL OF FINANCIAL ECONOMICS | 21291 | 3% | 2% | 59 |
Author Key Words |
| chi_square_rank | term | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass | LCSH search | Wikipedia search |
|---|---|---|---|---|---|---|---|
| 1 | TERM STRUCTURE | 1230398 | 7% | 55% | 151 | Search TERM+STRUCTURE | Search TERM+STRUCTURE |
| 2 | TERM STRUCTURE OF INTEREST RATES | 993826 | 5% | 63% | 106 | Search TERM+STRUCTURE+OF+INTEREST+RATES | Search TERM+STRUCTURE+OF+INTEREST+RATES |
| 3 | EXPECTATIONS HYPOTHESIS | 744129 | 3% | 89% | 56 | Search EXPECTATIONS+HYPOTHESIS | Search EXPECTATIONS+HYPOTHESIS |
| 4 | AFFINE TERM STRUCTURE MODELS | 479694 | 2% | 84% | 38 | Search AFFINE+TERM+STRUCTURE+MODELS | Search AFFINE+TERM+STRUCTURE+MODELS |
| 5 | YIELD CURVE | 439263 | 3% | 43% | 69 | Search YIELD+CURVE | Search YIELD+CURVE |
| 6 | INTEREST RATE MODELS | 411936 | 2% | 67% | 41 | Search INTEREST+RATE+MODELS | Search INTEREST+RATE+MODELS |
| 7 | TERM STRUCTURE MODELS | 277756 | 1% | 77% | 24 | Search TERM+STRUCTURE+MODELS | Search TERM+STRUCTURE+MODELS |
| 8 | HJM MODEL | 224854 | 1% | 79% | 19 | Search HJM+MODEL | Search HJM+MODEL |
| 9 | SWAPTIONS | 196371 | 1% | 77% | 17 | Search SWAPTIONS | Search SWAPTIONS |
| 10 | AFFINE TERM STRUCTURE | 182231 | 1% | 76% | 16 | Search AFFINE+TERM+STRUCTURE | Search AFFINE+TERM+STRUCTURE |
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 |