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 |
| 6501 | 1 | OPTIMAL INVESTMENT//PROPORTIONAL REINSURANCE//HAMILTON JACOBI BELLMAN EQUATION | 1506 |
Terms with highest relevance score |
| rank | Category | termType | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|---|
| 1 | OPTIMAL INVESTMENT | authKW | 591394 | 4% | 46% | 62 |
| 2 | PROPORTIONAL REINSURANCE | authKW | 573924 | 3% | 57% | 48 |
| 3 | HAMILTON JACOBI BELLMAN EQUATION | authKW | 470061 | 7% | 22% | 102 |
| 4 | INSURANCE MATHEMATICS & ECONOMICS | journal | 446437 | 14% | 10% | 216 |
| 5 | MEAN VARIANCE CRITERION | authKW | 382305 | 2% | 70% | 26 |
| 6 | DEFINED CONTRIBUTION PENSION PLAN | authKW | 363922 | 1% | 87% | 20 |
| 7 | OPTIMAL PORTFOLIO | authKW | 345109 | 2% | 45% | 37 |
| 8 | MEAN VARIANCE PORTFOLIO SELECTION | authKW | 299165 | 2% | 62% | 23 |
| 9 | HJB EQUATION | authKW | 292040 | 3% | 28% | 49 |
| 10 | STOCHASTIC CONTROL | authKW | 277188 | 7% | 13% | 104 |
Web of Science journal categories |
| chi_square_rank | Category | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|
| 1 | Social Sciences, Mathematical Methods | 71536 | 27% | 1% | 406 |
| 2 | Business, Finance | 31992 | 22% | 0% | 329 |
| 3 | Mathematics, Interdisciplinary Applications | 29988 | 32% | 0% | 484 |
| 4 | Statistics & Probability | 24618 | 31% | 0% | 471 |
| 5 | Economics | 21218 | 41% | 0% | 611 |
| 6 | Operations Research & Management Science | 8207 | 17% | 0% | 256 |
| 7 | Mathematics, Applied | 4177 | 22% | 0% | 327 |
| 8 | Automation & Control Systems | 1835 | 8% | 0% | 115 |
| 9 | Engineering, General | 82 | 2% | 0% | 35 |
| 10 | Management | 82 | 2% | 0% | 31 |
Address terms |
| chi_square_rank | term | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|
| 1 | LINGNAN UNIV | 155226 | 2% | 23% | 32 |
| 2 | CHINA ACTUARIAL SCI | 129816 | 1% | 28% | 22 |
| 3 | FINANCIAL ENGN RISK MANAGEMENT | 75328 | 0% | 60% | 6 |
| 4 | PL FINANCE ACTUARIAL STUDIES | 72306 | 1% | 16% | 22 |
| 5 | SUN YAT SEN BUSINESS | 56142 | 1% | 13% | 20 |
| 6 | ACTUARIAL STUDIES | 51930 | 2% | 11% | 23 |
| 7 | MATH COMPUTAT FINANCE | 47082 | 0% | 75% | 3 |
| 8 | BURRIDGE SECURIT ANAL VALUAT | 41852 | 0% | 100% | 2 |
| 9 | DIPARTIMENTO STUDI FINANZIARI | 41852 | 0% | 100% | 2 |
| 10 | GEST BANCAIRE FINANCIERE | 41852 | 0% | 100% | 2 |
Journals |
| chi_square_rank | term | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|
| 1 | INSURANCE MATHEMATICS & ECONOMICS | 446437 | 14% | 10% | 216 |
| 2 | MATHEMATICAL FINANCE | 58768 | 3% | 7% | 40 |
| 3 | FINANCE AND STOCHASTICS | 46172 | 2% | 7% | 31 |
| 4 | SCANDINAVIAN ACTUARIAL JOURNAL | 37323 | 1% | 9% | 21 |
| 5 | JOURNAL OF ECONOMIC DYNAMICS & CONTROL | 30871 | 4% | 2% | 67 |
| 6 | QUANTITATIVE FINANCE | 23466 | 3% | 3% | 39 |
| 7 | JOURNAL OF PORTFOLIO MANAGEMENT | 20823 | 2% | 3% | 37 |
| 8 | MATHEMATICAL METHODS OF OPERATIONS RESEARCH | 20483 | 2% | 3% | 32 |
| 9 | SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 11745 | 3% | 1% | 46 |
| 10 | SIAM JOURNAL ON FINANCIAL MATHEMATICS | 10663 | 1% | 5% | 11 |
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 |