Vadim Linetsky
· Professor EmeritusNorthwestern University · Chemical Engineering
Active 1989–2023
h-index37
Citations4.7k
Papers1304 last 5y
Funding$1.8M
Research topics
- Mathematics
- Applied mathematics
- Econometrics
- Physics
- Economics
Recent grants
NSF · $280k · 2004–2008
Time Changes of Markov Processes: Applications in Financial Mathematics
NSF · $210k · 2008–2012
NSF · $200k · 2011–2015
Asset Allocation: A Statistical Learning Approach
NSF · $399k · 2019–2023
Interest Rate Modeling at the Zero Lower Bound: Applications of Diffusions with Sticky Boundaries
NSF · $208k · 2015–2018
Frequent coauthors
- 35 shared
E.S. Fradkin
P.N. Lebedev Physical Institute of the Russian Academy of Sciences
- 24 shared
Likuan Qin
- 18 shared
Rafael Mendoza‐Arriaga
SS&C Technologies (United States)
- 15 shared
Lingfei Li
Chinese University of Hong Kong
- 9 shared
Liming Feng
- 5 shared
Yutian Nie
- 5 shared
Yiming Peng
- 5 shared
Dongjae Lim
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