Matthias Löwe

Finance · 2001–2017

A researcher in the Science corpus: 5 papers; trusts 8 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Finance — 5 citations into it; #10,187 of 10,518 by trust here, #7,251 by citations
• Statistics and Probability — 5 citations into it; #4,707 of 12,932 by trust here, #7,914 by citations

Whom Matthias Löwe trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Sourav Chatterjee
2. Michel Ledoux
3. Percy Deift
4. Qi-Man Shao
5. Mario V. Wüthrich
6. Alessandro Juri
7. Michel Talagrand
8. Louis H. Y. Chen

Who trusts Matthias Löwe overall

1. Eitan Bachmat
2. Sourav Chatterjee
3. Christophe Ley

Papers from Matthias Löwe's perspective

Ordered by how strongly the researchers Matthias Löwe trusts endorse each paper. Same corpus, a different order for every researcher.

1. Stein's method for normal approximation
2. Tail Dependence from a Distributional Point of View
3. Copula convergence theorems for tail events
4. Stein's Method of Exchangeable Pairs with Application to the Curie-Weiss Model
5. Modelling Extremal Events for Insurance and Finance
6. Asymptotic Value-at-Risk Estimates for Sums of Dependent Random Variables (ASTIN Bulletin: The Journal of the International Actuarial Association)
7. Integrable systems and combinatorial theory
8. Neural networks and physical systems with emergent collective computational abilities.
9. Use of exchangeable pairs in the analysis of simulations
10. Probability in Banach spaces

Their papers

• On a Model of Associative Memory with Huge Storage Capacity (2017) — 233 citations
• Diversification of aggregate dependent risks (2004) — 85 citations
• Stein's method for dependent random variables occurring in Statistical Mechanics (2009) — 52 citations
• MODERATE DEVIATIONS FOR I.I.D. RANDOM VARIABLES (2003) — 55 citations
• Moderate deviations for longest increasing subsequences: The upper tail (2001) — 47 citations