Soumik Pal

Finance · 2007–2019

A researcher in the Science corpus: 7 papers; trusts 39 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 33 citations into it; #5,156 of 10,518 by trust here, #7,251 by citations
• Statistics and Probability — 30 citations into it; #7,394 of 12,932 by trust here, #10,855 by citations
• Mathematical Physics — 26 citations into it; #4,551 of 8,562 by trust here, #5,088 by citations
• Applied Mathematics — 15 citations into it; #4,252 of 7,620 by trust here, #7,035 by citations
• Management Science and Operations Research — 15 citations into it
• Discrete Mathematics and Combinatorics — 11 citations into it
• Geometry and Topology — 11 citations into it
• Economics and Econometrics — 9 citations into it; #22,208 of 23,481 by trust here, #20,008 by citations

Whom Soumik Pal trusts overall

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

1. Shun-ichi Amari
2. Ioannis Karatzas
3. Robert Fernholz
4. Eckhard Platen
5. Adrian Banner
6. A. Etheridge
7. Terence Tao
8. Cédric Villani
9. Marco Cuturi
10. Sourav Chatterjee

Who trusts Soumik Pal overall

1. Tomoyuki Ichiba
2. Giovanni Conforti
3. Nicholas A. Cook
4. Luca Tamanini
5. Ioannis Karatzas
6. Promit Ghosal
7. Philip Protter
8. V. Papathanakos
9. Aleksandar Mijatovic
10. Hans Föllmer

Papers from Soumik Pal's perspective

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

1. The concentration of measure phenomenon
2. Dyson's Brownian motions, intertwining and interlacing
3. Atlas models of equity markets
4. Local times of ranked continuous semimartingales
5. Gradient Flows: In Metric Spaces and in the Space of Probability Measures
6. Optimal Transport: Old and New
7. THE VARIATIONAL FORMULATION OF THE FOKKER-PLANCK EQUATION
8. CONCENTRATION OF THE SPECTRAL MEASURE FOR LARGE MATRICES
9. Normalized cuts and image segmentation
10. Markov Processes: Characterization and Convergence

Their papers

• Analysis of continuous strict local martingales via h-transforms (2007) — 76 citations
• ONE-DIMENSIONAL BROWNIAN PARTICLE SYSTEMS WITH RANK DEPENDENT DRIFTS (2007) — 139 citations
• The geometry of relative arbitrage (2014) — 59 citations
• On the difference between entropic cost and the optimal transport cost (2019) — 48 citations
• Systems of Brownian particles with asymmetric collisions (2012) — 56 citations
• Convergence rates for rank-based models with applications to portfolio theory (2011) — 63 citations
• Sparse regular random graphs: Spectral density and eigenvectors (2009) — 106 citations