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Andrey Sarantsev

3 papers hereh-index 338 citations4 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author3

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • math.PR3
same name
  • Andrey Sarantsev — 11 papers, h 8
  • Andrey Sarantsev — 7 papers, h 1
  • Andrey Sarantsev — 6 papers, h 3
  • Andrey Sarantsev — 4 papers, h 1
  • Andrey Sarantsev — 3 papers, h 4
  • Andrey Sarantsev — 2 papers, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20142018
most citedDiverse market models of competing Brownian particles with splits and mergers

11 citations · 11 across the 2 of their papers we have counts for

collaborators
Showing 2016Show all

1 paper · 1 filter

math.PR2016

A Note on Jump Atlas Models

Clayton Barnes, Andrey Sarantsev

The market weight of a stock is its capitalization (cap) divided by the total market cap. Rank these weights from top to bottom. The capital distribution curve is a plot of weights…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.