| On some control problems in fluid mechanics F Abergel, R Temam Theoretical and Computational Fluid Dynamics 1 (6), 303-325, 1990 | 657 | 1990 |
| Econophysics review: I. Empirical facts A Chakraborti, IM Toke, M Patriarca, F Abergel Quantitative Finance 11 (7), 991-1012, 2011 | 441 | 2011 |
| Econophysics review: II. Agent-based models A Chakraborti, IM Toke, M Patriarca, F Abergel Quantitative Finance 11 (7), 1013-1041, 2011 | 334 | 2011 |
| Limit order books F Abergel, M Anane, A Chakraborti, A Jedidi, IM Toke Cambridge University Press, 2016 | 155 | 2016 |
| A mathematical approach to order book modeling F Abergel, A Jedidi International Journal of Theoretical and Applied Finance 16 (05), 1350025, 2013 | 153 | 2013 |
| Existence and finite dimensionality of the global attractor for evolution equations on unbounded domains F Abergel Journal of Differential Equations 83 (1), 85-108, 1990 | 148 | 1990 |
| Long-time behavior of a hawkes process--based limit order book F Abergel, A Jedidi SIAM Journal on Financial Mathematics 6 (1), 1026-1043, 2015 | 97 | 2015 |
| Some optimal control problems of multistate equations appearing in fluid mechanics F Abergel, E Casas ESAIM: Mathematical Modelling and Numerical Analysis 27 (2), 223-247, 1993 | 84 | 1993 |
| Econophysics of systemic risk and network dynamics F Abergel, BK Chakrabarti, A Chakraborti, A Ghosh Springer Science & Business Media, 2012 | 83* | 2012 |
| High frequency lead/lag relationships—empirical facts N Huth, F Abergel Journal of Empirical Finance 26, 41-58, 2014 | 78 | 2014 |
| Attractor for a Navier-Stokes flow in an unbounded domain F Abergel ESAIM: Mathematical Modelling and Numerical Analysis 23 (3), 359-370, 1989 | 67 | 1989 |
| High-dimensional Hawkes processes for limit order books: modelling, empirical analysis and numerical calibration X Lu, F Abergel Quantitative Finance 18 (2), 249-264, 2018 | 65 | 2018 |
| Price jump prediction in limit order book B Zheng, E Moulines, F Abergel arXiv preprint arXiv:1204.1381, 2012 | 62 | 2012 |
| A nonlinear partial integro-differential equation from mathematical finance F Abergel, R Tachet Discrete and Continuous Dynamical Systems-Series A 27 (3), 907-917, 2010 | 60 | 2010 |
| Market microstructure: confronting many viewpoints F Abergel, JP Bouchaud, T Foucault, CA Lehalle, M Rosenbaum John Wiley & Sons, 2012 | 52 | 2012 |
| A mathematical theory for viscous, free-surface flows over a perturbed plane F Abergel, JL Bona Archive for rational mechanics and analysis 118, 71-93, 1992 | 48 | 1992 |
| Modelling bid and ask prices using constrained Hawkes processes: Ergodicity and scaling limit B Zheng, F Roueff, F Abergel SIAM Journal on Financial Mathematics 5 (1), 99-136, 2014 | 45 | 2014 |
| Econophysics of order-driven markets F Abergel, BK Chakrabarti, A Chakraborti, M Mitra Springer Science & Business Media, 2011 | 40 | 2011 |
| Algorithmic trading in a microstructural limit order book model F Abergel, C Huré, H Pham Commodities, 691-730, 2022 | 38 | 2022 |
| Econophysics and sociophysics: Recent progress and future directions F Abergel, H Aoyama, BK Chakrabarti, A Chakraborti, N Deo, D Raina, ... Springer International Publishing, 2017 | 34 | 2017 |
Anirban ChakrabortiProfessor, School of Computational and Integrative Sciences, Jawaharlal Nehru UniversityEmail verificata su jnu.ac.in