ProfessorsProfessors of University of PittsburghGunduz Caginalp

Gunduz Caginalp

University of Pittsburgh

H-index: 36

North America-United States

About Gunduz Caginalp

Gunduz Caginalp, With an exceptional h-index of 36 and a recent h-index of 16 (since 2020), a distinguished researcher at University of Pittsburgh, specializes in the field of phase field equations, renormalization methods, differential equations, stochastic equations, mathematical economics and finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

Probabilistic renormalization and analytic continuation

Stochastic asset flow equations: Interdependence of trend and volatility

Derivation of non-classical stochastic price dynamics equations

Fat tails arise endogenously in asset prices from supply/demand, with or without jump processes

Nonlinear price dynamics of S&P 100 stocks

Gunduz Caginalp Information

University	University of Pittsburgh
Position	___
Citations(all)	6192
Citations(since 2020)	1058
Cited By	5530
hIndex(all)	36
hIndex(since 2020)	16
i10Index(all)	72
i10Index(since 2020)	32
Email	Access Email
University Profile Page	University of Pittsburgh
Google Scholar	View Google Scholar Profile

Gunduz Caginalp Skills & Research Interests

phase field equations

renormalization methods

differential equations

stochastic equations

mathematical economics and finance

Top articles of Gunduz Caginalp

Title	Journal	Author(s)	Publication Date
Probabilistic renormalization and analytic continuation	Journal of Number Theory	G. Caginalp B. Ion	2022/12
Stochastic asset flow equations: Interdependence of trend and volatility	Physica A: Statistical Mechanics and its Applications	Carey Caginalp Gunduz Caginalp David Swigon	2021/7/15
Derivation of non-classical stochastic price dynamics equations	Physica A: Statistical Mechanics and its Applications	Carey Caginalp Gunduz Caginalp	2020/12/15
Fat tails arise endogenously in asset prices from supply/demand, with or without jump processes	arXiv preprint arXiv:2011.08275	Gunduz Caginalp	2020/11/16
Nonlinear price dynamics of S&P 100 stocks	Physica A: Statistical Mechanics and its Applications	Gunduz Caginalp Mark DeSantis	2020/6/1