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thomas coleman

thomas coleman

University of Waterloo

H-index: 46

North America-Canada

About thomas coleman

thomas coleman, With an exceptional h-index of 46 and a recent h-index of 20 (since 2020), a distinguished researcher at University of Waterloo, specializes in the field of optimization, scientific computing, computational finance, automatic differentiation.

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

Optimal Pricing of Climate Risk

Learning sequential option hedging models from market data

Structured finance securities option pricing architecture and process

Spectral ranking and unsupervised feature selection for point, collective, and contextual anomaly detection

thomas coleman Information

University

Position

professor of combinatorics and optimization

Citations(all)

15568

Citations(since 2020)

3463

Cited By

14358

hIndex(all)

46

hIndex(since 2020)

20

i10Index(all)

102

i10Index(since 2020)

32

Email

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University Profile Page

University of Waterloo

Google Scholar

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thomas coleman Skills & Research Interests

optimization

scientific computing

computational finance

automatic differentiation

Top articles of thomas coleman

Title

Journal

Author(s)

Publication Date

Optimal Pricing of Climate Risk

Computational Economics

Thomas F Coleman

Nicole S Dumont

Wanqi Li

Wenbin Liu

Alexey Rubtsov

2022/10

Learning sequential option hedging models from market data

Journal of Banking & Finance

Ke Nian

Thomas F Coleman

Yuying Li

2021/12/1

Structured finance securities option pricing architecture and process

2020/4/28

Spectral ranking and unsupervised feature selection for point, collective, and contextual anomaly detection

International Journal of Data Science and Analytics

Haofan Zhang

Ke Nian

Thomas F Coleman

Yuying Li

2020/2

See List of Professors in thomas coleman University(University of Waterloo)