Concepedia

Romain Allez

RA

9

Publications

328

Citations

9

H-Index

2011

Active since

Affiliations

Capital Fund Management (France)(Current)

Université Paris Dauphine-PSL

École Normale Supérieure de Lyon

Centre de Recherche en Mathématiques de la Décision

Weierstrass Institute for Applied Analysis and Stochastics

Romain Allez is an author at Capital Fund Management (France) specializing in engineering, probability theory, and spectral theory.

Top concepts

EngineeringPhysicsProbabilitySpectral TheoryBrownian MotionStochastic AnalysisRandom Matrix TheoryStochastic ProcessesEntropyFinance

Publications per year

2011–2015

9

Publications

9

Invariant Beta Ensembles and the Gauss-Wigner Crossover

Romain Allez, Jean‐Philippe Bouchaud, Alice Guionnet · Physical Review Letters · 2012 · 78 citations · Full text

Spectral Theory, Engineering, Random Matrices +15

The continuous Anderson hamiltonian in dimension two

Romain Allez, Khalil Chouk · arXiv (Cornell University) · 2015 · 56 citations · Full text

Spectral Theory, Quantum Science, Continuous Anderson Hamiltonian +10

Lognormal $${\star}$$ -scale invariant random measures

Romain Allez, Rémi Rhodes, Vincent Vargas · Probability Theory and Related Fields · 2012 · 44 citations · Full text

Measure Theory, Engineering, Entropy +4

Eigenvector dynamics: General theory and some applications

Romain Allez, Jean‐Philippe Bouchaud · Physical Review E · 2012 · 41 citations · Full text

Principal regression analysis and the index leverage effect

Pierre-Alain Reigneron, Romain Allez, Jean‐Philippe Bouchaud · Physica A Statistical Mechanics and its Applications · 2011 · 37 citations · Full text

Empirical Finance, Economics, Business +4

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