COLLABORATION NETWORK
Below is a summarized collaboration network, which makes it easy to visualize three main clusters: Pure Mathematics (centered around Paul Erdős and the FieldsNevanlinna medallists), Mathematical Finance (centered around the CarrGemanMadanYor team) and Financial Econometrics (centered around the Nobel Laureates in Economics).
An author collaboration network. [Source: American Mathematical Society, SSRN] 
Contrary to common belief, modern mathematical research is a highly collaborative enterprise, where teams of researchers pursue a common interest and build upon each others' innovations. A formalized field lends itself to teamworking because concepts can be rigorously defined and debated (see the Polymath project for astonishing examples of massive collaboration).
COAUTHORS
Below is a partial list (in alphabetic order) of the ~30 coauthors with whom I have had the fortune to do research and publish some of our results.
NAME  FIELD  PUBLICATIONS  COMMENTS 
Dr. Robert Almgren 
Market Microstructure High Frequency Trading 
[1] 

Dr. Alexander Antonov  Pricing  [1] 

Dr. David H. Bailey 
Experimental Mathematics Computational Research Mathematical Finance 
[1], [2], [3], [4], [5], [6], [7], [8], [9], [10], [11], [12], [13], [14], [15], [16], [17], [18], [19] 

Dr. Wes Bethel  Computer Science  [1] 

Dr. Jonathan M. Borwein, FAMS, FRSC, FAAAS, FBAS, FAA 
Variational Analysis Computational Research Mathematical Finance 
[1], [2], [3], [4], [5], [6], [7], [8] 

Dr. Stephen P. Boyd 
Convex optimization Stochastic Control Dynamical Systems 
[1] 

Dr. Neil J. Calkin 
Graph Theory Combinatorial Methods Number Theory 
[1], [2] 

Dr. Peter P. Carr 
Mathematical Finance Stochastic Processes Optimal Control 
[1], [2] 

Dr. David A. Easley 
Market Microstructure High Frequency Trading Computer Science 
[1], [2], [3], [4], [5], [6], [7], [8], [9], [10] 

Dr. Frank Fabozzi  Mathematical Finance  [1], [2], [3], [4], [5] 

Dr. Matthew D. Foreman 
Set Theory Mathematical Finance 
[1] 

Dr. Phil Goddard 
Quantum Physics Quantum Computing 
[1] 

Dr. Ming Gu  Optimization and Numerical Methods  [1] 

Dr. Terry Hendershott 
Market Microstructure High Frequency Trading 
[1] 

Dr. Charles Jones 
Market Microstructure High Frequency Trading 
[1] 

Dr. Michael Kearns 
Machine Learning High Frequency Trading Operations Research 
[1] 

Dr. David J. Leinweber 
Machine Learning Mathematical Finance 
[1], [2] 

Dr. Oliver Linton, FBA 
Market Microstructure High Frequency Trading 
[1] 

Dr. Alexander Lipton  Mathematical Finance  [1], [2], [3], [4] 

Dr. Albert Menkveld 
Market Microstructure High Frequency Trading 
[1] 

Dr. Yuryi Nevmyvaka 
Machine Learning High Frequency Trading Operations Research 
[1] 

Dr. Richard Olsen 
Market Microstructure High Frequency Trading 
[1] 

Dr. Maureen O'Hara 
Market Microstructure High Frequency Trading 
[1], [2], [3], [4], [5], [6], [7], [8], [9], [10] 

Dr. Achim Peijan  Mathematical Finance  [1] 

Dr. Eva del Pozo  Mathematical Finance  [1] 

Dr. Riccardo Rebonato  Mathematical Finance  [1] 

Dr. Oliver Ruebel  Computer Science  [1] 

Dr. Horst Simon 
Computer Science Supercomputing Algorithms 
[1], [2], [3] 

Dr. George Sofianos 
Market Microstructure High Frequency Trading 
[1] 

Dr. Michael Sotiropoulos 
Market Microstructure High Frequency Trading 
[1] 

Ralph Vince 
Computer Science Game Theory 
[1] 

Dr. Kesheng Wu  Computer Science  [1], [2], [3], [4], [5], [6] 

Dr. Jim Zhu 
Variational Analysis Computational Research Mathematical Finance 
[1], [2], [3], [4], [5], [6] 

Dr. JeanPierre Zigrand 
Market Microstructure High Frequency Trading 
[1] 

Dr. Vincent Zoonekynd 
Causal Inference Factor Investing 
[1], [2], [3] 
