Principled interpolation of Green's functions learned from data
Praveen, H
Boullé, N
Earls, C
Computer Methods in Applied Mechanics and Engineering
volume 409
(01 May 2023)
Optimal cross-border electricity trading
Cartea, Á
Flora, M
Vargiolu, T
Slavov, G
SIAM Journal on Financial Mathematics
volume 13
issue 1
262
(14 Mar 2022)
Optimal Execution of Foreign Securities: A Double-Execution Problem with Signatures and Machine Learning
Cartea, Á
Arribas, I
Sánchez-Betancourt, L
(01 Jan 2020)
Market Making with Alpha Signals
Cartea, Á
Wang, Y
(01 Jan 2019)
Adaptive Robust Control in Continuous-Time
Bhudisaksang, T
Cartea, Á
SSRN Electronic Journal
(01 Jan 2020)
Online Drift Estimation for Jump-Diffusion Processes
Bhudisaksang, T
Cartea, Á
SSRN Electronic Journal
(01 Jan 2020)
Latency and Liquidity Risk
Cartea, Á
Jaimungal, S
Sánchez-Betancourt, L
(01 Jan 2019)
Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders
Cartea, Á
Gan, L
Jaimungal, S
(01 Jan 2017)
Brain Activity and Aggressive Behavior of Online Gamers
Ke, G
Tan, R
Palmer, S
International Journal of Cyber Behavior, Psychology and Learning
volume 12
issue 1
(01 Jan 2022)
Searches for Neutrinos from Large High Altitude Air Shower Observatory Ultra-high-energy γ-Ray Sources Using the IceCube Neutrino Observatory
Abbasi, R
Ackermann, M
Adams, J
Aggarwal, N
Aguilar, J
Ahlers, M
Alameddine, J
Alves, A
Amin, N
Andeen, K
Anderson, T
Anton, G
Argüelles, C
Ashida, Y
Athanasiadou, S
Axani, S
Bai, X
V., A
Baricevic, M
Barwick, S
Basu, V
Bay, R
Beatty, J
Becker, K
Tjus, J
The Astrophysical Journal Letters
volume 945
issue 1
L8-L8
(01 Mar 2023)