The new normal? Dynamics and scale of the SARS-CoV-2 variant Omicron epidemic in England
 Eales, O de Oliveira Martins, L Page, A Wang, H Bodinier, B Tang, D Haw, D Jonnerby, J Atchison, C Ashby, D Barclay, W Taylor, G Cooke, G Ward, H Darzi, A Riley, S Elliott, P Donnelly, C Chadeau-Hyam, M (04 Apr 2022) doi:10.1101/2022.03.29.22273042
The Omicron SARS-CoV-2 epidemic in England during February 2022
 Chadeau-Hyam, M Tang, D Eales, O Bodinier, B Wang, H Jonnerby, J Whitaker, M Elliott, J Haw, D Walters, C Atchison, C Diggle, P Page, A Ashby, D Barclay, W Taylor, G Cooke, G Ward, H Darzi, A Donnelly, C Elliott, P (13 Mar 2022) doi:10.1101/2022.03.10.22272177
Trends in SARS-CoV-2 infection prevalence during England’s roadmap out of lockdown, January to July 2021
 Eales, O Wang, H Haw, D Ainslie, K Walters, C Atchison, C Cooke, G Barclay, W Ward, H Darzi, A Ashby, D Donnelly, C Elliott, P Riley, S (02 Jun 2022) doi:10.1101/2022.06.02.22275900
Health inequalities in SARS-CoV-2 infection during the second wave in England: REACT-1 study
 Wang, H Ainslie, K Walters, C Eales, O Haw, D Atchison, C Fronterre, C Diggle, P Ashby, D Cooke, G Barclay, W Ward, H Darzi, A Donnelly, C Riley, S Elliott, P (02 Aug 2023) doi:10.1101/2023.08.01.23293491
Open Graphs and Computational Reasoning
 Dixon, L Duncan, R Kissinger, A Electronic Proceedings in Theoretical Computer Science volume 26 169-180 (09 Jun 2010) doi:10.4204/eptcs.26.16
Best-response dynamics, playing sequences, and convergence to equilibrium in random games
 Heinrich, T Jang, Y Mungo, L Pangallo, M Scott, A Tarbush, B Wiese, S (01 Jan 2021) doi:10.2139/ssrn.3764151
Measuring productivity dispersion: a parametric approach using the L\'{e}vy alpha-stable distribution
 Yang, J Heinrich, T Winkler, J Lafond, F Koutroumpis, P Farmer, J (11 Oct 2019) doi:10.48550/arxiv.1910.05219
A Comparison of Option Prices Under Different Pricing Measures in a Stochastic Volatility Model with Correlation
 Henderson, V Hobson, D Howison, S Kluge, T (01 Jan 2003) doi:10.2139/ssrn.459594
Multivariate Stochastic Volatility with Co-Heteroscedasticity
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