Correlation matrix clustering for statistical arbitrage portfolios
Jin, Q
Cucuringu, M
Cartea, A
557-564
(25 Nov 2023)
Predictable losses of liquidity provision in constant function markets and concentrated liquidity markets
Cartea, A
Drissi, F
Monga, M
Applied Mathematical Finance
volume 30
issue 2
69-93
(22 Nov 2023)
Deep attentive survival analysis in limit order books: estimating fill probabilities with convolutional-transformers
Arroyo, A
Cartea, A
Moreno-Pino, F
Zohren, S
Quantitative Finance
(04 Jan 2024)
Morawetz’s contributions to the mathematical theory of transonic flows, shock waves, and partial differential equations of mixed type
Chen, G
Bulletin of the American Mathematical Society
volume 61
issue 1
161-171
(19 Oct 2023)
Global solutions of the compressible euler-poisson equations with large initial data of spherical symmetry
Chen, G
He, L
Wang, Y
Yuan, D
Communications on Pure and Applied Mathematics
volume 77
issue 6
2861-3140
(13 Nov 2023)
Dilations and information flow axioms in categorical probability
Fritz, T
Gonda, T
Houghton-Larsen, N
Lorenzin, A
Perrone, P
Stein, D
Mathematical Structures in Computer Science
volume 33
issue 10
913-957
(25 Oct 2023)
Wolfgang Haken, 1928–2022
Callahan, P
Kapovich, I
Lackenby, M
Shalen, P
Wilson, R
Notices of the American Mathematical Society
volume 70
issue 9
1452-1467
(01 Oct 2023)
Encapsulation Structure and Dynamics in Hypergraphs
LaRock, T
Lambiotte, R
Journal of Physics: Complexity
(10 Nov 2023)
Exact calculation of end-of-outbreak probabilities using contact tracing data
Bradbury, N
Hart, W
Lovell-Read, F
Polonsky, J
Thompson, R
Journal of the Royal Society Interface
volume 20
(13 Dec 2023)
Unraveling the Holomorphic Twist: Central Charges
Bomans, P
Wu, J
(07 Nov 2023)