London School of Economics and Political Science

output

19992026

most citedSparsistency and rates of convergence in large covariance matrix estimation

421 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

K. Swanepoel19 · h 16
Q. Yao19 · h 39
F. Caccioli2 profiles18 · h 22
M. Luczak18 · h 19
Peter Allen15 · h 13
T. Aste15 · h 49
G. Brightwell14 · h 34
G. Livan14 · h 20
H. Wynn14 · h 30
Julia Böttcher14 · h 15
J. Skokan12 · h 17
C. Kardaras11 · h 18

collaborating institutions

University College LondonGB63 papers
Systemic Risk CentreGB48 papers
University of OxfordGB20 papers
University of WarwickGB18 papers
King's College LondonGB16 papers
London Mathematical LaboratoryGB12 papers
University of Illinois Urbana-ChampaignUS12 papers
Centre National de la Recherche ScientifiqueFR11 papers
Queen Mary University of LondonGB11 papers
The Open UniversityGB11 papers
City, University of LondonGB10 papers
ETH ZurichCH10 papers

Showing 2014 · math.OCShow all

2 papers · 2 filters

math.OC2014

Optimal double stopping of a Brownian bridge

Erik J. Baurdoux, Nan Chen, Budhi A. Surya +1

We study optimal double stopping problems driven by a Brownian bridge. The objective is to maximize the expected spread between the payoffs achieved at the two stopping times. We s…

math.OC2014

Quadratization of Symmetric Pseudo-Boolean Functions

Martin Anthony, Endre Boros, Yves Crama +1

A pseudo-Boolean function is a real-valued function $f (x) = f (x_{1}, x_{2}, \dots, x_{n})$ of $n$ binary variables; that is, a mapping from ${0, 1}^{n}$ to $R$ . For a pseudo-Boolean…