421 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- 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
31 papers · 1 filter
Extremal C4-free/C5-free planar graphs
Chris Dowden
We study the topic of "extremal" planar graphs, defining to be the maximum number of edges possible in a planar graph on vertices that does…
Distress propagation in complex networks: the case of non-linear DebtRank
Marco Bardoscia, Fabio Caccioli, Juan Ignacio Perotti +2
We consider a dynamical model of distress propagation on complex networks, which we apply to the study of financial contagion in networks of banks connected to each other by direct…
Statistical mechanics of complex economies
Marco Bardoscia, Giacomo Livan, Matteo Marsili
In the pursuit of ever increasing efficiency and growth, our economies have evolved to remarkable degrees of complexity, with nested production processes feeding each other in orde…
Constant Factor Approximation for ATSP with Two Edge Weights
Ola Svensson, Jakub Tarnawski, László A. Végh
We give a constant factor approximation algorithm for the Asymmetric Traveling Salesman Problem on shortest path metrics of directed graphs with two different edge weights. For the…
Emergence of strongly connected giant components in continuum disk-spin percolation
Francesco Caravelli, Marco Bardoscia, Fabio Caccioli
We propose a continuum model of percolation in two dimensions for overlapping disks with spin. In this model the existence of bonds is determined by the distance between the center…
The greedy independent set in a random graph with given degrees
Graham Brightwell, Svante Janson, Malwina Luczak
We analyse the size of an independent set in a random graph on vertices with specified vertex degrees, constructed via a simple greedy algorithm: order the vertices arbitrarily…
Designs for Generalized Linear Models
Anthony C. Atkinson, David C. Woods
This paper reviews the design of experiments for generalised linear models, including optimal design, Bayesian design and designs for models with random effects.
Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error
Fabio Caccioli, Imre Kondor, Gábor Papp
The contour maps of the error of historical resp. parametric estimates for large random portfolios optimized under the risk measure Expected Shortfall (ES) are constructed. Similar…
Rethinking Boltzmannian Equilibrium
Charlotte Werndl, Roman Frigg
Boltzmannian statistical mechanics partitions the phase space of a system into macro-regions, and the largest of these is identified with equilibrium. What justifies this identific…
Reconceptualising equilibrium in Boltzmannian statistical mechanics and characterising its existence
Charlotte Werndl, Roman Frigg
In Boltzmannian statistical mechanics macro-states supervene on micro-states. This leads to a partitioning of the state space of a system into regions of macroscopically indistingu…
Exchanging Goods Using Valuable Money
J. V. Howard
A group of people wishes to use money to exchange goods efficiently over several time periods. However, there are disadvantages to using any of the goods as money, and in addition…
Optimal growth trajectories with finite carrying capacity
Francesco Caravelli, Lorenzo Sindoni, Fabio Caccioli +1
We consider the problem of finding optimal strategies that maximize the average growth-rate of multiplicative stochastic processes. For a geometric Brownian motion the problem is s…
Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series
Matteo Barigozzi, Marc Hallin
We consider weighted directed networks for analysing, over the period 2000-2013, the interdependencies between volatilities of a large panel of stocks belonging to the S\&P100 inde…
A Conversation with Professor Tadeusz Caliński
Anthony C. Atkinson, Barbara Bogacka
Tadeusz Caliński was born in Poznań, Poland in 1928. Despite the absence of formal secondary eduction for Poles during the Second World War, he entered the University of Poznań in…
Dynamic and stochastic systems as a framework for metaphysics and the philosophy of science
Christian List, Marcus Pivato
Scientists often think of the world (or some part of it) as a dynamical system, a stochastic process, or a generalization of such a system. Prominent examples of systems are (i) th…
Time-dependent scaling patterns in high frequency financial data
Noemi Nava, Tiziana Di Matteo, Tomaso Aste
We measure the influence of different time-scales on the dynamics of financial market data. This is obtained by decomposing financial time series into simple oscillations associate…
Independent Sets, Matchings, and Occupancy Fractions
Ewan Davies, Matthew Jenssen, Will Perkins +1
We prove tight upper bounds on the logarithmic derivative of the independence and matching polynomials of d-regular graphs. For independent sets, this theorem is a strengthening of…
Chromatic thresholds in sparse random graphs
Peter Allen, Julia Böttcher, Simon Griffiths +2
The chromatic threshold of a graph with respect to the random graph is the infimum over such that the following holds with high probability: the fam…
Triangle-free subgraphs of random graphs
Peter Allen, Julia Böttcher, Yoshiharu Kohayakawa +1
Recently there has been much interest in studying random graph analogues of well known classical results in extremal graph theory. Here we follow this trend and investigate the str…
Partite Saturation Problems
Barnaby Roberts
We look at several saturation problems in complete balanced blow-ups of graphs. We let denote the blow-up of onto parts of size and refer to a copy of in …
BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data
Andrea Cosso, Huyên Pham, Hao Xing
We provide a stochastic representation for a general class of viscous Hamilton-Jacobi (HJ) equations, which has convexity and superlinear nonlinearity in its gradient term, via a t…
Generalized Yule-Walker Estimation for Spatio-Temporal Models with Unknown Diagonal Coefficients
Baojun Dou, Maria Lucia Parrella, Qiwei Yao
We consider a class of spatio-temporal models which extend popular econometric spatial autoregressive panel data models by allowing the scalar coefficients for each location (or pa…
25 Years of Self-Organized Criticality: Concepts and Controversies
Nicholas Watkins, Gunnar Pruessner, Sandra Chapman +2
Introduced by the late Per Bak and his colleagues, self-organized criticality (SOC) has been one of the most stimulating concepts to come out of statistical mechanics and condensed…
Unperturbed Schelling segregation in two or three dimensions
George Barmpalias, Richard Elwes, Andy Lewis-Pye
Schelling's model of segregation, first described in 1969, has become one of the best known models of self-organising behaviour. While Schelling's explicit concern was to understan…