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
34 papers · 1 filter
A Continuous-Time Dynamic Choice Measurement Model for Problem-Solving Process Data
Yunxiao Chen
Problem solving has been recognized as a central skill that today's students need to thrive and shape their world. As a result, the measurement of problem-solving competency has re…
Simplified stochastic calculus with applications in Economics and Finance
Aleš Černý, Johannes Ruf
The paper introduces a simple way of recording and manipulating general stochastic processes without explicit reference to a probability measure. In the new calculus, operations tr…
A Bayesian/Information Theoretic Model of Bias Learning
Jonathan Baxter
In this paper the problem of learning appropriate bias for an environment of related tasks is examined from a Bayesian perspective. The environment of related tasks is shown to be…
Successive shortest paths in complete graphs with random edge weights
Stefanie Gerke, Balázs F. Mezei, Gregory B. Sorkin
Consider a complete graph with edge weights drawn independently from a uniform distribution . The weight of the shortest (minimum-weight) path between two given…
Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models
Matteo Barigozzi, Matteo Luciani
This paper considers estimation of large dynamic factor models with common and idiosyncratic trends by means of the Expectation Maximization algorithm, implemented jointly with the…
First-passage and first-hitting times of Levy flights and Levy walks
V. V. Palyulin, G. Blackburn, M. A. Lomholt +4
For both Levy flight and Levy walk search processes we analyse the full distribution of first-passage and first-hitting (or first-arrival) times. These are, respectively, the times…
Sector Neutral Portfolios: Long memory motifs persistence in market structure dynamics
Jeremy Turiel, Tomaso Aste
We study soft persistence (existence in subsequent temporal layers of motifs from the initial layer) of motif structures in Triangulated Maximally Filtered Graphs (TMFG) generated…
Bounding the tripartite-circle crossing number of complete tripartite graphs
Charles Camacho, Silvia Fernández-Merchant, Marija Jelić Milutinović +4
A tripartite-circle drawing of a tripartite graph is a drawing in the plane, where each part of a vertex partition is placed on one of three disjoint circles, and the edges do not…
Detection of gamma-ray transients with wild binary segmentation
Sarah Antier, Kateryna Barynova, Piotr Fryzlewicz +2
In the context of time domain astronomy, we present an offline detection search of gamma-ray transients using a wild binary segmentation analysis called FWBSB targeting both short…
Timing Terminators: Forecasting Sunspot Cycle 25 Onset
Robert J Leamon, Scott W. McIntosh, Sandra C. Chapman +1
Recent research has demonstrated the existence of a new type of solar event, the "terminator." Unlike the Sun's signature events, flares and Coronal Mass Ejections, the terminator…
A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games
Diego Zabaljauregui
Nonzero-sum stochastic differential games with impulse controls offer a realistic and far-reaching modelling framework for applications within finance, energy markets, and other ar…
Pure-jump semimartingales
Aleš Černý, Johannes Ruf
A new integral with respect to an integer-valued random measure is introduced. In contrast to the finite variation integral ubiquitous in semimartingale theory (Jacod and Shiryaev,…
Auction Algorithms for Market Equilibrium with Weak Gross Substitute Demands
Jugal Garg, Edin Husić, László A. Végh
We consider the Arrow--Debreu exchange market model under the assumption that the agents' demands satisfy the weak gross substitutes (WGS) property. We present a simple auction alg…
The size-Ramsey number of powers of bounded degree trees
Sören Berger, Yoshiharu Kohayakawa, Giulia Satiko Maesaka +4
Given a positive integer , the -colour size-Ramsey number of a graph is the smallest integer such that there exists a graph with edges with the property that,…
Uniform Orderings for Generalized Coloring Numbers
Jan van den Heuvel, H. A. Kierstead
The generalized coloring numbers col_r(G) (also denoted by scol_r(G)) and wcol_r(G) of a graph G were introduced by Kierstead and Yang as a generalization of the usual coloring num…
A Note on Exploratory Item Factor Analysis by Singular Value Decomposition
Haoran Zhang, Yunxiao Chen, Xiaoou Li
We revisit a singular value decomposition (SVD) algorithm given in Chen et al. (2019b) for exploratory Item Factor Analysis (IFA). This algorithm estimates a multidimensional IFA m…
The size-Ramsey number of 3-uniform tight paths
Jie Han, Yoshiharu Kohayakawa, Shoham Letzter +2
Given a hypergraph , the size-Ramsey number is the smallest integer such that there exists a graph with edges with the property that in any colouring…
Don't follow the leader: How ranking performance reduces meritocracy
Giacomo Livan
In the name of meritocracy, modern economies devote increasing amounts of resources to quantifying and ranking the performance of individuals and organisations. Rankings send out p…
Maximum Entropy approach to multivariate time series randomization
Riccardo Marcaccioli, Giacomo Livan
Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through s…
The independent set problem is FPT for even-hole-free graphs
Edin Husic, Stephan Thomasse, Nicolas Trotignon
The class of even-hole-free graphs is very similar to the class of perfect graphs, and was indeed a cornerstone in the tools leading to the proof of the Strong Perfect Graph Theore…
Peril v. Promise: IoT and the Ethical Imaginaries
Funda Ustek-Spilda, Alison Powell, Irina Shklovski +1
The future scenarios often associated with Internet of Things (IoT) oscillate between the peril of IoT for the future of humanity and the promises for an ever-connected and efficie…
Achieving competitive advantage in academia through early career coauthorship with top scientists
Weihua Li, Tomaso Aste, Fabio Caccioli +1
We quantify the long term impact that the coauthorship with established top-cited scientists has on the career of junior researchers in four different scientific disciplines. Throu…
Dynamic Term-Modal Logics for First-Order Epistemic Planning
Andrés Occhipinti Liberman, Andreas Achen, Rasmus Kræmmer Rendsvig
Many classical planning frameworks are built on first-order languages. The first-order expressive power is desirable for compactly representing actions via schemas, and for specify…
Detecting linear trend changes in data sequences
Hyeyoung Maeng, Piotr Fryzlewicz
We propose TrendSegment, a methodology for detecting multiple change-points corresponding to linear trend changes in one dimensional data. A core ingredient of TrendSegment is a ne…