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
23 papers · 1 filter
The Ramsey numbers of squares of paths and cycles
Peter Allen, Domenico Mergoni Cecchelli, Barnaby Roberts +1
The square of a graph is the graph on with a pair of vertices an edge whenever and have distance or in . Given graphs and , the Rams…
Reversing the Arrow of Time
Bryan W Roberts
The arrow of time refers to the curious asymmetry that distinguishes the future from the past. Reversing the Arrow of Time argues that there is an intimate link between the symmetr…
Structural properties in the diffusion of the solar photovoltaic in Italy: individual people/householder vs firms
Franco Flandoli, Fausto Corvino, Marta Leocata +3
This paper develops two mathematical models to understand subjects' behavior in response to the urgency of a change and inputs from governments e.g., (subsides) in the context of t…
Generalization and Personalization of Mobile Sensing-Based Mood Inference Models: An Analysis of College Students in Eight Countries
Lakmal Meegahapola, William Droz, Peter Kun +24
Mood inference with mobile sensing data has been studied in ubicomp literature over the last decade. This inference enables context-aware and personalized user experiences in gener…
Residual permutation test for regression coefficient testing
Kaiyue Wen, Tengyao Wang, Yuhao Wang
We consider the problem of testing whether a single coefficient is equal to zero in linear models when the dimension of covariates can be up to a constant fraction of sample si…
Bayesian analysis of diffusion-driven multi-type epidemic models with application to COVID-19
Lampros Bouranis, Nikolaos Demiris, Konstantinos Kalogeropoulos +1
We consider a flexible Bayesian evidence synthesis approach to model the age-specific transmission dynamics of COVID-19 based on daily mortality counts. The temporal evolution of t…
Automatic Change-Point Detection in Time Series via Deep Learning
Jie Li, Paul Fearnhead, Piotr Fryzlewicz +1
Detecting change-points in data is challenging because of the range of possible types of change and types of behaviour of data when there is no change. Statistically efficient meth…
Conditional Likelihood Ratio Test with Many Weak Instruments
Sreevidya Ayyar, Yukitoshi Matsushita, Taisuke Otsu
This paper extends validity of the conditional likelihood ratio (CLR) test developed by Moreira (2003) to instrumental variable regression models with unknown error variance and ma…
Measuring e-Commerce Metric Changes in Online Experiments
C. H. Bryan Liu, Emma J. McCoy
Digital technology organizations routinely use online experiments (e.g. A/B tests) to guide their product and business decisions. In e-commerce, we often measure changes to transac…
The law of one price in quadratic hedging and mean-variance portfolio selection
Aleš Černý, Christoph Czichowsky
The law of one price (LOP) broadly asserts that identical financial flows should command the same price. We show that, when properly formulated, LOP is the minimal condition for a…
Footprint of publication selection bias on meta-analyses in medicine, environmental sciences, psychology, and economics
František Bartoš, Maximilian Maier, Eric-Jan Wagenmakers +9
Publication selection bias undermines the systematic accumulation of evidence. To assess the extent of this problem, we survey over 68,000 meta-analyses containing over 700,000 eff…
Scaling Laws for Function Diversity and Specialization Across Socioeconomic and Biological Complex Systems
Vicky Chuqiao Yang, James Holehouse, Hyejin Youn +4
Function diversity, the range of tasks individuals perform, and specialization, the distribution of function abundances, are fundamental to complex adaptive systems. In the absence…
Collective Memory in the Digital Age
Taha Yasseri, Patrick Gildersleve, Lea David
The digital transformation of our societies and in particular information and communication technologies have revolutionized how we generate, communicate, and acquire information.…
Anatomy of a Stablecoin's failure: the Terra-Luna case
Antonio Briola, David Vidal-Tomás, Yuanrong Wang +1
We quantitatively describe the main events that led to the Terra project's failure in May 2022. We first review, in a systematic way, news from heterogeneous social media sources;…
Optimal Parallel Sequential Change Detection under Generalized Performance Measures
Zexian Lu, Yunxiao Chen, Xiaoou Li
This paper considers the detection of change points in parallel data streams, a problem widely encountered when analyzing large-scale real-time streaming data. Each stream may have…
Dependency structures in cryptocurrency market from high to low frequency
Antonio Briola, Tomaso Aste
We investigate logarithmic price returns cross-correlations at different time horizons for a set of 25 liquid cryptocurrencies traded on the FTX digital currency exchange. We study…
Zero-Sum Games and Linear Programming Duality
Bernhard von Stengel
The minimax theorem for zero-sum games is easily proved from the strong duality theorem of linear programming. For the converse direction, the standard proof by Dantzig (1951) is k…
Partitioning a 2-edge-coloured graph of minimum degree into three monochromatic cycles
Peter Allen, Julia Böttcher, Richard Lang +2
Lehel conjectured in the 1970s that every red and blue edge-coloured complete graph can be partitioned into two monochromatic cycles. This was confirmed in 2010 by Bessy and Thomas…
A Method for Estimating Individual Socioeconomic Status of Twitter Users
Yuanmo He, Milena Tsvetkova
The rise of social media has opened countless opportunities to explore social science questions with new data and methods. However, research on socioeconomic inequality remains con…
The square of a Hamilton cycle in randomly perturbed graphs
Julia Böttcher, Olaf Parczyk, Amedeo Sgueglia +1
We investigate the appearance of the square of a Hamilton cycle in the model of randomly perturbed graphs, which is, for a given , the union of any -vertex graph wit…
Pandemic Recession and Helicopter Money: Venice, 1629--1631
Charles Goodhart, Donato Masciandaro, Stefano Ugolini
We analyse the money-financed fiscal stimulus implemented in Venice during the famine and plague of 1629--31, which was equivalent to a 'net-worth helicopter money' strategy -- a m…
Structural importance and evolution: an application to financial transaction networks
Isobel Seabrook, Paolo Barucca, Fabio Caccioli
A fundamental problem in the study of networks is the identification of important nodes. This is typically achieved using centrality metrics, which rank nodes in terms of their pos…
Propagating uncertainty in a network of energy models
Victoria Volodina, Nikki Sonenberg, Jim Q. Smith +3
Computer models are widely used in decision support for energy systems operation, planning and policy. A system of models is often employed, where model inputs themselves arise fro…