activity
20192025
collaborators

5 papers

q-fin.PM2025

Hierarchical Minimum Variance Portfolios: A Theoretical and Algorithmic Approach

Gamal Mograby

We introduce a novel approach to portfolio optimization that leverages hierarchical graph structures and the Schur complement method to systematically reduce computational complexi…

math.SP2022

Spectral decimation of piecewise centrosymmetric Jacobi operators on graphs

Gamal Mograby, Radhakrishnan Balu, Kasso A. Okoudjou +1

We study the spectral theory of a class of piecewise centrosymmetric Jacobi operators defined on an associated family of substitution graphs. Given a finite centrosymmetric matrix…

math.CO2021

Spectra of three-peg Hanoi towers graphs

Brett Hungar, Gamal Mograby, Madison Phelps +2

We consider the relationship between the Laplacians on two sequences of planar graphs, one from the theory of self-similar groups and one from analysis on fractals. By establishing…

math.NA2020

Discretization of the Koch Snowflake Domain with Boundary and Interior Energies

Malcolm Gabbard, Carlos Lima, Gamal Mograby +2

We study the discretization of a Dirichlet form on the Koch snowflake domain and its boundary with the property that both the interior and the boundary can support positive energy.…

math.CA2019

Harmonic Gradients on Higher Dimensional Sierpinski Gaskets

Luke Brown, Giovanni Ferrer, Gamal Mograby +2

We consider criteria for the differentiability of functions with continuous Laplacian on the Sierpinski Gasket and its higher-dimensional variants , , proving results th…