College of Sciences

Displaying works **1 - 20** of **183** in total

Sorted by most recent date added to the index first, which may not be the same as publication date order.

2019 journal article

Water vapor capturing using an array of traveling liquid beads for desalination and water treatment

*Science Advances*, *5*(4).

Source: ORCID

Added: May 18, 2023

2019 journal article

Numerical methods for thermally stressed shallow shell equations

*Journal of Computational and Applied Mathematics*, *362*, 626–652.

Source: ORCID

Added: May 18, 2023

2019 journal article

Dynamics of thin liquid films on vertical cylindrical fibres

*Journal of Fluid Mechanics*, *865*, 303–327.

Source: ORCID

Added: May 18, 2023

2019 journal article

Singular Perturbation Expansion for Utility Maximization with Order-ε Quadratic Transaction Costs

*International Journal of Theoretical and Applied Finance*, *22*(7), 1950039.

author keywords: Transaction costs; singular perturbation expansion; stochastic control; Merton problem; aim portfolio

Sources: Web Of Science, ORCID

Added: February 18, 2023

2019 journal article

STATISTICS OF VIX FUTURES AND APPLICATIONS TO TRADING VOLATILITY EXCHANGE-TRADED PRODUCTS

*International Journal of Theoretical and Applied Finance*, *22*(01), 1850061.

author keywords: VIX futures; volatility ETNs; contango

Sources: ORCID, Crossref

Added: January 13, 2023

2019 journal article

Backward SDEs for control with partial information

*Mathematical Finance*, *29*(1), 208–248.

author keywords: backward stochastic differential equations; non-Markov control; partial information; portfolio optimization

Source: ORCID

Added: January 13, 2023

2019 journal article

PRICE IMPACT OF LARGE ORDERS USING HAWKES PROCESSES

*The ANZIAM Journal*, *61*(02), 161–194.

author keywords: price-impact function; limit order books; execution of large orders; Hawkes processes

Sources: ORCID, Crossref

Added: June 5, 2022

2019 article

Statistical Arbitrage for Multiple Co-Integrated Stocks

(2019, August 6).

author keywords: Co-integrated stocks; Eigenportfolio; Factor model; Market-neutral portfolio; Matrix Riccati equation; Optimisation; Statistical arbitrage; Stochastic control

Source: ORCID

Added: April 23, 2022

2019 conference paper

Fully Proximal Splitting Algorithms In Image Recovery

*2019 27th European Signal Processing Conference (EUSIPCO)*. Presented at the 2019 27th European Signal Processing Conference (EUSIPCO), A Coruna, Spain.

Event: 2019 27th European Signal Processing Conference (EUSIPCO) at A Coruna, Spain on September 2-6, 2019

Sources: Crossref, ORCID

Added: November 5, 2021

2019 journal article

Mathematical deep learning for pose and binding affinity prediction and ranking in D3R Grand Challenges

*Journal of Computer-Aided Molecular Design*, *33*(1), 71–82.

author keywords: Drug design; Pose prediction; Binding affinity; Machine learning; Algebraic topology; Graph theory

Source: ORCID

Added: August 22, 2021

2019 journal article

The relationship between the intrinsic Čech and persistence distortion distances for metric graphs

*Journal of Computational Geometry*, *10*(1), 477–499.

Source: NC State University Libraries

Added: February 20, 2021

2019 report

Torsion in the Magnitude homology of graphs

(ArXiv No. 1912.13483).

Source: NC State University Libraries

Added: February 20, 2021

2019 report

On the Strength of Chromatic Symmetric Homology for graphs

(ArXiv No. 1911.13297).

Source: NC State University Libraries

Added: February 20, 2021

2019 report

Local Versus Global Distances for Zigzag Persistence Modules

(ArXiv No. 1903.08298).

Source: NC State University Libraries

Added: February 20, 2021

2019 report

A Broken Circuit Model for Chromatic Homology Theories

(Arxiv No. 1911.13226).

Source: NC State University Libraries

Added: February 20, 2021

2019 journal article

On configuration spaces and simplicial complexes

*New York J. Math*, *25*, 723–744.

Source: ORCID

Added: February 10, 2021

2019 article

Duality of sum of nonnegative circuit polynomials and optimal SONC bounds

(2019, December 10).

Source: ORCID

Added: January 23, 2021

2019 book

Introduction to Partial Differential Equations

Sources: NC State University Libraries, ORCID

Added: December 5, 2020

2019 journal article

Quantum image edge extraction based on Laplacian operator and zero-cross method

*Quantum Information Processing*, *18*(1).

author keywords: Quantum image processing; Edge detection; Laplacian operator; Zero-cross method

Sources: Crossref, ORCID

Added: November 20, 2020

2019 report

A Problem from Genetics and the Singular Value Decomposition

[Preprint].

Sources: NC State University Libraries, ORCID

Added: October 25, 2020