Mathematics

College of Sciences

Works Published in 2019

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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).

By: A. Sadeghpour*, Z. Zeng*, H. Ji, N. Ebrahimi*, A. Bertozzi* & Y. Ju*

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.

By: H. Ji & L. Li*

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.

By: H. Ji, C. Falcon*, A. Sadeghpour*, Z. Zeng*, Y. Ju* & A. Bertozzi*

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.

By: S. Chandra & A. Papanicolaou

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.

By: M. Avellaneda* & A. Papanicolaou

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.

By: L. Amaral* & A. Papanicolaou

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.

By: P. Combettes & L. Glaudin*

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.

By: D. Nguyen*, Z. Cang, K. Wu*, M. Wang*, Y. Cao* & G. Wei*

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.

By: E. Gasparovic, M. Gommel, E. Purvine, R. Sazdanovic, B. Wang, Y. Wang, L. Ziegelmeier

Source: NC State University Libraries
Added: February 20, 2021

2019 report

Torsion in the Magnitude homology of graphs

(ArXiv No. 1912.13483).

By: R. Sazdanovic & V. Summers

Source: NC State University Libraries
Added: February 20, 2021

2019 report

On the Strength of Chromatic Symmetric Homology for graphs

(ArXiv No. 1911.13297).

By: A. Chandler, R. Sazdanovic, S. Stella & M. Yip

Source: NC State University Libraries
Added: February 20, 2021

2019 report

Local Versus Global Distances for Zigzag Persistence Modules

(ArXiv No. 1903.08298).

By: E. Gasparovic, M. Gommel, E. Purvine, R. Sazdanovic, B. Wang, Y. Wang, L. Ziegelmeier

Source: NC State University Libraries
Added: February 20, 2021

2019 report

A Broken Circuit Model for Chromatic Homology Theories

(Arxiv No. 1911.13226).

By: A. Chandler & R. Sazdanovic

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.

By: A. Cooper, V. Silva & R. Sazdanovic

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

By: Z. Li & L. Norris n

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].

By: S. Campbell & M. Campbell

Sources: NC State University Libraries, ORCID
Added: October 25, 2020