Items where department is "Mathematics"

University Structure (106206) LSE (106206) Academic Departments (62869) Mathematics (1461)
Number of items: 60.
Article
  • Abdi, Ahmad, Cornuejols, Gerard (2021). The max-flow min-cut property and ±1-resistant sets. Discrete Applied Mathematics, 289, 455 - 476. https://doi.org/10.1016/j.dam.2020.10.003 picture_as_pdf
  • Abdi, Ahmad, Cornuéjols, Gérard, Superdock, Matt (2021). A new infinite class of ideal minimally non-packing clutters. Discrete Mathematics, 344(7). https://doi.org/10.1016/j.disc.2021.112413 picture_as_pdf
  • Acciaio, Beatrice, Veraguas, Julio Backhoff, Jia, Junchao (2021). Cournot-Nash equilibrium and optimal transport in a dynamic setting. SIAM Journal on Control and Optimization, 59(3), 2273 - 2300. https://doi.org/10.1137/20M1321462
  • Alpern, Steve, Chen, Bo, Ostaszewski, Adam (2021). A functional equation of tail-balance for continuous signals in the Condorcet jury theorem. Aequationes Mathematicae, 95(1), 67 - 74. https://doi.org/10.1007/s00010-020-00750-1 picture_as_pdf
  • Aranda, Andrés, Bradley-Williams, David, Hng, Eng Keat, Hubička, Jan, Karamanlis, Miltiadis, Kompatscher, Michael, Konečný, Matěj, Pawliuk, Micheal (2021). Completing graphs to metric spaces. Contributions to Discrete Mathematics, 16(2), 71 - 89. picture_as_pdf
  • Bayraktar, Erhan, Czichowsky, Christoph, Dolinskyi, Leonid, Dolinsky, Yan (2021). Short communication: a note on utility maximization with proportional transaction costs and stability of optimal portfolios. SIAM Journal on Financial Mathematics, 12(4), SC115 - SC125. https://doi.org/10.1137/21M1431382 picture_as_pdf
  • Beeson, Coulter, Olver, Neil (2021). A short proof of convexity of step-out–step-in sequencing games. Operations Research Letters, 49(2), 257 - 259. https://doi.org/10.1016/j.orl.2021.01.015 picture_as_pdf
  • Berger, Sören, Kohayakawa, Yoshiharu, Maesaka, Giulia Satiko, Martins, Taísa, Mendonça, Walner, Mota, Guilherme Oliveira, Parczyk, Olaf (2021). The size-Ramsey number of powers of bounded degree trees. Journal of the London Mathematical Society, 103(4), 1314 - 1332. https://doi.org/10.1112/jlms.12408 picture_as_pdf
  • Cetin, Umut, Danilova, Albina (2021). On pricing rules and optimal strategies in general Kyle-Back models. SIAM Journal on Control and Optimization, 59(5), 3973 – 3998. https://doi.org/10.1137/20M1319267 picture_as_pdf
  • Cooley, Oliver, Garbe, Frederik, Hng, Eng Keat, Kang, Mihyun, Sanhueza-Matama, Nicolás, Zalla, Julian (2021). Longest paths in random hypergraphs. SIAM Journal on Discrete Mathematics, 35(4), 2430 – 2458. https://doi.org/10.1137/20M1345712 picture_as_pdf
  • Corsten, Jan, Tran, Tuan (2021). Balanced supersaturation for some degenerate hypergraphs. Journal of Graph Theory, 97(4), 600-623. https://doi.org/10.1002/jgt.22674
  • Dadush, Daniel, Végh, László A., Zambelli, Giacomo (2021). Geometric rescaling algorithms for submodular function minimization. Mathematics of Operations Research, 46(3), 1081 - 1108. https://doi.org/10.1287/moor.2020.1064 picture_as_pdf
  • Dhillon, Amrita, Kotsialou, Grammateia, McBurney, Peter, Riley, Luke (2021). Voting over a distributed ledger: an interdisciplinary perspective. Foundations and Trends in Microeconomics, 12(3), 200 - 268. https://doi.org/10.1561/0700000071 picture_as_pdf
  • Dütting, Paul, Roughgarden, Tim, Talgam-Cohen, Inbal (2021). The complexity of contracts. SIAM Journal on Computing, 50(1), 211 - 254. https://doi.org/10.1137/20M132153X picture_as_pdf
  • Feinstein, Zachary, Sojmark, Andreas (2021). Short communication: dynamic default contagion in heterogeneous interbank systems. SIAM Journal on Financial Mathematics, 12(4), SC83-SC97. https://doi.org/10.1137/20M1376765 picture_as_pdf
  • Frieze, Alan, Pegden, Wesley, Sorkin, Gregory B., Tkocz, Tomasz (2021). Minimum-weight combinatorial structures under random cost-constraints. Electronic Journal of Combinatorics, 28(1). https://doi.org/10.37236/9152 picture_as_pdf
  • Gandy, Axel, Veraart, Luitgard A. M. (2021). Compound poisson models for weighted networks with applications in finance. Mathematics and Financial Economics, 15(1), 131 - 153. https://doi.org/10.1007/s11579-020-00268-9 picture_as_pdf
  • Gapeev, Pavel V., Jeanblanc, Monique (2021). First-to-default and second-to-default options in models with various information flows. International Journal of Theoretical and Applied Finance, 24(4). https://doi.org/10.1142/S0219024921500229 picture_as_pdf
  • Gapeev, Pavel V., Jeanblanc, Monique, Wu, Dongli (2021). Projections of martingales in enlargements of Brownian filtrations under Jacod’s equivalence hypothesis. Electronic Journal of Probability, 26, 1 - 24. https://doi.org/10.1214/21-EJP694 picture_as_pdf
  • Gapeev, Pavel V., Kort, Peter M., Lavrutich, Maria (2021). Discounted optimal stopping problems for maxima of geometric Brownian motions with switching payoffs. Advances in Applied Probability, 53(1), 189 - 219. https://doi.org/10.1017/apr.2020.57 picture_as_pdf
  • Gapeev, Pavel V., Li, Libo, Wu, Zhuoshu (2021). Perpetual American cancellable standard options in models with last passage times. Algorithms, 14(1), 1 - 11. https://doi.org/10.3390/a14010003 picture_as_pdf
  • Gapeev, Pavel V., Rodosthenous, Neofytos (2021). Optimal stopping games in models with various information flows. Stochastic Analysis and Applications, 39(6), 1050 - 1094. https://doi.org/10.1080/07362994.2020.1871013 picture_as_pdf
  • Gossner, Olivier, Steiner, Jakub, Stewart, Colin (2021). Attention please! Econometrica, 89(4), 1717 - 1751. https://doi.org/10.3982/ECTA17173 picture_as_pdf
  • Guo, Haidong, Wang, Shengyu, Zhang, Yu (2021). Supply interruption supply chain network model with uncertain demand: an application of chance-constrained programming with fuzzy parameters. Discrete Dynamics in Nature and Society, 2021, https://doi.org/10.1155/2021/6686992 picture_as_pdf
  • Hahn-Klimroth, Max, Maesaka, Giulia S., Mogge, Yannick, Mohr, Samuel, Parczyk, Olaf (2021). Random perturbation of sparse graphs. Electronic Journal of Combinatorics, 28(2). https://doi.org/10.37236/9510 picture_as_pdf
  • Han, Jie, Kohayakawa, Yoshiharu, Letzter, Shoham, Mota, Guilherme Oliveira, Parczyk, Olaf (2021). The size-Ramsey Number of 3-uniform tight paths. Advances in Combinatorics, 2021(1). https://doi.org/10.19086/aic.24581 picture_as_pdf
  • Jenssen, Matthew, Skokan, Jozef (2021). Exact Ramsey numbers of odd cycles via nonlinear optimisation. Advances in Mathematics, 376, https://doi.org/10.1016/j.aim.2020.107444 picture_as_pdf
  • Kamcev, Nina, Liebenau, Anita, Wood, David R., Yepremyan, Liana (2021). The size ramsey number of graphs with bounded treewidth. SIAM Journal on Discrete Mathematics, 35(1), 281 - 293. https://doi.org/10.1137/20M1335790 picture_as_pdf
  • Keevash, Peter, Long, Eoin, Skokan, Jozef (2021). Cycle-complete ramsey numbers. International Mathematics Research Notices, 2021(1), 275 – 300. https://doi.org/10.1093/imrn/rnz119 picture_as_pdf
  • Larsson, Martin, Ruf, Johannes (2021). Relative arbitrage: sharp time horizons and motion by curvature. Mathematical Finance, 31(3), 885 - 906. https://doi.org/10.1111/mafi.12303 picture_as_pdf
  • Lin, Aaron, Swanepoel, Konrad (2021). Ordinary hyperspheres and spherical curves. Advances in Geometry, 21(1), 15 - 22. https://doi.org/10.1515/advgeom-2020-0031 picture_as_pdf
  • Martin, Alexandra, Storto, Alexandre, Hingrat, Quentin Le, Collin, Gilles, André, Barbara, Mallory, Allison, Dangla, Rémi, Descamps, Diane, Visseaux, Benoit, Gossner, Olivier (2021). High-sensitivity SARS-CoV-2 group testing by digital PCR among symptomatic patients in hospital settings. Journal of Clinical Virology, 141, https://doi.org/10.1016/j.jcv.2021.104895 picture_as_pdf
  • Miller, Harry I., Miller-Van Wieren, Leila, Ostaszewski, Adam (2021). Beyond Erdős-Kunen-Mauldin: shift-compactness properties and singular sets. Topology and its Applications, 291, https://doi.org/10.1016/j.topol.2021.107605 picture_as_pdf
  • Paddrick, Mark, Young, H. Peyton (2021). How safe are central counterparties in credit default swap markets? Mathematics and Financial Economics, 15(1), 41 - 57. https://doi.org/10.1007/s11579-019-00243-z picture_as_pdf
  • Pang, Raymond Ka-kay, Granados, Oscar M., Chhajer, Harsh, Legara, Erika Fille T. (2021). An analysis of network filtering methods to sovereign bond yields during COVID-19. Physica A: Statistical Mechanics and Its Applications, 574, https://doi.org/10.1016/j.physa.2021.125995
  • Sasane, Amol (2021). On the existence of spatially tempered null solutions to linear constant coefficient PDES. Israel Journal of Mathematics, 244(1), 273-291. https://doi.org/10.1007/s11856-021-2181-6 picture_as_pdf
  • Sasane, Amol (2021). The Sylvester equation in Banach algebras. Linear Algebra and Its Applications, 631, 1-9. https://doi.org/10.1016/j.laa.2021.08.015 picture_as_pdf
  • Simon, Robert, Spiez, S, Torunczyk, H (2021). Games of incomplete information and myopic equilibria. Israel Journal of Mathematics, 241(2), 721 - 748. https://doi.org/10.1007/s11856-021-2111-7 picture_as_pdf
  • Swanepoel, Konrad (2021). Outer linear measure of connected sets via Steiner trees. Real Analysis Exchange, 46(1), 207 - 232. https://doi.org/10.14321/realanalexch.46.1.0207 picture_as_pdf
  • Swanepoel, Konrad (2021). Triangles of nearly equal area. Beiträge zur Algebra und Geometrie / Contributions to Algebra and Geometry, 62(1), 219 - 227. https://doi.org/10.1007/s13366-021-00567-2 picture_as_pdf
  • Toft, Bjarne, Wilson, Robin (2021). A brief history of edge-colorings – With personal reminiscences. Discrete Mathematics Letters, 6, 38 - 46. https://doi.org/10.47443/dml.2021.s105 picture_as_pdf
  • de Kemp, Madelon A, Mandjes, Michel, Olver, Neil (2021). Performance of the smallest-variance-first rule in appointment sequencing. Operations Research, 69(6), 1909 - 1935. https://doi.org/10.1287/opre.2020.2025 picture_as_pdf
  • Černý, Aleš, Ruf, Johannes (2021). Pure-jump semimartingales. Bernoulli, 27(4), 2624 - 2648. https://doi.org/10.3150/21-BEJ1325 picture_as_pdf
    • Chapter
  • Borst, Sander, Dadush, Daniel, Olver, Neil, Sinha, Makrand (2021). Majorizing measures for the optimizer. In Lee, James R. (Ed.), 12th Innovations in Theoretical Computer Science Conference, ITCS 2021 . Schloss Dagstuhl- Leibniz-Zentrum fur Informatik GmbH, Dagstuhl Publishing. https://doi.org/10.4230/LIPIcs.ITCS.2021.73 picture_as_pdf
  • Böttcher, Julia, Parczyk, Olaf, Sgueglia, Amedeo, Skokan, Jozef (2021). The square of a Hamilton cycle in randomly perturbed graphs. In Nešetřil, Jaroslav, Perarnau, Guillem, Rué, Juanjo, Serra, Oriol (Eds.), Extended Abstracts EuroComb 2021: European Conference on Combinatorics, Graph Theory and Applications (pp. 644 - 650). Birkhäuser (Firm). https://doi.org/10.1007/978-3-030-83823-2_103 picture_as_pdf
  • Clemens, Dennis, Hamann, Fabian, Mogge, Yannick, Parczyk, Olaf (2021). Waiter-Client games on randomly perturbed graphs. In Nešetřil, Jaroslav, Perarnau, Guillem, Rué, Juanjo, Serra, Oriol (Eds.), Extended Abstracts EuroComb 2021: European Conference on Combinatorics, Graph Theory and Applications (pp. 397 - 403). Springer Science and Business Media Deutschland GmbH. https://doi.org/10.1007/978-3-030-83823-2_62
  • Dadush, Daniel, Koh, Zhuan Khye, Natura, Bento, Végh, László A. (2021). An accelerated Newton-dinkelbach method and its application to two variables per inequality systems. In Mutzel, Petra, Pagh, Rasmus, Herman, Grzegorz (Eds.), 29th Annual European Symposium on Algorithms, ESA 2021 . Schloss Dagstuhl- Leibniz-Zentrum fur Informatik GmbH, Dagstuhl Publishing. https://doi.org/10.4230/LIPIcs.ESA.2021.36 picture_as_pdf
  • Gapeev, Pavel V. (2021). On optimal stopping problems with positive discounting rates and related Laplace transforms of first hitting times in models with geometric Brownian motions. In Vervoort, R.W., Voinov, A.A., Evans, J.P., Marshall, L. (Eds.), MODSIM2021, 24th International Congress on Modelling and Simulation (pp. 29 - 35). Modelling and Simulation Society of Australia and New Zealand. https://doi.org/10.36334/modsim.2021.A1.gapeev picture_as_pdf
  • Garg, Jugal, Husić, Edin, Végh, László A. (2021). Approximating Nash social welfare under rado valuations. In Khuller, Samir, Williams, Virginia Vassilevska (Eds.), STOC 2021 - Proceedings of the 53rd Annual ACM SIGACT Symposium on Theory of Computing (pp. 1412 - 1425). Association for Computing Machinery. https://doi.org/10.1145/3406325.3451031 picture_as_pdf
  • Garg, Jugal, Husić, Edin, Végh, László A. (2021). Auction algorithms for market equilibrium with weak gross substitute demands and their applications. In Blaser, Markus, Monmege, Benjamin (Eds.), 38th International Symposium on Theoretical Aspects of Computer Science, STACS 2021 . Schloss Dagstuhl- Leibniz-Zentrum fur Informatik GmbH, Dagstuhl Publishing. https://doi.org/10.4230/LIPIcs.STACS.2021.33 picture_as_pdf
  • Lewis-Pye, Andrew, Roughgarden, Tim (2021). How does blockchain security dictate blockchain implementation? In CCS 2021 - Proceedings of the 2021 ACM SIGSAC Conference on Computer and Communications Security (pp. 1006 - 1019). ACM Press. https://doi.org/10.1145/3460120.3484752 picture_as_pdf
  • Luo, Yaqing (2021). Wavelet neural network model with time-frequency analysis for accurate share prices prediction. In Arai, Kohei (Ed.), Intelligent Computing - Proceedings of the 2021 Computing Conference: Volume 3 (pp. 286 - 297). Springer Science and Business Media Deutschland GmbH. https://doi.org/10.1007/978-3-030-80129-8_21
  • Meijers, James, Dharma Putra, Guntur, Kotsialou, Grammateia, Kanhere, Salil S., Veneris, Andreas (2021). Cost-effective blockchain-based IoT data marketplaces with a credit invariant. In IEEE International Conference on Blockchain and Cryptocurrency, ICBC 2021 . IEEE. https://doi.org/10.1109/ICBC51069.2021.9461127 picture_as_pdf
    • Conference or Workshop Item
  • Dütting, Paul, Fusco, Federico, Lazos, Philip, Leonardi, Stefano, Reiffenhäuser, Rebecca (2021-06-21 - 2021-06-25) Efficient two-sided markets with limited information [Paper]. 53rd Annual ACM Symposium on Theory of Computing June 21–25, 2021 online, Online. picture_as_pdf
  • Manggala, Putra, Atoyan, Tigran, Samosir, Gracia, Varsava, Jan, Ruf, Johannes (2021-05-04 - 2021-05-07) On augmenting the references section with a citation network visualization [Paper]. ICLR 2021 Ninth International Conference on Learning Representations, Virtual Conference.
    • Dataset
  • Eberle, Franziska, Hoeksma, Ruben, Megow, Nicole, Nölke, Lukas, Schewior, Kevin, Simon, Betrand (2021). Speed Robust Scheduling Supplemental Material. [Dataset]. 4TU.ResearchData. https://doi.org/10.4121/17159216
    • Thesis
  • Dankovics, Attila (2021). Extremal problems in graph theory and a hypergraph packing problem [Doctoral thesis]. London School of Economics and Political Science.
  • Husić, Edin (2021). Nash welfare, valuated matroids, and gross substitutes [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.00004335
  • Wang, Weiguan (2021). Statistical hedging with neural networks [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.00004260
    • Working paper
  • Černý, Aleš, Czichowsky, Christoph, Kallsen, Jan (2021). Numeraire-invariant quadratic hedging and mean–variance portfolio allocation. picture_as_pdf