| Tim Leung and Xin Li. (2016). Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications. (1st ed.) Singapore, World Scientific Publishing Company. |
Publications, Books |
Financial Mathematics, Optimization and Variational Analysis, Probability, Risk Management, Stochastic Modeling |
| Tim Leung and Xin Li (2015). Optimal mean reversion trading with transaction costs and stop-loss exit, International Journal of Theoretical and Applied Finance 18 (03), 1550020 |
Publications, Articles |
Financial Mathematics, Probability, Risk Management, Stochastic Modeling |
| Liu, Benjamin R., and Elizabeth M. Cherry. "Image-based structural modeling of the cardiac Purkinje network." BioMed research international 2015 (2015). |
Publications, Articles, Graduate, Graduate Publications |
Mathematical Biology, Mathematical Methods |
| Phillips, Austin and Kot, Mark. (2015). Persistence in a two-dimensional moving-habitat model. Bulletin of Mathematical Biology, 77, 2125-2159. |
Publications, Articles |
Climate Modeling, Mathematical Biology |
| Chen, X. and K. K. Tung: "Varying planetary heat sink led to global-warming slowdown and acceleration", Science, 345, 897 (2014) |
Publications, Articles |
Atmospheric Sciences, Climate Modeling, Geophysics |
| Mark Kot. (2014) A First Course in the Calculus of Variations. American Mathematical Society. |
Publications, Books |
Applied Mathematics |
| John B. Guerard, Jr., Introduction to financial forecasting in investment analysis, Springer, 2013. |
Publications, Books |
Financial Mathematics |
| Tung, K. K. and J. Zhou:"Using data to attribute episodes of warming and cooling in instrumental records", Proceedings of National Academy of Sciences, 110, 2058-2063, (2013). |
Publications, Articles |
Atmospheric Sciences, Climate Modeling, Geophysics |
| J. Nathan Kutz. (2013) Data-Driven Modeling & Scientific Computation: Methods for Complex Systems & Big Data. Oxford University Press. |
Publications, Books |
Data Science |
| Anne Greenbaum and Timothy P. Chartier. (2012) Numerical Methods: Design, Analysis, and Computer Implementation of Algorithms. Princeton University Press. |
Publications, Books |
Computational Methods, Numerical Analysis |
| Hong Qian and Daniel Beard. (2008) Chemical Biophysics: Quantitative Analysis of Cellular Systems. Cambridge University Press. |
Publications, Books |
Biophysics |
| Ka-Kit Tung. (2007) Topics in Mathematical Modeling. Princeton University Press |
Publications, Books |
Applied Mathematics |
| Randall LeVeque. (2007) Finite Difference Methods for Ordinary and Partial Differential Equations. SIAM. |
Publications, Books |
Applied Mathematics, Mathematical Methods, Partial Differential Equations |
| Randall LeVeque. (2002) Finite Volume Methods for Hyperbolic Problems. Cambridge University Press. |
Publications, Books |
Applied Mathematics, Mathematical Methods |
| Mark Kot. (2001) Elements of Mathematical Ecology. Cambridge University Press. |
Publications, Books |
Applied Mathematics, Mathematical Ecology |
| Randall LeVeque, D. Mihalas, E. Dorfi, E. Mueller. (1998) Computational Methods for Astrophysical Fluid Flow. Springer-Verlag. |
Publications, Books |
Applied Mathematics, Computational Methods |
Randall LeVeque. (1990) Numerical Methods for Conservation Laws. Birkhauser-Verlag Basel.
|
Publications, Books |
Applied Mathematics |
| Anne Greenbaum. (1987) Iterative Methods for Solving Linear Systems. SIAM. |
Publications, Books |
Applied Mathematics |
| Liu, Y.H., Baratin A., Cornford J., Mihalas S., Shea-Brown E., Lajoie G., “How connectivity structure shapes rich and lazy learning in neural circuits”, International Conference on Learning Representations (ICLR), 2024 (accepted). |
Publications, Articles |
Applied Mathematics, Computer Science, Machine Learning, Mathematical Neuroscience |
