The Mathematics of Adaptive Execution

Nonparametric Independence Screening in Sparse Ultra-High Dimensional Additive Models

Arbitrage in Large Equity Markets

Stochastic representations of derivatives of solutions of one dimensional parabolic variational inequalities with Neumann boundary conditions, Part II

From Technical Analysis to Viscosity Solutions of Optimal Portfolio Allocation Problems in Models with Random Time Changes and Transaction Costs

Stochastic representations of derivatives of solutions of one dimensional parabolic variational inequalities with Neumann boundary conditions, Part I

Model Selection for Gaussian Mixture Models and Mixture of Factor Models

White Functionals for Anomaly Detection in Dynamical Systems

Efficient Monte Carlo Barrier Option Pricing and Dynamic Scheduling of a Parallel Server Queueing System with Reneging

A General Approach to Small-time Large Deviations for Sample Paths of Infinite-Dimensional Symmetric Dirichlet Processes with Applications to the Wasserstein Diffusion