Publications

A theoretical analysis of Guyon's toy volatility model
Bonesini, Ofelia ORCID: 0000-0001-9294-6079 , Jacquier, Antoine and Lacombe, Chloé (2025) A theoretical analysis of Guyon's toy volatility model. SIAM Journal on Financial Mathematics. ISSN 1945-497X (In Press)
Regular matchstick graphs on the sphere
Swanepoel, Konrad ORCID: 0000-0002-1668-887X (2024) Regular matchstick graphs on the sphere. American Mathematical Monthly. ISSN 0002-9890 (In Press)
Approximating competitive equilibrium by Nash welfare
Garg, Jugal, Tao, Yixin and Végh, László A. ORCID: 0000-0003-1152-200X (2025) Approximating competitive equilibrium by Nash welfare. In: Azar, Yossi and Panigrahi, Debmalya, (eds.) Proceedings of the 2025 Annual ACM-SIAM Symposium on Discrete Algorithms (SODA). Society for Industrial and Applied Mathematics Publications, pp. 2538-2559. ISBN 978-1-61197-832-2
Efficient algorithms for demand-aware networks and a connection to virtual network embedding
Figiel, Aleksander, Korhonen, Janne H., Olver, Neil ORCID: 0000-0001-8897-5459 and Schmid, Stefan (2025) Efficient algorithms for demand-aware networks and a connection to virtual network embedding. In: Bonomi, Silvia, Galletta, Letterio, Riviere, Etienne and Schiavoni, Valerio, (eds.) 28th International Conference on Principles of Distributed Systems, OPODIS 2024. Leibniz International Proceedings in Informatics, LIPIcs,324. Schloss Dagstuhl- Leibniz-Zentrum fur Informatik GmbH, Dagstuhl Publishing. ISBN 9783959773607
Volatility dynamics analysis of Bitcoin (BTC-USD) and MicroStrategy (MSTR)
Ma, Huazhuo (2025) Volatility dynamics analysis of Bitcoin (BTC-USD) and MicroStrategy (MSTR). In: Faura-Martínez, Ursula and Nguyen, An, (eds.) Proceedings of ICFTBA 2024 Workshop: Human Capital Management in a Post-Covid World: Emerging Trends and Workplace Strategies. Advances in Economics, Management and Political Sciences. EWA Publishing, 189 - 198. ISBN 9781835588390
Memorabilia from past ICMs recently acquired by the IMU Archive
Barrow-Green, June E. (2024) Memorabilia from past ICMs recently acquired by the IMU Archive. European Mathematical Society Magazine (133). 56 - 58. ISSN 2747-7894
Universality for transversal Hamilton cycles
Bowtell, Candida, Morris, Patrick, Pehova, Yanitsa and Staden, Katherine (2025) Universality for transversal Hamilton cycles. Bulletin of the London Mathematical Society. ISSN 0024-6093
Graph and hypergraph packing
Böttcher, Julia ORCID: 0000-0002-4104-3635 (2023) Graph and hypergraph packing. In: Beliaev, Dmitry and Smirnov, Stanislav, (eds.) International Congress of Mathematicians, 2022 July 6–14. International Congress of Mathematicians,VI. EMS Press, Berlin, DE, 4542 - 4566. ISBN 9783985470648
Context-aware frequency-embedding networks for spatio-temporal portfolio selection
Liu, Ruirui, Huang, Huichou, Ruf, Johannes ORCID: 0000-0003-3616-2194 , Liu, Haoxian and Wu, Qingyao (2025) Context-aware frequency-embedding networks for spatio-temporal portfolio selection. In: SIAM International Conference on Data Mining, 2003-05-01 - 2003-05-03, CA., United States, USA. (In Press)
Building Hamiltonian cycles in the semi-random graph process in less than 2 rounds
Frieze, Alan, Gao, Pu, MacRury, Calum, Pralat, Pawel and Sorkin, Gregory B. ORCID: 0000-0003-4935-7820 (2025) Building Hamiltonian cycles in the semi-random graph process in less than 2 rounds. European Journal of Combinatorics, 126. ISSN 0195-6698
Frosty: bringing strong liveness guarantees to the Snow family of consensus protocols
Buchwald, Aaron, Buttolph, Stephen, Lewis-Pye, Andrew, O'Grady, Patrick and Sekniqi, Kevin (2024) Frosty: bringing strong liveness guarantees to the Snow family of consensus protocols. In: Financial Cryptography and Data Security 2025, 2025-04-14 - 2025-04-18, Hotel Shigira Mirage, Miyakojima, Japan, JPN. (In Press)
Approximations of expectations under infinite product measures
Ashkenazi-Golan, Galit ORCID: 0000-0003-3896-4131 , Flesch, János, Predtetchinski, Arkadi and Solan, Eilon (2025) Approximations of expectations under infinite product measures. Journal of Mathematical Analysis and Applications, 546 (1). ISSN 0022-247X
The numeraire e-variable and reverse information projection
Larsson, Martin, Ramdas, Aaditya and Ruf, Johannes ORCID: 0000-0003-3616-2194 (2024) The numeraire e-variable and reverse information projection. Annals of Statistics. ISSN 0090-5364 (In Press)
Considering a classical upper bound on the Frobenius number
Williams, Aled ORCID: 0000-0001-7695-946X and Haijima, Daiki (2024) Considering a classical upper bound on the Frobenius number. Mathematics, 12 (24). ISSN 2227-7390
Granular DeGroot dynamics – a model for robust naive learning in social networks
Amir, Gideon, Arieli, Itai, Ashkenazi-Golan, Galit ORCID: 0000-0003-3896-4131 and Peretz, Ron (2025) Granular DeGroot dynamics – a model for robust naive learning in social networks. Journal of Economic Theory, 223. ISSN 0022-0531
Martin Larsson, Aaditya Ramdas, and Johannes Ruf's contribution to the Discussion of 'Safe testing' by Grünwald, de Heide, and Koolen
Larsson, Martin, Ramdas, Aaditya and Ruf, Johannes ORCID: 0000-0003-3616-2194 (2024) Martin Larsson, Aaditya Ramdas, and Johannes Ruf's contribution to the Discussion of 'Safe testing' by Grünwald, de Heide, and Koolen. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 86 (5). 1135 – 1136. ISSN 1369-7412
Self-dual Maxwell fields from Clifford analysis
Robson, Calum (2025) Self-dual Maxwell fields from Clifford analysis. Advances in Applied Clifford Algebras, 35 (1). ISSN 0188-7009
Improved guarantees for the A Priori TSP
Blauth, Jannis, Neuwohner, Meike ORCID: 0000-0002-3664-3687 , Puhlmann, Luise and Vygen, Jens (2024) Improved guarantees for the A Priori TSP. Mathematics of Operations Research. ISSN 0364-765X
Neutrosophic LOPCOW-ARAS model for prioritizing industry 4.0-based material handling technologies in smart and sustainable warehouse management systems
Simic, Vladimir, Dabic-Miletic, Svetlana, Tirkolaee, Erfan Babaee, Stević, Željko, Ala, Ali and Amirteimoori, Arash (2023) Neutrosophic LOPCOW-ARAS model for prioritizing industry 4.0-based material handling technologies in smart and sustainable warehouse management systems. Applied Soft Computing, 143. ISSN 1568-4946
From coordinate subspaces over finite fields to ideal multipartite uniform clutters
Abdi, Ahmad ORCID: 0000-0002-3008-4167 and Lee, Dabeen (2024) From coordinate subspaces over finite fields to ideal multipartite uniform clutters. Mathematical Programming. ISSN 0025-5610

Publications

Below is the list of the Department's recent research publications. This information is generated by an RSS feed from LSE Research Online, and shows the most recent 20 publications (either published, or accepted for publication).

CDAM Research Report Series from 1991 - 2009