Items where Division is "Mathematics" and Year is 2021

Abdi, Ahmad ORCID: 0000-0002-3008-4167 and Cornuejols, Gerard (2021) The max-flow min-cut property and ±1-resistant sets. Discrete Applied Mathematics, 289. 455 - 476. ISSN 0166-218X

Abdi, Ahmad ORCID: 0000-0002-3008-4167, Cornuéjols, Gérard and Superdock, Matt (2021) A new infinite class of ideal minimally non-packing clutters. Discrete Mathematics, 344 (7). ISSN 0012-365X

Acciaio, Beatrice, Veraguas, Julio Backhoff and Jia, Junchao (2021) Cournot-Nash equilibrium and optimal transport in a dynamic setting. SIAM Journal on Control and Optimization, 59 (3). 2273 - 2300. ISSN 0363-0129

Alpern, Steve, Chen, Bo and Ostaszewski, Adam ORCID: 0000-0003-2630-8663 (2021) A functional equation of tail-balance for continuous signals in the Condorcet jury theorem. Aequationes Mathematicae, 95 (1). 67 - 74. ISSN 0001-9054

Aranda, Andrés, Bradley-Williams, David, Hng, Eng Keat, Hubička, Jan, Karamanlis, Miltiadis, Kompatscher, Michael, Konečný, Matěj and Pawliuk, Micheal (2021) Completing graphs to metric spaces. Contributions to Discrete Mathematics, 16 (2). 71 - 89. ISSN 1715-0868

Bayraktar, Erhan, Czichowsky, Christoph ORCID: 0000-0002-3513-6843, Dolinskyi, Leonid and 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. ISSN 1945-497X

Beeson, Coulter and Olver, Neil ORCID: 0000-0001-8897-5459 (2021) A short proof of convexity of step-out–step-in sequencing games. Operations Research Letters, 49 (2). 257 - 259. ISSN 0167-6377

Berger, Sören, Kohayakawa, Yoshiharu, Maesaka, Giulia Satiko, Martins, Taísa, Mendonça, Walner, Mota, Guilherme Oliveira and Parczyk, Olaf (2021) The size-Ramsey number of powers of bounded degree trees. Journal of the London Mathematical Society, 103 (4). 1314 - 1332. ISSN 0024-6107

Borst, Sander, Dadush, Daniel, Olver, Neil ORCID: 0000-0001-8897-5459 and Sinha, Makrand (2021) Majorizing measures for the optimizer. In: Lee, James R., (ed.) 12th Innovations in Theoretical Computer Science Conference, ITCS 2021. Leibniz International Proceedings in Informatics, LIPIcs. Schloss Dagstuhl- Leibniz-Zentrum fur Informatik GmbH, Dagstuhl Publishing. ISBN 9783959771771

Böttcher, Julia ORCID: 0000-0002-4104-3635, Parczyk, Olaf, Sgueglia, Amedeo and Skokan, Jozef ORCID: 0000-0003-3996-7676 (2021) The square of a Hamilton cycle in randomly perturbed graphs. In: Nešetřil, Jaroslav, Perarnau, Guillem, Rué, Juanjo and Serra, Oriol, (eds.) Extended Abstracts EuroComb 2021: European Conference on Combinatorics, Graph Theory and Applications. Research Perspectives CRM Barcelona. Birkhäuser (Firm), Cham, CH, 644 - 650. ISBN 9783030838225

Cetin, Umut ORCID: 0000-0001-8905-853X and Danilova, Albina ORCID: 0009-0001-4264-3798 (2021) On pricing rules and optimal strategies in general Kyle-Back models. SIAM Journal on Control and Optimization, 59 (5). 3973 – 3998. ISSN 0363-0129

Clemens, Dennis, Hamann, Fabian, Mogge, Yannick and Parczyk, Olaf (2021) Waiter-Client games on randomly perturbed graphs. In: Nešetřil, Jaroslav, Perarnau, Guillem, Rué, Juanjo and Serra, Oriol, (eds.) Extended Abstracts EuroComb 2021: European Conference on Combinatorics, Graph Theory and Applications. Trends in Mathematics. Springer Science and Business Media Deutschland GmbH, Cham, CH, 397 - 403. ISBN 9783030838225

Cooley, Oliver, Garbe, Frederik, Hng, Eng Keat, Kang, Mihyun, Sanhueza-Matama, Nicolás and Zalla, Julian (2021) Longest paths in random hypergraphs. SIAM Journal on Discrete Mathematics, 35 (4). 2430 – 2458. ISSN 0895-4801

Corsten, Jan and Tran, Tuan (2021) Balanced supersaturation for some degenerate hypergraphs. Journal of Graph Theory, 97 (4). pp. 600-623. ISSN 0364-9024

Dadush, Daniel, Koh, Zhuan Khye, Natura, Bento and Végh, László A. ORCID: 0000-0003-1152-200X (2021) An accelerated Newton-dinkelbach method and its application to two variables per inequality systems. In: Mutzel, Petra, Pagh, Rasmus and Herman, Grzegorz, (eds.) 29th Annual European Symposium on Algorithms, ESA 2021. Leibniz International Proceedings in Informatics, LIPIcs. Schloss Dagstuhl- Leibniz-Zentrum fur Informatik GmbH, Dagstuhl Publishing. ISBN 9783959772044

Dadush, Daniel, Végh, László A. ORCID: 0000-0003-1152-200X and Zambelli, Giacomo (2021) Geometric rescaling algorithms for submodular function minimization. Mathematics of Operations Research, 46 (3). 1081 - 1108. ISSN 0364-765X

Dhillon, Amrita, Kotsialou, Grammateia, McBurney, Peter and Riley, Luke (2021) Voting over a distributed ledger: an interdisciplinary perspective. Foundations and Trends in Microeconomics, 12 (3). 200 - 268. ISSN 1547-9846

Dütting, Paul, Fusco, Federico, Lazos, Philip, Leonardi, Stefano and Reiffenhäuser, Rebecca (2021) Efficient two-sided markets with limited information. In: 53rd Annual ACM Symposium on Theory of Computing June 21–25, 2021 online, 2021-06-21 - 2021-06-25, Online. (In Press)

Dütting, Paul, Roughgarden, Tim and Talgam-Cohen, Inbal (2021) The complexity of contracts. SIAM Journal on Computing, 50 (1). 211 - 254. ISSN 0097-5397

Feinstein, Zachary and Sojmark, Andreas ORCID: 0000-0001-7488-0221 (2021) Short communication: dynamic default contagion in heterogeneous interbank systems. SIAM Journal on Financial Mathematics, 12 (4). SC83-SC97. ISSN 1945-497X

Frieze, Alan, Pegden, Wesley, Sorkin, Gregory B. ORCID: 0000-0003-4935-7820 and Tkocz, Tomasz (2021) Minimum-weight combinatorial structures under random cost-constraints. Electronic Journal of Combinatorics, 28 (1). ISSN 1077-8926

Gandy, Axel and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227 (2021) Compound poisson models for weighted networks with applications in finance. Mathematics and Financial Economics, 15 (1). 131 - 153. ISSN 1862-9679

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: Proceedings of 24th International Congress on Modelling and Simulation: Track A1. Computational statistics and data analysis. UNSPECIFIED. (In Press)

Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and 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). ISSN 0219-0249

Gapeev, Pavel V. ORCID: 0000-0002-1346-2074, Jeanblanc, Monique and Wu, Dongli (2021) Projections of martingales in enlargements of Brownian filtrations under Jacod’s equivalence hypothesis. Electronic Journal of Probability, 26. 1 - 24. ISSN 1083-6489

Gapeev, Pavel V. ORCID: 0000-0002-1346-2074, Kort, Peter M. and Lavrutich, Maria (2021) Discounted optimal stopping problems for maxima of geometric Brownian motions with switching payoffs. Advances in Applied Probability, 53 (1). 189 - 219. ISSN 0001-8678

Gapeev, Pavel V. ORCID: 0000-0002-1346-2074, Li, Libo and Wu, Zhuoshu (2021) Perpetual American cancellable standard options in models with last passage times. Algorithms, 14 (1). 1 - 11. ISSN 1999-4893

Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and Rodosthenous, Neofytos (2021) Optimal stopping games in models with various information flows. Stochastic Analysis and Applications, 39 (6). 1050 - 1094. ISSN 0736-2994

Garg, Jugal, Husić, Edin and Végh, László A. ORCID: 0000-0003-1152-200X (2021) Approximating Nash social welfare under rado valuations. In: Khuller, Samir and Williams, Virginia Vassilevska, (eds.) STOC 2021 - Proceedings of the 53rd Annual ACM SIGACT Symposium on Theory of Computing. Proceedings of the Annual ACM Symposium on Theory of Computing. Association for Computing Machinery, ITA, 1412 - 1425. ISBN 9781450380539

Garg, Jugal, Husić, Edin ORCID: 0000-0002-6708-5112 and Végh, László A. ORCID: 0000-0003-1152-200X (2021) Auction algorithms for market equilibrium with weak gross substitute demands and their applications. In: Blaser, Markus and Monmege, Benjamin, (eds.) 38th International Symposium on Theoretical Aspects of Computer Science, STACS 2021. Leibniz International Proceedings in Informatics, LIPIcs,187. Schloss Dagstuhl- Leibniz-Zentrum fur Informatik GmbH, Dagstuhl Publishing. ISBN 9783959771801

Gossner, Olivier ORCID: 0000-0003-3950-0208, Steiner, Jakub and Stewart, Colin (2021) Attention please! Econometrica, 89 (4). 1717 - 1751. ISSN 0012-9682

Guo, Haidong, Wang, Shengyu and 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. ISSN 1026-0226

Hahn-Klimroth, Max, Maesaka, Giulia S., Mogge, Yannick, Mohr, Samuel and Parczyk, Olaf (2021) Random perturbation of sparse graphs. Electronic Journal of Combinatorics, 28 (2). ISSN 1077-8926

Han, Jie, Kohayakawa, Yoshiharu, Letzter, Shoham, Mota, Guilherme Oliveira and Parczyk, Olaf (2021) The size-Ramsey Number of 3-uniform tight paths. Advances in Combinatorics, 2021 (1). ISSN 2517-5599

Jenssen, Matthew and Skokan, Jozef ORCID: 0000-0003-3996-7676 (2021) Exact Ramsey numbers of odd cycles via nonlinear optimisation. Advances in Mathematics, 376. ISSN 0001-8708

Kamcev, Nina, Liebenau, Anita, Wood, David R. and Yepremyan, Liana (2021) The size ramsey number of graphs with bounded treewidth. SIAM Journal on Discrete Mathematics, 35 (1). 281 - 293. ISSN 0895-4801

Keevash, Peter, Long, Eoin and Skokan, Jozef ORCID: 0000-0003-3996-7676 (2021) Cycle-complete ramsey numbers. International Mathematics Research Notices, 2021 (1). 275 – 300. ISSN 1073-7928

Larsson, Martin and Ruf, Johannes ORCID: 0000-0003-3616-2194 (2021) Relative arbitrage: sharp time horizons and motion by curvature. Mathematical Finance, 31 (3). 885 - 906. ISSN 0960-1627

Lewis-Pye, Andrew and 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. Proceedings of the ACM Conference on Computer and Communications Security. ACM Press, USA, 1006 - 1019. ISBN 9781450384544

Lin, Aaron and Swanepoel, Konrad ORCID: 0000-0002-1668-887X (2021) Ordinary hyperspheres and spherical curves. Advances in Geometry, 21 (1). 15 - 22. ISSN 1615-715X

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. Lecture Notes in Networks and Systems,3. Springer Science and Business Media Deutschland GmbH, Cham, CH, 286 - 297. ISBN 9783030801281

Manggala, Putra, Atoyan, Tigran, Samosir, Gracia, Varsava, Jan and Ruf, Johannes ORCID: 0000-0003-3616-2194 (2021) On augmenting the references section with a citation network visualization. In: ICLR 2021 Ninth International Conference on Learning Representations, 2021-05-04 - 2021-05-07, Virtual Conference.

Martin, Alexandra, Storto, Alexandre, Hingrat, Quentin Le, Collin, Gilles, André, Barbara, Mallory, Allison, Dangla, Rémi, Descamps, Diane, Visseaux, Benoit and Gossner, Olivier ORCID: 0000-0003-3950-0208 (2021) High-sensitivity SARS-CoV-2 group testing by digital PCR among symptomatic patients in hospital settings. Journal of Clinical Virology, 141. ISSN 1386-6532

Meijers, James, Dharma Putra, Guntur, Kotsialou, Grammateia, Kanhere, Salil S. and 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 International Conference on Blockchain and Cryptocurrency, ICBC 2021. IEEE. ISBN 9781665435789

Miller, Harry I., Miller-Van Wieren, Leila and Ostaszewski, Adam ORCID: 0000-0003-2630-8663 (2021) Beyond Erdős-Kunen-Mauldin: shift-compactness properties and singular sets. Topology and its Applications, 291. ISSN 0166-8641

Paddrick, Mark and Young, H. Peyton (2021) How safe are central counterparties in credit default swap markets? Mathematics and Financial Economics, 15 (1). 41 - 57. ISSN 1862-9679

Pang, Raymond Ka-kay, Granados, Oscar M., Chhajer, Harsh and 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. ISSN 0378-4371

Sasane, Amol ORCID: 0000-0001-5566-9877 (2021) On the existence of spatially tempered null solutions to linear constant coefficient PDES. Israel Journal of Mathematics, 244 (1). pp. 273-291. ISSN 0021-2172

Sasane, Amol ORCID: 0000-0001-5566-9877 (2021) The Sylvester equation in Banach algebras. Linear Algebra and Its Applications, 631. pp. 1-9. ISSN 0024-3795

Simon, Robert, Spiez, S and Torunczyk, H (2021) Games of incomplete information and myopic equilibria. Israel Journal of Mathematics, 241 (2). 721 - 748. ISSN 0021-2172

Swanepoel, Konrad ORCID: 0000-0002-1668-887X (2021) Outer linear measure of connected sets via Steiner trees. Real Analysis Exchange, 46 (1). 207 - 232. ISSN 0147-1937

Swanepoel, Konrad ORCID: 0000-0002-1668-887X (2021) Triangles of nearly equal area. Beiträge zur Algebra und Geometrie / Contributions to Algebra and Geometry, 62 (1). 219 - 227. ISSN 0138-4821

Toft, Bjarne and Wilson, Robin (2021) A brief history of edge-colorings – With personal reminiscences. Discrete Mathematics Letters, 6. 38 - 46. ISSN 2664-2557

de Kemp, Madelon A, Mandjes, Michel and Olver, Neil ORCID: 0000-0001-8897-5459 (2021) Performance of the smallest-variance-first rule in appointment sequencing. Operations Research, 69 (6). 1909 - 1935. ISSN 0030-364X

Černý, Aleš, Czichowsky, Christoph ORCID: 0000-0002-3513-6843 and Kallsen, Jan (2021) Numeraire-invariant quadratic hedging and mean–variance portfolio allocation. .

Černý, Aleš and Ruf, Johannes ORCID: 0000-0003-3616-2194 (2021) Pure-jump semimartingales. Bernoulli, 27 (4). 2624 - 2648. ISSN 1350-7265