Department of Mathematical Sciences

 

 
  1. Published

    A reaction network scheme for hidden Markov model parameter learning

    Wiuf, Carsten, Behera, A., Singh, A. & Gopalkrishnan, M., 2023, In: Journal of the Royal Society Interface. 20, 203, 20220877.

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. Published

    Power-Law Kinetics and Determinant Criteria for the Preclusion of Multistationarity in Networks of Interacting Species

    Wiuf, Carsten & Feliu, Elisenda, 16 Oct 2013, In: S I A M Journal on Applied Dynamical Systems. 12, 4, p. 1685-1721 37 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    LandScape: a simple method to aggregate p-values and other stochastic variables without a priori grouping

    Wiuf, Carsten, Pallesen, J. S., Foldager, L. & Grove, J., Aug 2016, In: Statistical Applications in Genetics and Molecular Biology. 15, 4, p. 349-361

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Analysis of Heavy-Tailed Time Series

    Xie, X., 2017, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Book/ReportPh.D. thesisResearch

  5. Published

    Full classification of dynamics for one-dimensional continuous-Time Markov chains with polynomial transition rates

    Xu, C., Hansen, M. C. & Wiuf, Carsten, 2023, In: Advances in Applied Probability. 55, 1, p. 321-355

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    The asymptotic tails of limit distributions of continuous-time Markov chains

    Xu, C., Hansen, M. C. & Wiuf, Carsten, 2024, In: Advances in Applied Probability. 56, 2, p. 693–734

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Structural classification of continuous time Markov chains with applications

    Xu, C., Hansen, M. C. & Wiuf, Carsten, 2022, In: Stochastics. 94, 7, p. 1003-1030

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Best finite constrained approximations of one-dimensional probabilities

    Xu, C. & Berger, A., 2019, In: Journal of Approximation Theory. 244, p. 1-36 36 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Mucosal vaccination with heterologous viral vectored vaccine targeting subdominant SIV accessory antigens strongly inhibits early viral replication

    Xu, H., Andersson, A. C., Ragonnaud, Emeline, Boilesen, D., Tolver, Anders, Jensen, Benjamin Anderschou Holbech, Blanchard, J. L., Nicosia, A., Folgori, A., Colloca, S., Cortese, R., Thomsen, Allan Randrup, Christensen, Jan Pravsgaard, Veazey, R. S. & Holst, Peter Johannes, Apr 2017, In: EBioMedicine. 18, p. 204–215 12 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Realization Spaces of Algebraic Structures on Cochains

    Yalin, S., Jan 2018, In: International Mathematics Research Notices. 2018, 1, p. 236-291

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Function spaces and classifying spaces of algebras over a prop

    Yalin, S., 2016, In: Algebraic & Geometric Topology. 16, 5, p. 2715-2749

    Research output: Contribution to journalJournal articleResearchpeer-review

  12. Published

    Generalized section functors

    Yassemi, S., 1994, In: Journal of Pure and Applied Algebra. 95, p. 103-119

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. Published

    The combined effect of pH and dissolved inorganic carbon concentrations on the physiology of plastidic ciliate Mesodinium rubrum and its cryptophyte prey

    Yde Eriksen, C. S., Desmaret Walli, M., Van de Waal, D. B., Helmsing, N. R., Dahl, E. O., Sørensen, Helle & Hansen, Per Juel, 2023, In: Harmful Algae. 129, 11 p., 102509.

    Research output: Contribution to journalJournal articleResearchpeer-review

  14. Published

    Adaptive Large Neighborhood Search for Order Dispatching and Vacant Vehicle Rebalancing in First-Mile Ride-Sharing Services

    Ye, J., Pantuso, Giovanni & Pisinger, D., 2023, Social Science Research Network (SSRN), 16 p.

    Research output: Working paperPreprintResearch

  15. Published

    Order dispatching and vacant vehicles rebalancing for the first-mile ride-sharing problem

    Ye, J., Pantuso, Giovanni & Pisinger, D., 2024, In: EURO Journal on Transportation and Logistics. 13, 19 p., 100132.

    Research output: Contribution to journalJournal articleResearchpeer-review

  16. Published

    Optimization in First-mile Ride-sharing Problems

    Ye, J., 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 78 p.

    Research output: Book/ReportPh.D. thesisResearch

  17. Published

    Fleet Size Control in First-Mile Ride-Sharing Problems

    Ye, J., Pantuso, Giovanni & Pisinger, D., 2022, Computational Logistics : 13th International Conference, ICCL 2022, Proceedings. de Armas, J., Ramalhinho, H. & Voß, S. (eds.). Springer, p. 91-104 14 p. (Lecture Notes in Computer Science, Vol. 13557 LNCS).

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

  18. Published

    Generalized score matching for non-negative data

    Yu, S., Drton, M. & Shojaie, A., 2019, In: Journal of Machine Learning Research. 20, 70 p., (76).

    Research output: Contribution to journalJournal articleResearchpeer-review

  19. Published

    The Critical Groups of Adinkras up to 2-Rank of Cayley Graphs

    Yuen, Chi Ho, 2024, In: Electronic Journal of Combinatorics. 31, 1, 9 p., P1.38.

    Research output: Contribution to journalJournal articleResearchpeer-review

  20. Published

    Adiabatic Approximation for the Motion of Ginzburg-Landau Vortex Filaments

    Zhang, Jingxuan, 2022, In: Communications in Mathematical Physics. 389, p. 1061–1085

    Research output: Contribution to journalJournal articleResearchpeer-review

  21. Published

    Adiabatic theory for the area-constrained Willmore flow

    Zhang, Jingxuan, 2022, In: Journal of Mathematical Physics. 63, 4, 19 p., 041503.

    Research output: Contribution to journalJournal articleResearchpeer-review

  22. Published

    A generic framework of adiabatic approximation for nonlinear evolutions

    Zhang, Jingxuan, 2022, In: Letters in Mathematical Physics. 112, 1, p. 1-34 31.

    Research output: Contribution to journalJournal articleResearchpeer-review

  23. Published

    Optimal DC pension investment with square-root factor processes under stochastic income and inflation risks

    Zhang, Y., 2023, In: Optimization. 72, 12, p. 2951 - 2988

    Research output: Contribution to journalJournal articleResearchpeer-review

  24. Published

    Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility

    Zhang, Y., 2024, In: Methodology and Computing in Applied Probability. 26, 1, p. 1-47 7.

    Research output: Contribution to journalJournal articleResearchpeer-review

  25. Published

    Robust Optimal Investment Strategies for Mean-Variance Asset-Liability Management Under 4/2 Stochastic Volatility Models

    Zhang, Y., 2023, In: Methodology and Computing in Applied Probability. 25, 1, 32 p., 20.

    Research output: Contribution to journalJournal articleResearchpeer-review

  26. Published

    Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate

    Zhang, Y., 2022, In: Annals of Finance. 18, p. 511–544

    Research output: Contribution to journalJournal articleResearchpeer-review

  27. Published

    Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences

    Zhang, Y., 2023, In: Journal of Industrial and Management Optimization. 19, 8, p. 5767-5796 30 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  28. Published

    Dynamic optimal mean-variance portfolio selection with a 3/2 stochastic volatility

    Zhang, Y., 2021, In: Risks. 9, 4, 21 p., 61.

    Research output: Contribution to journalJournal articleResearchpeer-review

  29. Published

    Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading

    Zhang, Y., 2023, In: Journal of Industrial and Management Optimization. 19, 6, p. 4022-4063 42 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  30. Published

    Dynamic portfolio optimization with stochastic investment opportunities

    Zhang, Y., 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 390 p.

    Research output: Book/ReportPh.D. thesisResearch

  31. Published

    Dynamic optimal mean-variance investment with mispricing in the family of 4/2 stochastic volatility models

    Zhang, Y., 2021, In: Mathematics. 9, 18, 25 p., 2293.

    Research output: Contribution to journalJournal articleResearchpeer-review

  32. Published

    Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach

    Zhang, Y., 2023, In: Decisions in Economics and Finance. 46, p. 97–128 32 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  33. E-pub ahead of print

    Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach

    Zhang, Y., 2024, (E-pub ahead of print) In: Stochastic Models.

    Research output: Contribution to journalJournal articleResearchpeer-review

  34. Published

    Systematic clustering of transcription start site landscapes

    Zhao, X., Valen, E., Parker, B. J. & Sandelin, Albin Gustav, 2011, In: P L o S One. 6, 8, 16 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  35. Published

    A Fourier analysis of extremal events

    Zhao, Y., 2013, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 135 p.

    Research output: Book/ReportPh.D. thesisResearch

  36. Published

    Trading off costs and service rates in a first-mile ride-sharing service

    Zheng, M. & Pantuso, Giovanni, 2023, In: Transportation Research Part C: Emerging Technologies. 150, 23 p., 104099.

    Research output: Contribution to journalJournal articleResearchpeer-review

  37. Published

    Approximation Behooves Calibration

    da Silva Ribeiro, A. M. & Poulsen, Rolf, 2013, In: Quantitative Finance Letters. 1, 1, p. 36-40

    Research output: Contribution to journalJournal articleResearchpeer-review

  38. Published

    Essay on Option Pricing, Hedging and Calibration

    da Silva Ribeiro, A. M., 2015, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 152 p.

    Research output: Book/ReportPh.D. thesisResearch

  39. Published

    Monitoring and Forecasting COVID-19: Heuristic Regression, Susceptible-Infected-Removed Model and, Spatial Stochastic

    de Andres, P. L., de Andres-Bragado, L. & Hoessly, Linard David, 21 May 2021, In: Frontiers in Applied Mathematics and Statistics. 7, 650716.

    Research output: Contribution to journalJournal articleResearchpeer-review

  40. Published

    Group actions on deformation, quantizations and an equivariant algebraic index theorem

    de Kleijn, N., 2016, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Book/ReportPh.D. thesisResearch

  41. Published

    Approximation properties for noncommutative Lp-spaces associated with lattices in Lie groups

    de Laat, T., 2013, In: Journal of Functional Analysis. 264, 10, p. 2300-2322

    Research output: Contribution to journalJournal articleResearchpeer-review

  42. Published

    Approximation properties for Lie groups and noncommutative Lp-spaces

    de Laat, T., 2013, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 124 p.

    Research output: Book/ReportPh.D. thesisResearch

  43. Published

    On the Grothendieck Theorem for Jointly Completely Bounded Bilinear Forms

    de Laat, T., 2013, Operator Algebra and Dynamics: Nordforsk Network Closing Conference, Faroe Islands, May 2012. Clausen, T. M., Eilers, S., Restorff, G. & Silvestrov, S. (eds.). Springer, p. 211-221 (Springer Proceedings in Mathematics & Statistics , Vol. 58).

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

  44. Published

    The Wehrl entropy has Gaussian optimizers

    de Palma, G., 1 Jan 2018, In: Letters in Mathematical Physics. 108, 1, p. 97-116 20 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  45. Published

    Uncertainty relations with quantum memory for the Wehrl entropy

    de Palma, G., 12 Mar 2018, In: Letters in Mathematical Physics. 108, 9, p. 2139–2152 14 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  46. Published

    The entropy power inequality with quantum conditioning

    de Palma, G., 2019, In: Journal of Physics A: Mathematical and Theoretical. 52, 8, 12 p., 08LT03.

    Research output: Contribution to journalJournal articleResearchpeer-review

  47. Published

    The Conditional Entropy Power Inequality for Bosonic Quantum Systems

    de Palma, G. & Trevisan, D., Jun 2018, In: Communications in Mathematical Physics. 360, 2, p. 639–662 24 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  48. Published

    A dynamical symmetry for supermembranes

    de Woul, J., Hoppe, J., Lundholm, D. B. A. & Sundin, M., 2011, In: Journal of High Energy Physics (Online). 3, 5 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  49. Published

    Partial Hamiltonian reduction of relativistic extended objects in light-cone gauge

    de Woul, J., Hoppe, J. & Lundholm, D. B. A., 2011, In: Journal of High Energy Physics (Online). 1, 10 p., Art. 31.

    Research output: Contribution to journalJournal articleResearchpeer-review

  50. Published

    Estimation of the covariance structure from SNP allele frequencies

    van Waaij, J., Li, Z. & Wiuf, Carsten, 2022, In: Statistical Applications in Genetics and Molecular Biology. 21, 1, 20 p., 20220005.

    Research output: Contribution to journalJournal articleResearchpeer-review