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Publications in Applied Mathematics

Combining Stabilized SQP With the Augmented Lagrangian Algorithm

Computational Optimization and Applications
ControlComputational MathematicsApplied MathematicsOptimization
2015English

Exploiting Ergodicity in Forecasts of Corporate Profitability

Journal of Economic Dynamics and Control
ControlApplied MathematicsOptimizationEconometricsEconomics
2020English

MS-CapsNet: A Novel Multi-Scale Capsule Network

IEEE Signal Processing Letters
Electronic EngineeringApplied MathematicsElectricalSignal Processing
2018English

Temporal Aggregation of Seasonally Near-Integrated Processes

Journal of Time Series Analysis
UncertaintyApplied MathematicsStatisticsProbability
2019English

Robust Online Signal Extraction From Multivariate Time Series

Computational Statistics and Data Analysis
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
2010English

Polynomial Factorization Over Finite Fields by Computing Euler–Poincaré Characteristics of Drinfeld Modules

Finite Fields and Their Applications
Theoretical Computer ScienceApplied MathematicsNumber TheoryEngineeringAlgebra
2018English

A Shadow Rate New Keynesian Model

Journal of Economic Dynamics and Control
ControlApplied MathematicsOptimizationEconometricsEconomics
2019English

Macroeconomies as Constructively Rational Games

Journal of Economic Dynamics and Control
ControlApplied MathematicsOptimizationEconometricsEconomics
2015English

An Indefinite Variant of LOBPCG for Definite Matrix Pencils

Numerical Algorithms
Applied Mathematics
2013English

Maximum–norm a Posteriori Error Estimates for an Optimal Control Problem

Computational Optimization and Applications
ControlComputational MathematicsApplied MathematicsOptimization
2019English

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