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Efficient Convex PCA with applications to Wasserstein GPCA and ranked data

We contribute to the theoretical and computational development of Convex PCA, and present some applications of independent interest in SPT.

Functional portfolio optimization in Stochastic Portfolio Theory

In this paper we develop a concrete and fully implementable approach to the optimization of functionally generated portfolios in stochastic portfolio theory.

Lattice star and acyclic branched polymer vertex exponents in 3d

We estimate lattice star vertex exponents and test the scaling relations for some acyclic branched lattice networks in 3D.

Numerical Estimates of Square Lattice Star Vertex Exponents

We estimate lattice star vertex exponents and test the scaling relations for some acyclic branched lattice networks in 2D.

Parallel PERM

We develop and implement a parallel flatPERM algorithm to sample self=avoiding walks in two and three dimensions.