Steven Campbell
Steven Campbell
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Type
Journal article
Preprint
Date
2022
2021
2020
Efficient Convex PCA with applications to Wasserstein geodesic PCA and ranked data
We contribute to the theoretical and computational development of Convex PCA, and present some applications of independent interest in SPT.
Steven Campbell
,
Ting-Kam Leonard Wong
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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.
Steven Campbell
,
Ting-Kam Leonard Wong
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Deep learning for principal-agent mean field games
In this paper we develop a deep learning algorithm for solving Principal-Agent (PA) mean field games with market-clearing conditions.
Steven Campbell
,
Yichao Chen
,
Arvind Shrivats
,
Sebastian Jaimungal
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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.
Steven Campbell
,
EJ Janse van Rensburg
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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.
Steven Campbell
,
EJ Janse van Rensburg
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Parallel PERM
We develop and implement a parallel flatPERM algorithm to sample self=avoiding walks in two and three dimensions.
Steven Campbell
,
EJ Janse van Rensburg
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