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1

Optimal Execution with Dynamic Order Flow Imbalance

Bechler, Kyle, Ludkovski, Michael

Journal:

SIAM Journal on Financial Mathematics

Year:

2015

Language:

english

File:

PDF, 905 KB

english, 2015

2

Order Flows and Limit Order Book Resiliency on the Meso-Scale

Bechler, Kyle, Ludkovski, Mike

Journal:

Market Microstructure and Liquidity

Year:

2017

Language:

english

File:

PDF, 1.64 MB

english, 2017

3

Valuation of energy storage: an optimal switching approach

Carmona, René, Ludkovski, Michael

Journal:

Quantitative Finance

Year:

2010

Language:

english

File:

PDF, 1.20 MB

english, 2010

4

Feynman integration over octonions with application to quantum mechanics

S. V. Ludkovsky

Journal:

Mathematical Methods in the Applied Sciences

Year:

2010

Language:

english

File:

PDF, 517 KB

english, 2010

5

Statistical learning for probability-constrained stochastic optimal control

Balata, Alessandro, Ludkovski, Michael, Maheshwari, Aditya, Palczewski, Jan

Journal:

European Journal of Operational Research

Year:

2021

File:

PDF, 6.18 MB

2021

6

Spectral representations of operators in Hilbert spaces over quaternions and octonions

Ludkovsky, S.V., Sprössig, W.

Journal:

Complex Variables and Elliptic Equations

Year:

2012

Language:

english

File:

PDF, 257 KB

english, 2012

7

Sequential Bayesian inference in hidden Markov stochastic kinetic models with application to detection and response to seasonal epidemics

Lin, Junjing, Ludkovski, Michael

Journal:

Statistics and Computing

Year:

2014

Language:

english

File:

PDF, 954 KB

english, 2014

8

Optimal Timing to Purchase Options

Leung, Tim, Ludkovski, Mike

Journal:

SIAM Journal on Financial Mathematics

Year:

2011

Language:

english

File:

PDF, 459 KB

english, 2011

9

LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY

Erhan Bayraktar, Michael Ludkovski

Journal:

Mathematical Finance

Year:

2012

Language:

english

File:

PDF, 731 KB

english, 2012

10

Technology ladders and R&D in dynamic cournot markets

Ludkovski, Mike, Sircar, Ronnie

Journal:

Journal of Economic Dynamics and Control

Year:

2016

Language:

english

File:

PDF, 1.08 MB

english, 2016

11

Integration of vector hydrodynamical partial differential equations over octonions

Ludkovsky, S.V.

Journal:

Complex Variables and Elliptic Equations

Year:

2013

Language:

english

File:

PDF, 400 KB

english, 2013

12

OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS

Erhan Bayraktar, Michael Ludkovski

Journal:

Mathematical Finance

Year:

2011

Language:

english

File:

PDF, 290 KB

english, 2011

13

Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement

Risk, Jimmy, Ludkovski, Michael

Journal:

SIAM Journal on Financial Mathematics

Year:

2018

Language:

english

File:

PDF, 1.40 MB

english, 2018

14

Integration of vector Sobolev-type PDE over octonions

Ludkovsky, Sergey V.

Journal:

Complex Variables and Elliptic Equations

Year:

2016

Language:

english

File:

PDF, 1.83 MB

english, 2016

15

Analytic validation of a clinical-grade PTEN immunohistochemistry assay in prostate cancer by comparison with PTEN FISH

Lotan, Tamara L, Wei, Wei, Ludkovski, Olga, Morais, Carlos L, Guedes, Liana B, Jamaspishvili, Tamara, Lopez, Karen, Hawley, Sarah T, Feng, Ziding, Fazli, Ladan, Hurtado-Coll, Antonio, McKenney, Jesse

Journal:

Modern Pathology

Year:

2016

Language:

english

File:

PDF, 476 KB

english, 2016

16

PRIORITY OPTION: THE VALUE OF BEING A LEADER

GRASSELLI, M. R., LECLÈRE, V., LUDKOVSKI, M.

Journal:

International Journal of Theoretical and Applied Finance

Year:

2013

Language:

english

File:

PDF, 796 KB

english, 2013

17

Sequential Design for Optimal Stopping Problems

Gramacy, Robert B., Ludkovski, Michael

Journal:

SIAM Journal on Financial Mathematics

Year:

2015

Language:

english

File:

PDF, 1.10 MB

english, 2015

18

Existence of an invariant measure on a topological quasigroup

Ludkovsky, Sergey V.

Journal:

Topology and its Applications

Year:

2020

File:

PDF, 374 KB

2020

19

Two-sided Laplace transform over Cayley-Dickson algebras and its applications

S. V. Ludkovsky

Journal:

Journal of Mathematical Sciences

Year:

2008

Language:

english

File:

PDF, 683 KB

english, 2008

20

Finite Horizon Decision Timing with Partially Observable Poisson Processes

Ludkovski, Michael, Sezer, Semih O.

Journal:

Stochastic Models

Year:

2012

Language:

english

File:

PDF, 679 KB

english, 2012

21

FINANCIAL HEDGING OF OPERATIONAL FLEXIBILITY

LUDKOVSKI, MICHAEL

Journal:

International Journal of Theoretical and Applied Finance

Year:

2008

Language:

english

File:

PDF, 577 KB

english, 2008

22

Line antiderivations over local fields and their applications

Ludkovsky, S. V.

Journal:

International Journal of Mathematics and Mathematical Sciences

Year:

2005

Language:

english

File:

PDF, 2.28 MB

english, 2005

23

EUROPEAN OPTION PRICING WITH LIQUIDITY SHOCKS

LUDKOVSKI, MICHAEL, SHEN, QUNYING

Journal:

International Journal of Theoretical and Applied Finance

Year:

2013

Language:

english

File:

PDF, 459 KB

english, 2013

24

Probabilistic bisection with spatial metamodels

Rodriguez, Sergio, Ludkovski, Michael

Journal:

European Journal of Operational Research

Year:

2020

File:

PDF, 1.63 MB

2020

25

Stochastic Switching Games and Duopolistic Competition in Emissions Markets

Ludkovski, Michael

Journal:

SIAM Journal on Financial Mathematics

Year:

2011

Language:

english

File:

PDF, 381 KB

english, 2011

26

Normal families of functions and groups of pseudoconformal diffeomorphisms of quaternion and octonion variables

S. V. Ludkovsky

Journal:

Journal of Mathematical Sciences

Year:

2008

Language:

english

File:

PDF, 712 KB

english, 2008

27

Sequential tracking of a hidden Markov chain using point process observations

Erhan Bayraktar, Michael Ludkovski

Journal:

Stochastic Processes and their Applications

Year:

2009

Language:

english

File:

PDF, 1.46 MB

english, 2009

28

Algebras of operators in Banach spaces over the quaternion skew field and the octonion algebra

S. V. Ludkovsky

Journal:

Journal of Mathematical Sciences

Year:

2007

Language:

english

File:

PDF, 710 KB

english, 2007

29

Differentiable functions of quaternion variables

S.V. Lüdkovsky, F. van Oystaeyen

Journal:

Bulletin des Sciences Mathématiques

Year:

2003

Language:

english

File:

PDF, 391 KB

english, 2003

30

Ex PostMoral Hazard and Bayesian Learning in Insurance

Michael Ludkovski and Virginia R. Young

Journal:

Journal of Risk and Insurance

Year:

2010

Language:

english

File:

PDF, 2.15 MB

english, 2010

31

Capacity expansion games with application to competition in power generation investments

Aïd, René, Li, Liangchen, Ludkovski, Michael

Journal:

Journal of Economic Dynamics and Control

Year:

2017

Language:

english

File:

PDF, 1.62 MB

english, 2017

32

Pricing Asset Scheduling Flexibility using Optimal Switching

Carmona, René, Ludkovski, Michael

Journal:

Applied Mathematical Finance

Year:

2008

Language:

english

File:

PDF, 941 KB

english, 2008

33

Delineation of a minimal region of deletion at 6q16.3 in follicular lymphoma and construction of a bacterial artificial chromosome contig spanning a 6-megabase region of 6q16–q21

Laura-Jane Henderson, Ichiro Okamoto, Valia S. Lestou, Olga Ludkovski, Marc Robichaud, Mukesh Chhanabhai, Randy D. Gascoyne, Richard J. Klasa, Joseph M. Connors, Marco A. Marra, Douglas E. Horsman, Wa

Journal:

Genes, Chromosomes and Cancer

Year:

2004

Language:

english

File:

PDF, 672 KB

english, 2004

34

New Families of Ideal 2-Level Autocorrelation Ternary Sequences From Second Order DHT

Michael Ludkovski, Guang Gong

Journal:

Electronic Notes in Discrete Mathematics

Year:

2001

Language:

english

File:

PDF, 579 KB

english, 2001

35

Affine and wrap quasi-algebras over octonions

S. V. Ludkovsky

Journal:

Journal of Mathematical Sciences

Year:

2010

Language:

english

File:

PDF, 553 KB

english, 2010

36

Concurrent translocation of BCL2 and MYC with a single immunoglobulin locus in high-grade B-cell lymphomas

Knezevich, S, Ludkovski, O, Salski, C, Lestou, V, Chhanabhai, M, Lam, W, Klasa, R, Connors, J M, Dyer, M J S, Gascoyne, R D, Horsman, D E

Journal:

Year:

2005

Language:

english

File:

PDF, 143 KB

english, 2005

37

In prostate cancer needle biopsies, detections of PTEN loss by fluorescence in situ hybridization (FISH) and by immunohistochemistry (IHC) are concordant and show consistent association with upgrading

Picanço-Albuquerque, C. G., Morais, C. L., Carvalho, F. L. F., Peskoe, S. B., Hicks, J. L., Ludkovski, O., Vidotto, T., Fedor, H., Humphreys, E., Han, M., Platz, E. A., De Marzo, A. M., Berman, D. M.,

Journal:

Virchows Archiv

Year:

2016

Language:

english

File:

PDF, 1.71 MB

english, 2016

38

NIH Public Access

Tsao, Ming-sound, Sakurada, Akira, Ding, Keyue, Aviel-ronen, Sarit, Ludkovski, Olga, Liu, Ni, Ma\^{\i}tre, Aurélie Le, Gandara, David, Johnson, David H, Rigas, James R, Seymour, Lesley, Shepherd, Fran

Year:

2012

Language:

english

File:

PDF, 607 KB

english, 2012

39

GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS – CORRIGENDUM

Ludkovski, Mike, Risk, Jimmy, Zail, Howard

Journal:

Year:

2018

Language:

english

File:

PDF, 36 KB

english, 2018

40

Follicular lymphoma lacking the t(14;18)(q32;q21): identification of two disease subtypes

Douglas E. Horsman, Ichiro Okamoto, Olga Ludkovski, Nhu Le, Lana Harder, Stefan Gesk, Reiner Siebert, Mukesh Chhanabhai, Laurie Sehn, Joseph M. Connors, Randy D. Gascoyne

Journal:

British Journal of Haematology

Year:

2003

Language:

english

File:

PDF, 152 KB

english, 2003

41

On comonotonicity of Pareto optimal risk sharing

Michael Ludkovski, Ludger Rüschendorf

Journal:

Statistics & Probability Letters

Year:

2008

Language:

english

File:

PDF, 356 KB

english, 2008

42

Stochastic processes on non-Archimedean Banach spaces

Ludkovsky, S. V.

Journal:

International Journal of Mathematics and Mathematical Sciences

Year:

2003

Language:

english

File:

PDF, 1.96 MB

english, 2003

43

Gaussian Process Models for Mortality Rates and Improvement Factors

Ludkovski, Michael, Risk, James, Zail, Howard

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 626 KB

english, 2016

44

Optimal risk sharing under distorted probabilities

Michael Ludkovski, Virginia R. Young

Journal:

Mathematics and Financial Economics

Year:

2009

Language:

english

File:

PDF, 462 KB

english, 2009

45

1607 HIGH-RESOLUTION DETECTION OF PTEN GENOMIC DELETION BY FLUORESCENCE IN SITU HYBRIDIZATION (FISH) USING 330 FIXED PARAFFIN-EMBEDDED TISSUE SAMPLES

Squire, Jeremy, Ludkovski, Olga, DeGrace, Dave, Evans, Andrew, Sircar, Kanishka, Bismar, Tarek, Yoshimoto, Maisa

Journal:

The Journal of Urology

Year:

2011

Language:

english

File:

PDF, 42 KB

english, 2011

46

Stochastic Optimal Coordination of Small UAVs for Target Tracking using Regression-based Dynamic Programming

Quintero, Steven A. P., Ludkovski, Michael, Hespanha, João P.

Journal:

Journal of Intelligent & Robotic Systems

Year:

2016

Language:

english

File:

PDF, 2.80 MB

english, 2016

47

The association between EGFR variant III, HPV, p16, c-MET, EGFR gene copy number and response to EGFR inhibitors in patients with recurrent or metastatic squamous cell carcinoma of the head and neck

Nicole G Chau, Bayardo Perez-Ordonez, Katherine Zhang, Nhu-An Pham, James Ho, Tong Zhang, Olga Ludkovski, Lisa Wang, Eric X Chen, Ming-Sound Tsao, Suzanne Kamel-Reid, Lillian L Siu

Journal:

Head & Neck Oncology

Year:

2011

Language:

english

File:

PDF, 311 KB

english, 2011

48

Cytogenetic abnormalities and clinical correlations in peripheral T-cell lymphoma

Marilu Nelson, Douglas E. Horsman, Dennis D. Weisenburger, Randy D. Gascoyne, Bhavana J. Dave, Fausto R. Loberiza, Olga Ludkovski, Kerry J. Savage, James O. Armitage, Warren G. Sanger

Journal:

British Journal of Haematology

Year:

2008

Language:

english

File:

PDF, 343 KB

english, 2008

49

Quasi-Invariant and Pseudo-Differentiable Measures with Values in Non-Archimedean Fields on a Non-Archimedean Banach Space

Journal:

Journal of Mathematical Sciences

Year:

2004

Language:

english

File:

PDF, 488 KB

english, 2004

50

Relative Hedging of Systematic Mortality Risk

Ludkovski, Michael, Bayraktar, Erhan

Journal:

North American Actuarial Journal

Year:

2009

Language:

english

File:

PDF, 867 KB

english, 2009

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