| Publication Date | Article Title | Author(s) |
| 30-Jul-2015 | Martingale optimal transport in the Skorokhod space | Dolinsky, Y; Soner, H Mete |
| Jun-2015 | Risks of large portfolios | Fan, Jianqing; Liao, Yuan; Shi, Xiaofeng |
| Jun-2015 | A Distributed Tracking Algorithm for Reconstruction of Graph Signals | Wang, Xiaohan; Wang, Mengdi; Gu, Yuantao |
| Jun-2015 | Multidimensional sticky Brownian motions as limits of exclusion processes | Rácz, Miklós Z; Shkolnikov, Mykhaylo |
| May-2015 | On the dual of the solvency cone | Löhne, Andreas; Rudloff, Birgit |
| Apr-2015 | Averaging random projection: A fast online solution for large-scale constrained stochastic optimization | Liu, Jialin; Gu, Yuantao; Wang, Mengdi |
| 1-Mar-2015 | Can one hear the shape of a population history? | Kim, J; Mossel, E; Rácz, Miklos Z; Ross, N |
| Mar-2015 | A New Optimal Stepsize for Approximate Dynamic Programming | Ryzhov, Ilya O; Frazier, Peter I; Powell, Warren B |
| 6-Feb-2015 | Generalized Alternating Direction Method of Multipliers: New Theoretical Insights and Applications | Fang, Ethan X.; He, Bingsheng; Liu, Han; Yuan, Xiaoming |
| Feb-2015 | A reduced-form contingent convertible bond model with deterministic conversion intensity | Cheridito, Patrick; Xu, Zhikai |
| Feb-2015 | Optimal Feature Selection in High-Dimensional Discriminant Analysis | Kolar, Mladen; Liu, Han |
| 2-Jan-2015 | Homogeneity Pursuit | Ke, Zheng Tracy; Fan, Jianqing; Wu, Yichao |
| 2-Jan-2015 | Multi-Agent Inference in Social Networks: A Finite Population Learning Approach | Fan, Jianqing; Tong, Xin; Zeng, Yao |
| 1-Jan-2015 | Design of a laboratory testbed for external occulters at flight Fresnel numbers | Kim, Y; Galvin, M; Kasdin, NJ; Vanderbei, Robert J.; Ryu, D; et al |
| 1-Jan-2015 | Asymptotics for fixed transaction costs | Altarovici, A; Muhle-Karbe, J; Soner, H Mete |
| 1-Jan-2015 | Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case | Possamaï, D; Soner, H Mete; Touzi, N |
| 1-Jan-2015 | Mean field games and systemic risk | Carmona, Rene; Fouque, JP; Sun, LH |
| 1-Jan-2015 | Forward-backward stochastic differential equations and controlled Mckean-Vlasov dynamics | Carmona, Rene; Delarue, F |
| 1-Jan-2015 | A probabilistic weak formulation of mean field games and applications | Carmona, Rene; Lacker, D |
| 1-Jan-2015 | A nonconvex optimization framework for low rank matrix estimation | Zhao, Tuo; Wang, Zhaoran; Liu, Han |
