Numerical (Algorithms)

Chaoqun Zhuang, Ruchi Choudhary, Anna Mavrogianni, Uncertainty-based optimal energy retrofit methodology for building heat electrification with enhanced energy flexibility and climate adaptability, Applied Energy, Volume 341, 2023, 121111, ISSN 0306-2619,

Polygonal Unadjusted Langevin Algorithms: Creating stable and efficient adaptive algorithms for neural networks. Lim, D-Y. & Sabanis, S. 2021. arXiv:2105.13937 [cs.LG]

A fully data-driven approach to minimizing CVaR for portfolio of assets via SGLD with discontinuous updating. Sabanis, Sotirios; Zhang, Ying. arXiv:2007.01672 [q-fin.PM]

Taming neural networks with TUSLA : Non-convex learning via adaptive stochastic gradient Langevin algorithms. Lovas, Attila; Lytras, Iosif ; Rásonyi, Miklós ; Sabanis, Sotirios. arXiv:2006.14514 [cs.LG]

Nonasymptotic analysis of Stochastic Gradient Hamiltonian Monte Carlo under local conditions for nonconvex optimization. Akyildiz, Ömer Deniz ; Sabanis, Sotirios. arXiv:2002.05465 [math.OC]

Underwood, W. G., Elliott, A., & Cucuringu, M. (2020). Motif-Based Spectral Clustering of Weighted Directed Networks. arXiv preprint arXiv:2004.01293.

Elliott, A., Chiu, A., Bazzi, M., Reinert, G., & Cucuringu, M. (2019). Core-Periphery Structure in Directed Networks. arXiv preprint arXiv:1912.00984.

Nonasymptotic estimates for Stochastic Gradient Langevin Dynamics under local conditions in nonconvex optimization. Zhang, Ying ; Akyildiz, Ömer Deniz ; Damoulas, Theo ; Sabanis, Sotirios. 2019. arXiv:1910.02008 [math.ST]

Wu, Qiong; Zhang, Zheng; Pizzoferrato, Andrea; Cucuringu, Mihai; Liu, Zhenming. "A Deep Learning Framework for Pricing Financial Instruments", arXiv:1909.04497 (2019)