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Steven Campbell
Steven Campbell
Verified email at columbia.edu - Homepage
Title
Cited by
Cited by
Year
Functional portfolio optimization in stochastic portfolio theory
S Campbell, TK Leonard Wong
SIAM Journal on Financial Mathematics 13 (2), 576-618, 2022
172022
Deep learning for principal-agent mean field games
S Campbell, Y Chen, A Shrivats, S Jaimungal
arXiv preprint arXiv:2110.01127, 2021
162021
Parallel PERM
S Campbell, EJ van Rensburg
Journal of Physics A: Mathematical and Theoretical, 2020
82020
Efficient Convex PCA with applications to Wasserstein geodesic PCA and ranked data
S Campbell, TKL Wong
arXiv preprint arXiv:2211.02990, 2022
32022
Numerical estimates of square lattice star vertex exponents
S Campbell, EJJ van Rensburg
Physical Review E 103 (5), 052137, 2021
22021
Lattice star and acyclic branched polymer vertex exponents in 3d
S Campbell, EJJ van Rensburg
Journal of Physics A: Mathematical and Theoretical 55 (1), 015002, 2021
12021
A mean field game of sequential testing
S Campbell, Y Zhang
arXiv preprint arXiv:2403.18297, 2024
2024
Optimization Problems in Model-Free Stochastic Portfolio Theory and Sequential Testing Games
SA Campbell
University of Toronto (Canada), 2023
2023
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