Stochastic Delay Differential Games: Financial Modeling and Machine Learning Algorithms.

Héctor D. Ceniceros https://mathgenealogy.org/id.php?id=33827 https://orcid.org/0000-0002-0867-0151 https://www.wikidata.org/entity/Q81255931

Robert Balkin Héctor D. Ceniceros Ruimeng Hu Stochastic Delay Differential Games: Financial Modeling and Machine Learning Algorithms. 2023 abs/2307.06450 CoRR https://doi.org/10.48550/arXiv.2307.06450 db/journals/corr/corr2307.html#abs-2307-06450

Yao Xuan Robert Balkin Jiequn Han Ruimeng Hu Héctor D. Ceniceros Pandemic Control, Game Theory and Machine Learning. 2022 abs/2208.08646 CoRR https://doi.org/10.48550/arXiv.2208.08646 db/journals/corr/corr2208.html#abs-2208-08646

Yao Xuan Kris T. Delaney Héctor D. Ceniceros Glenn H. Fredrickson Machine Learning and Polymer Self-Consistent Field Theory in Two Spatial Dimensions. 2022 abs/2212.10478 CoRR https://doi.org/10.48550/arXiv.2212.10478 db/journals/corr/corr2212.html#abs-2212-10478

Yao Xuan Kris T. Delaney Héctor D. Ceniceros Glenn H. Fredrickson Deep learning and self-consistent field theory: A path towards accelerating polymer phase discovery. 110519 2021 443 J. Comput. Phys. https://doi.org/10.1016/j.jcp.2021.110519 db/journals/jcphy/jcphy443.html#XuanDCF21

Yao Xuan Robert Balkin Jiequn Han Ruimeng Hu Héctor D. Ceniceros Optimal Policies for a Pandemic: A Stochastic Game Approach and a Deep Learning Algorithm. 987-1012 2021 MSML https://proceedings.mlr.press/v145/xuan22a.html conf/msml/2021 db/conf/msml/msml2021.html#XuanBHHC21

Yao Xuan Robert Balkin Jiequn Han Ruimeng Hu Héctor D. Ceniceros Optimal Policies for a Pandemic: A Stochastic Game Approach and a Deep Learning Algorithm. 2020 abs/2012.06745 CoRR https://arxiv.org/abs/2012.06745 db/journals/corr/corr2012.html#abs-2012-06745

Hedi Xia Héctor D. Ceniceros Kernel Treelets. 1950006:1-1950006:16 2019 11 Adv. Data Sci. Adapt. Anal. 3-4 https://doi.org/10.1142/S2424922X19500062 db/journals/aada/aada11.html#XiaC19

Héctor D. Ceniceros Efficient order-adaptive methods for polymer self-consistent field theory. 9-21 2019 386 J. Comput. Phys. https://doi.org/10.1016/j.jcp.2019.02.027 https://www.wikidata.org/entity/Q128288756 db/journals/jcphy/jcphy386.html#Ceniceros19

Rigoberto Alvarado Juan J. Tapia Héctor D. Ceniceros Simulation of Newtonian Flows on Sudden Contraction Geometries: GPU Implementation. 311-323 2018 147 Res. Comput. Sci. 12 https://rcs.cic.ipn.mx/2018_147_12/Simulation%20of%20Newtonian%20Flows%20on%20Sudden%20Contraction%20Geometries_%20GPU%20Implementation.pdf db/journals/rcs/rcs147.html#AlvaradoTC18

Hedi Xia Héctor D. Ceniceros Kernel Treelets. 2018 abs/1812.04808 CoRR http://arxiv.org/abs/1812.04808 db/journals/corr/corr1812.html#abs-1812-04808

Héctor D. Ceniceros Carlos J. García-Cervera A new approach for the numerical solution of diffusion equations with variable and degenerate mobility. 1-10 2013 246 J. Comput. Phys. https://doi.org/10.1016/j.jcp.2013.03.036 db/journals/jcphy/jcphy246.html#CenicerosG13

Héctor D. Ceniceros Jordan E. Fisher A fast, robust, and non-stiff Immersed Boundary Method. 5133-5153 2011 230 J. Comput. Phys. 12 https://doi.org/10.1016/j.jcp.2011.03.037 db/journals/jcphy/jcphy230.html#CenicerosF11

Héctor D. Ceniceros Rudimar L. Nós Alexandre M. Roma Three-dimensional, fully adaptive simulations of phase-field fluid models. 6135-6155 2010 229 J. Comput. Phys. 17 https://doi.org/10.1016/j.jcp.2010.04.045 db/journals/jcphy/jcphy229.html#CenicerosNR10

Monika Nitsche Héctor D. Ceniceros A. L. Karniala S. Naderi High order quadratures for the evaluation of interfacial velocities in axi-symmetric Stokes flows. 6318-6342 2010 229 J. Comput. Phys. 18 https://doi.org/10.1016/j.jcp.2010.04.043 db/journals/jcphy/jcphy229.html#NitscheCKN10

Héctor D. Ceniceros Glenn H. Fredrickson George O. Mohler Coupled flow-polymer dynamics via statistical field theory: Modeling and computation. 1624-1638 2009 228 J. Comput. Phys. 5 https://doi.org/10.1016/j.jcp.2008.11.009 db/journals/jcphy/jcphy228.html#CenicerosFM09

Héctor D. Ceniceros Jordan E. Fisher Alexandre M. Roma Efficient solutions to robust, semi-implicit discretizations of the immersed boundary method. 7137-7158 2009 228 J. Comput. Phys. 19 https://doi.org/10.1016/j.jcp.2009.05.031 db/journals/jcphy/jcphy228.html#CenicerosFR09

Erin M. Lennon George O. Mohler Héctor D. Ceniceros Carlos J. García-Cervera Glenn H. Fredrickson Numerical Solutions of the Complex Langevin Equations in Polymer Field Theory. 1347-1370 2008 6 Multiscale Model. Simul. 4 https://doi.org/10.1137/070689401 db/journals/mmas/mmas6.html#LennonMCGF08

Héctor D. Ceniceros Alexandre M. Roma A nonstiff, adaptive mesh refinement-based method for the Cahn-Hilliard equation. 1849-1862 2007 225 J. Comput. Phys. 2 https://doi.org/10.1016/j.jcp.2007.02.019 db/journals/jcphy/jcphy225.html#CenicerosR07

Héctor D. Ceniceros George O. Mohler A Practical Splitting Method for Stiff SDEs with Applications to Problems with Small Noise. 212-227 2007 6 Multiscale Model. Simul. 1 https://doi.org/10.1137/060667724 db/journals/mmas/mmas6.html#CenicerosM07

Chohong Min Frédéric Gibou Héctor D. Ceniceros A supra-convergent finite difference scheme for the variable coefficient Poisson equation on non-graded grids. 123-140 2006 218 J. Comput. Phys. 1 https://doi.org/10.1016/j.jcp.2006.01.046 db/journals/jcphy/jcphy218.html#MinGC06

Héctor D. Ceniceros Glenn H. Fredrickson Numerical Solution of Polymer Self-Consistent Field Theory. 452-474 2004 2 Multiscale Model. Simul. 3 https://doi.org/10.1137/030601338 db/journals/mmas/mmas2.html#CenicerosF04

Héctor D. Ceniceros Thomas Y. Hou 0001 Convergence of a non-stiff boundary integral method for interfacial flows with surface tension. 137-182 1998 67 Math. Comput. 221 db/journals/moc/moc67.html#CenicerosH98 https://doi.org/10.1090/S0025-5718-98-00911-9

Rigoberto Alvarado Robert Balkin Kris T. Delaney Jordan E. Fisher Glenn H. Fredrickson Carlos J. García-Cervera Frédéric Gibou Jiequn Han Thomas Y. Hou 0001 Ruimeng Hu A. L. Karniala Erin M. Lennon Chohong Min George O. Mohler S. Naderi Monika Nitsche Rudimar L. Nós Alexandre M. Roma Juan J. Tapia Hedi Xia Yao Xuan