Sam Howison

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All published works

Action	Title	Year	Authors
+	Asymptotic Expansions of Evolution Equations with Fast Volatility	2025	Sam Howison Christoph Reisinger Ronnie Sircar Zhenru Wang
+ PDF Chat	A GCN-LSTM Approach for ES-mini and VX Futures Forecasting	2024	Nikolas Michael Mihai Cucuringu Sam Howison
+	OFTER: An Online Pipeline for Time Series Forecasting	2023	Nikolas Michael Mihai Cucuringu Sam Howison
+ PDF Chat	OFTER: An Online Pipeline for Time Series Forecasting	2023	Nikolas Michael Mihai Cucuringu Sam Howison
+	Randomness and early termination: what makes a game exciting?	2023	Gaoyue Guo Sam Howison Dylan Possamaï Christoph Reisinger
+	Option Volume Imbalance as a predictor for equity market returns	2022	Nikolas Michael Mihai Cucuringu Sam Howison
+ PDF Chat	Fragmentation, Price Formation and Cross-Impact in Bitcoin Markets	2021	Jakob Albers Mihai Cucuringu Sam Howison Alexander Y. Shestopaloff
+ PDF Chat	Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets	2021	Jakob Albers Mihai Cucuringu Sam Howison Alexander Y. Shestopaloff
+	Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets	2021	Jakob Albers Mihai Cucuringu Sam Howison Alexander Y. Shestopaloff
+	Codimension-two free boundary problems	2020	Sam Howison
+ PDF Chat	Inference of edge correlations in multilayer networks	2020	A. Roxana Pamfil Sam Howison Mason A. Porter
+ PDF Chat	Homogenisation applied to thermal radiation in porous media	2020	Caoimhe M. Rooney Colin P. Please Sam Howison
+ PDF Chat	Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading	2020	Martin Gould Nikolaus Hautsch Sam Howison Mason A. Porter
+ PDF Chat	Pull out all the stops: Textual analysis via punctuation sequences	2020	Alexandra N. M. Darmon Marya Bazzi Sam Howison Mason A. Porter
+ PDF Chat	A framework for the construction of generative models for mesoscale structure in multilayer networks	2020	Marya Bazzi Lucas G. S. Jeub Àlex Arenas Sam Howison Mason A. Porter
+ PDF Chat	Pull out all the stops: Textual analysis via punctuation sequences	2020	ALEXANDRA N. M. DARMON Marya Bazzi Sam Howison MASON A. PORTER
+ PDF Chat	Customer mobility and congestion in supermarkets	2019	Fabian Ying Alisdair O. G. Wallis Mariano Beguerisse-Díaz Mason A. Porter Sam Howison
+ PDF Chat	Maxwell-type models for the effective thermal conductivity of a porous material with radiative transfer in the voids	2019	Kristian Kiradjiev Svenn Anton Halvorsen Robert A. Van Gorder Sam Howison
+	Edge Correlations in Multilayer Networks.	2019	A. Roxana Pamfil Sam Howison Mason A. Porter
+	Multi-Level Order-Flow Imbalance in a Limit Order Book	2019	Ke Xu Martin Gould Sam Howison
+ PDF Chat	Relating Modularity Maximization and Stochastic Block Models in Multilayer Networks	2019	A. Roxana Pamfil Sam Howison Renaud Lambiotte Mason A. Porter
+	Multi-Level Order-Flow Imbalance in a Limit Order Book	2019	Ke Xu Martin Gould Sam Howison
+ PDF Chat	Multi-Level Order-Flow Imbalance in a Limit Order Book	2019	Ke Xu Martin Gould Sam Howison
+ PDF Chat	Pull out all the stops: Textual analysis via punctuation sequences	2019	Alexandra N. M. Darmon Marya Bazzi Sam Howison Mason A. Porter
+	Maxwell-type models for the effective thermal conductivity of a porous material with radiative transfer in the voids.	2018	Kristian Kiradjiev Svenn Anton Halvorsen Robert A. Van Gorder Sam Howison
+ PDF Chat	Multi-Level Order-Flow Imbalance in a Limit Order Book	2018	Ke Xu Martin Gould Sam Howison
+	Relating modularity maximization and stochastic block models in multilayer networks	2018	A. Roxana Pamfil Sam Howison Renaud Lambiotte Mason A. Porter
+	Maxwell-type models for the effective thermal conductivity of a porous material with radiative transfer in the voids	2018	Kristian Kiradjiev Svenn Anton Halvorsen Robert A. Van Gorder Sam Howison
+	Relating modularity maximization and stochastic block models in multilayer networks	2018	A. Roxana Pamfil Sam Howison Renaud Lambiotte Mason A. Porter
+	Counterparty Credit Limits: An Effective Tool for Mitigating Counterparty Risk?	2017	Martin Gould Nikolaus Hautsch Sam Howison Mason A. Porter
+	The Role of Network Analysis in Industrial and Applied Mathematics: A Physical-Applied-Mathematics Perspective	2017	Mason A. Porter Sam Howison
+ PDF Chat	Quasi-centralized limit order books	2017	Martin Gould Mason A. Porter Sam Howison
+	The Role of Network Analysis in Industrial and Applied Mathematics	2017	Mason A. Porter Sam Howison
+	Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading	2017	Martin Gould Nikolaus Hautsch Sam Howison Mason A. Porter
+ PDF Chat	It’s Harder to Splash on Soft Solids	2016	Christopher J. Howland Arnaud Antkowiak J. R. Castrejón-Pita Sam Howison James M. Oliver Robert W. Style Alfonso A. Castrejón‐Pita
+	Generative Benchmark Models for Mesoscale Structures in Multilayer Networks.	2016	Marya Bazzi Lucas G. S. Jeub Àlex Arenas Sam Howison Mason A. Porter
+ PDF Chat	The Long Memory of Order Flow in the Foreign Exchange Spot Market	2016	Martin Gould Mason A. Porter Sam Howison
+ PDF Chat	Community Detection in Temporal Multilayer Networks, with an Application to Correlation Networks	2016	Marya Bazzi Mason A. Porter Stacy Williams Mark McDonald Daniel J. Fenn Sam Howison
+	The Long Memory of Order Flow in the Foreign Exchange Spot Market	2015	Martin Gould Mason A. Porter Sam Howison
+ PDF Chat	Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach	2015	Sam Howison Daniel Schwarz
+ PDF Chat	Quasi-Centralized Limit Order Books	2015	Martin Gould Mason A. Porter Sam Howison
+ PDF Chat	The Long Memory of Order Flow in the Foreign Exchange Spot Market	2015	Martin Gould Mason A. Porter Sam Howison
+	The Long Memory of Order Flow in the Foreign Exchange Spot Market	2015	Martin Gould Mason A. Porter Sam Howison
+	Quasi-Centralized Limit Order Books	2015	Martin Gould Mason A. Porter Sam Howison
+	Community detection in temporal multilayer networks, with an application to correlation networks	2015	Marya Bazzi Mason A. Porter Stacy Williams Mark W. McDonald Daniel J. Fenn Sam Howison
+	Community detection in temporal multilayer networks, with an application to correlation networks	2014	Marya Bazzi Mason A. Porter Stacy Williams Mark McDonald Daniel J. Fenn Sam Howison
+ PDF Chat	The Effect of Nonsmooth Payoffs on the Penalty Approximation of American Options	2013	Sam Howison Christoph Reisinger J. H. Witte
+ PDF Chat	Partial Differential Equations That Are Hard to Classify	2012	Sam Howison Andrew Lacey John Ockendon
+ PDF Chat	Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach	2012	Sam Howison Daniel Schwarz
+	The Limit Order Book: A Survey	2010	Martin Gould Mason A. Porter Stacy Williams Mark McDonald Daniel J. Fenn Sam Howison
+	Risk-Neutral Pricing of Financial Instruments in Emission Markets	2010	Sam Howison Daniel Schwarz
+	Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach	2010	Sam Howison Daniel Schwarz
+	The Effect of Non-Smooth Payoffs on the Penalty Approximation of American Options	2010	Sam Howison Christoph Reisinger Jan Hendrik Witte
+	Limit Order Books	2010	Martin Gould Mason A. Porter Stacy Williams Mark McDonald Daniel J. Fenn Sam Howison
+ PDF Chat	THE MIRAGE OF TRIANGULAR ARBITRAGE IN THE SPOT FOREIGN EXCHANGE MARKET	2009	Daniel J. Fenn Sam Howison Mark McDonald Stacy Williams Neil F. Johnson
+	Practical Applied Mathematics	2008	Sam Howison
+ PDF Chat	Impact of unexpected events, shocking news, and rumors on foreign exchange market dynamics	2008	Mark McDonald Omer Suleman Stacy Williams Sam Howison Neil F. Johnson
+ PDF Chat	Non-classical shallow water flows	2007	Carina M. Edwards Sam Howison H. Ockendon J. R. Ockendon
+	Correlated multi-asset portfolio optimisation with transaction cost	2007	Siu Lung Law Chiu Fan Lee Sam Howison Jeff Dewynne
+	Perturbation analysis of multi-asset portfolio optimization with transaction cost	2007	Siu Lung Law Chiu Fan Lee Sam Howison Jeff Dewynne
+	Nonclassical shallow water flows	2007	Carina M. Edwards Sam Howison H. Ockendon J. R. Ockendon
+	Correlated multi-asset portfolio optimisation with transaction cost	2007	Siu Lung Law Chiu Fan Lee Sam Howison Jeff Dewynne
+	Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable Integrated Variance	2006	Álvaro Cartea Sam Howison
+	Ray methods for free boundary problems	2006	Joseph Addison Sam Howison John R. King
+ PDF Chat	Detecting a currency’s dominance or dependence using foreign exchange network trees	2005	Mark McDonald Omer Suleman Stacy Williams Sam Howison Neil F. Johnson
+ PDF Chat	What shakes the FX tree? Understanding currency dominance, dependence, and dynamics (Keynote Address)	2005	Neil F. Johnson Mark McDonald Omer Suleman Stacy Williams Sam Howison
+	The delta function and other distributions	2005	Sam Howison
+	Partial differential equations	2005	Sam Howison
+	Asymptotic expansions	2005	Sam Howison
+	Applied Partial Differential Equations	2003	J. R. Ockendon Sam Howison Andrew Lacey A. B. Movchan
+	Miscellaneous topics	2003	J. R. Ockendon Sam Howison Andrew Lacey A. B. Movchan
+	Parabolic equations	2003	J. R. Ockendon Sam Howison Andrew Lacey A. B. Movchan
+	Introduction to second-order scalar equations	2003	J. R. Ockendon Sam Howison Andrew Lacey A. B. Movchan
+	Non-quasilinear equations	2003	J. R. Ockendon Sam Howison Andrew Lacey A. B. Movchan
+	Hyperbolic equations	2003	J. R. Ockendon Sam Howison Andrew Lacey A. B. Movchan
+	A Comparison of q-optimal Option Prices in a Stochastic Volatility Model with Correlation	2003	Vicky Henderson David Hobson Sam Howison Tino Kluge
+	Singularity formation for the Muskat problem	2002	Michael Siegel Russel E. Caflisch Sam Howison
+ PDF Chat	Predictability of Large Future Changes in a Competitive Evolving Population	2001	David Lamper Sam Howison Neil F. Johnson
+ PDF Chat	Application of multi-agent games to the prediction of financial time series	2001	Neil F. Johnson David Lamper Paul Jefferies Michael Hart Sam Howison
+ PDF Chat	Two-dimensional Stokes and Hele-Shaw flows with free surfaces	1999	L. J. Cummings Sam Howison John R. King
+ PDF Chat	Preface to Vortices, dislocations, and line singularities in partial differential equations, the proceedings of a Discussion held at The Royal Society	1997	S. Jonathan Chapman Charles M. Elliott A. K. Head Sam Howison F.M. Leslie J. R. Ockendon
+	Conserved quantities in Stokes flow with free surfaces	1997	L. J. Cummings Sam Howison John R. King
+	Cusp development in free boundaries, and two-dimensional slow viscous flows	1995	Sam Howison S. M. Richardson
+	Finite-difference Methods	1995	Paul Wilmott Sam Howison Jeff Dewynne
+	Binomial Methods	1995	Paul Wilmott Sam Howison Jeff Dewynne
+ PDF Chat	On the classification of solutions to the zero-surface-tension model for Hele-Shaw free boundary flows	1993	Yuri Evgenyevich Hohlov Sam Howison
+	Some mathematical results in the pricing of American options	1993	J. N. Dewynne Sam Howison I. Rupf Paul Wilmott
+	Stationary Solutions to the Thermistor Problem	1993	Sam Howison José Francisco Rodrigues Meir Shillor
+	Complex variable methods in Hele–Shaw moving boundary problems	1992	Sam Howison
+ PDF Chat	Temperature Surges in Current-Limiting Circuit Devices	1992	A. C. Fowler I.A. Frigaard Sam Howison
+	IRREGULAR MORPHOLOGIES IN UNSTABLE HELE-SHAW FREE-BOUNDARY PROBLEMS	1990	Andrew Lacey Sam Howison J. R. Ockendon Paul Wilmott
+ PDF Chat	A note on the thermistor problem in two space dimensions	1989	Sam Howison
+	HELE-SHAW FREE-BOUNDARY PROBLEMS WITH SUCTION	1988	Sam Howison Andrew Lacey J. R. Ockendon
+	Cusp Development in Hele–Shaw Flow with a Free Surface	1986	Sam Howison
+	SINGULARITY DEVELOPMENT IN MOVING-BOUNDARY PROBLEMS	1985	Sam Howison J. R. Ockendon Andrew Lacey

Common Coauthors

Coauthor	Papers Together
Mason A. Porter	27
Martin Gould	16
Andrew Lacey	10
J. R. Ockendon	9
Stacy Williams	8
Mark McDonald	8
Marya Bazzi	8
Mihai Cucuringu	7
A. B. Movchan	6
Daniel J. Fenn	6
Neil F. Johnson	6
A. Roxana Pamfil	5
Jeff Dewynne	5
Paul Wilmott	4
Daniel Schwarz	4
Christoph Reisinger	4
Ke Xu	4
Omer Suleman	3
John R. King	3
Kristian Kiradjiev	3
Siu Lung Law	3
J. R. Ockendon	3
Nikolaus Hautsch	3
Jakob Albers	3
Alexander Y. Shestopaloff	3
Svenn Anton Halvorsen	3
Renaud Lambiotte	3
Chiu Fan Lee	3
Robert A. Van Gorder	3
H. Ockendon	2
Àlex Arenas	2
L. J. Cummings	2
Alexandra N. M. Darmon	2
David Lamper	2
Nikolas Michael	2
Lucas G. S. Jeub	2
Carina M. Edwards	2
Nikolas Michael	1
Paul Jefferies	1
Yuri Evgenyevich Hohlov	1
Alisdair O. G. Wallis	1
Joseph Addison	1
Arnaud Antkowiak	1
Colin P. Please	1
Russel E. Caflisch	1
J. R. Castrejón-Pita	1
I.A. Frigaard	1
J. N. Dewynne	1
David Hobson	1
Robert W. Style	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	How Markets Slowly Digest Changes in Supply and Demand	2009	Jean‐Philippe Bouchaud J. Doyne Farmer Fabrizio Lillo	8
+ PDF Chat	Statistical properties of stock order books: empirical results and models	2002	Jean‐Philippe Bouchaud Marc Mézard Marc Potters	7
+ PDF Chat	An empirical behavioral model of liquidity and volatility	2007	Szabolcs Mike J. Doyne Farmer	7
+	The structure and dynamics of multilayer networks	2014	Stefano Boccaletti Ginestra Bianconi Regino Criado Charo I. del Genio Jesús Gómez‐Gardeñes Miguel Romance I. Sendiña–Nadal Z. Wang Massimiliano Zanin	6
+ PDF Chat	Community Structure in Time-Dependent, Multiscale, and Multiplex Networks	2010	Peter J. Mucha Thomas Richardson K. T. Macon Mason A. Porter Jukka-Pekka Onnela	6
+ PDF Chat	Quantifying stock-price response to demand fluctuations	2002	Vasiliki Plerou Parameswaran Gopikrishnan Xavier Gabaix H. Eugene Stanley	5
+ PDF Chat	Clustering Network Layers with the Strata Multilayer Stochastic Block Model	2016	Natalie Stanley Saray Shai Dane Taylor Peter J. Mucha	5
+	SINGULARITY DEVELOPMENT IN MOVING-BOUNDARY PROBLEMS	1985	Sam Howison J. R. Ockendon Andrew Lacey	5
+ PDF Chat	Finding community structure in networks using the eigenvectors of matrices	2006	M. E. J. Newman	5
+ PDF Chat	Statistical theory of the continuous double auction	2003	Eric Smith J. Doyne Farmer László Gillemot Supriya Krishnamurthy	5
+ PDF Chat	Optimal execution strategies in limit order books with general shape functions	2009	Aurélien Alfonsi Antje Fruth Alexander Schied	5
+ PDF Chat	Identifying Modular Flows on Multilayer Networks Reveals Highly Overlapping Organization in Interconnected Systems	2015	Manlio De Domenico Andrea Lancichinetti Àlex Arenas Martin Rosvall	5
+ PDF Chat	Structure and dynamics of core/periphery networks	2013	Péter Csermely A. L. London L.-Y. Wu Brian Uzzi	4
+ PDF Chat	Dynamics of market correlations: Taxonomy and portfolio analysis	2003	Jukka‐Pekka Onnela Anirban Chakraborti Kimmo Kaski János Kertész Antti Kanto	4
+ PDF Chat	Theory for long memory in supply and demand	2005	Fabrizio Lillo Szabolcs Mike J. Doyne Farmer	4
+ PDF Chat	The predictive power of zero intelligence in financial markets	2005	J. Doyne Farmer Paolo Patelli Ilija I. Zovko	4
+ PDF Chat	Inferring the mesoscale structure of layered, edge-valued, and time-varying networks	2015	Tiago P. Peixoto	4
+ PDF Chat	On Modularity Clustering	2008	Ulrik Brandes Daniel Delling Marco Gaertler Robert Görke Martin Hoefer Zoran Nikoloski Dorothea Wagner	4
+ PDF Chat	Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets	2011	Bence Tóth Yves Lempérière Cyril Deremble Joachim de Lataillade Julien Kockelkoren Jean‐Philippe Bouchaud	4
+ PDF Chat	The Long Memory of the Efficient Market	2004	Fabrizio Lillo J. Doyne Farmer	4
+	Stability of graph communities across time scales	2010	Jean‐Charles Delvenne Sophia N. Yaliraki Mauricio Barahona	4
+ PDF Chat	Modern temporal network theory: a colloquium	2015	Petter Holme	4
+	Null models for community detection in spatially embedded, temporal networks	2015	Marta Sarzynska E. A. Leicht Gerardo Chowell Mason A. Porter	4
+	Cusp Development in Hele–Shaw Flow with a Free Surface	1986	Sam Howison	4
+	Multilayer networks	2014	Mikko Kivelä Àlex Arenas Marc Barthélemy James P. Gleeson Yamir Moreno Mason A. Porter	4
+ PDF Chat	Community detection in networks: A user guide	2016	Santo Fortunato Darko Hric	4
+	Multi-scale Modularity in Complex Networks	2010	Renaud Lambiotte	3
+ PDF Chat	Hierarchical structure in financial markets	1999	Rosario N. Mantegna	3
+ PDF Chat	Statistical mechanics of community detection	2006	Juergen Reichardt Stefan Bornholdt	3
+ PDF Chat	Detectability Thresholds and Optimal Algorithms for Community Structure in Dynamic Networks	2016	Amir Ghasemian Pan Zhang Aaron Clauset Cristopher Moore Leto Peel	3
+ PDF Chat	Fast unfolding of communities in large networks	2008	Vincent D. Blondel Jean‐Loup Guillaume Renaud Lambiotte Etienne Lefebvre	3
+	Dynamic reconfiguration of human brain networks during learning	2011	Danielle S. Bassett Nicholas F. Wymbs Mason A. Porter Peter J. Mucha Jean M. Carlson Scott T. Grafton	3
+ PDF Chat	Community detection in graphs	2009	Santo Fortunato	3
+ PDF Chat	Resolution limit in community detection	2006	Santo Fortunato Marc Barthélemy	3
+ PDF Chat	Stochastic blockmodels and community structure in networks	2011	Brian Karrer M. E. J. Newman	3
+	The Elements of Statistical Learning	2001	Trevor Hastie J. Friedman Robert Tibshirani	3
+ PDF Chat	Quantifying signals with power-law correlations: A comparative study of detrended fluctuation analysis and detrended moving average techniques	2005	Limei Xu Plamen Ch. Ivanov Kun Hu Zhi Chen A. Carbone H. Eugene Stanley	3
+ PDF Chat	Scaling in Stock Market Data: Stable Laws and Beyond	1997	Rama Cont Marc Potters Jean‐Philippe Bouchaud	3
+ PDF Chat	Structure and inference in annotated networks	2016	M. E. J. Newman Aaron Clauset	3
+ PDF Chat	Random Walks, Markov Processes and the Multiscale Modular Organization of Complex Networks	2014	Renaud Lambiotte Jean‐Charles Delvenne Mauricio Barahona	3
+ PDF Chat	Finding and evaluating community structure in networks	2004	Michelle G. Newman Michelle Girvan	3
+ PDF Chat	Dynamical clustering of exchange rates	2012	Daniel J. Fenn Mason A. Porter Peter J. Mucha Mark McDonald Stacy Williams Neil F. Johnson Nick S. Jones	3
+ PDF Chat	Rates of convergence and optimal spectral bandwidth for long range dependence	1994	Peter M. Robinson	3
+ PDF Chat	Performance of modularity maximization in practical contexts	2010	Benjamin H. Good Yves-Alexandre de Montjoye Aaron Clauset	3
+	Complex variable methods in Hele–Shaw moving boundary problems	1992	Sam Howison	3
+ PDF Chat	Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary?	2006	J. Doyne Farmer Austin Gerig Fabrizio Lillo Szabolcs Mike	3
+ PDF Chat	Analyzing and modeling 1+1d markets	2001	Damien Challet R B Stinchcombe	3
+	Some Hele Shaw flows with time-dependent free boundaries	1981	S. M. Richardson	3
+ PDF Chat	Quasi-Centralized Limit Order Books	2015	Martin Gould Mason A. Porter Sam Howison	3
+	Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence	1969	Benoît B. Mandelbrot James R. Wallis	3