Agent based modeling and applications to large networks (biological, financial, social)

  1. "Fluctuation analysis for particle-based stochastic reaction-diffusion models", (with Max Heldman, Samuel A. Isaacson and Jingwei Ma), Stochastic Processed and their Applications , Volume 167, January 2024, 104234, [ArXiv preprint].
  2. "Disentangling positive and negative partisanship in affective polarization using a coevolving latent space network with attractors model", (with Xiaojing Zhu, Cantay Caliskan, Dino P. Christenson, Dylan Walker, Eric D. Kolaczyk), Volume 186, Issue 3, July 2023, pp. 463–480, Journal of the Royal Statistical Society: Series A, [ArXiv preprint], [CODE].
  3. "Large deviations for interacting multiscale particle systems", (with Zachary Bezemek), Stochastic Processed and their Applications , Volume 155, January 2023, Pages 27-108, [ArXiv preprint].
  4. "Mean Field Limits of Particle-Based Stochastic Reaction-Diffusion Models", (with Samuel A. Isaacson and Jingwei Ma), 2022, SIAM Journal on Mathematical Analysis, Vol. 54, No. 1, pp. 453--511, [ArXiv preprint].
  5. "How reaction-diffusion PDEs approximate the large-population limit of stochastic particle models", (with Samuel A. Isaacson and Jingwei Ma), 2021, SIAM Journal on Applied Mathematics, Vol. 81, No. 6, pp. 2622--2657, [ArXiv preprint].
  6. "Network effects and default clustering for large systems", (with Jia Yang), 2020, Journal of Applied Mathematical Finance, Volume 26, Issue 6, pp. 523-582, [ArXiv preprint].
  7. "The effect of heterogeneity on flocking behavior and systemic risk", (with Fei Fang and Yiwei Sun), 2017, Statistics and Risk Modelling, Vol. 34, No. 3--4, pp. 141-155, [ArXiv preprint]
  8. "Fluctuations Analysis for Loss from Default", (with Kay Giesecke and Justin A. Sirignano), 2014, Stochastic Processes and their Applications, Volume 124, Issue 7, pp. 2322-2362, [SSRN],[ArXiv preprint].
  9. "Default Clustering in Large Pools: Large Deviations", (with Richard Sowers), 2015, SIAM Journal on Financial Mathematics , Vol. 6, (2015), pp. 86-116, [SSRN], [ArXiv preprint].
  10. "Large Portfolio Asymptotics for Losses from Default", (with Kay Giesecke, Richard Sowers and Justin A. Sirignano), 2015, Mathematical Finance, Vol. 25, No. 1, (January 2015), pp. 77-114, [SSRN] ,[ArXiv preprint]
  11. "Default Clustering in Large Portfolios: Typical Events", (with Kay Giesecke and Richard Sowers), 2013, Annals of Applied Probability, Volume 23, Number 1, pp. 348-385, [SSRN], [ArXiv preprint].
  12. "Recovery Rates in Investment-Grade Pools of Credit Assets: A Large Deviations Analysis", (with Richard Sowers), 2011, Stochastic Processes and Their Applications, Volume 121, Issue 12, pp. 2861-2898, [SSRN] ,[ArXiv preprint].