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Mathematics

D-Index
43
Citations
10609
World Ranking
1667
National Ranking
115

Overview

Sam Howison is affiliated with the University of Oxford in the United Kingdom. Their research primarily falls within the field of Economics, Econometrics and Finance, with a notable focus on Finance and associated subfields such as Economics and Econometrics, Management Science and Operations Research, Statistical and Nonlinear Physics, and Computational Theory and Mathematics.

Howison's work spans several key topics including stochastic processes and financial applications, complex systems and time series analysis, stock market forecasting methods, financial risk and volatility modeling, market dynamics and volatility, capital investment and risk analysis, as well as financial markets and investment strategies.

The recent papers authored or co-authored by Howison illustrate a range of interests across economics, finance, and applied mathematics. These include:

  • A framework for the construction of generative models for mesoscale structure in multilayer networks (2020, Physical Review Research)
  • Fragmentation, Price Formation and Cross-Impact in Bitcoin Markets (2021, Applied Mathematical Finance)
  • Inference of edge correlations in multilayer networks (2020, Physical review. E)
  • Homogenisation applied to thermal radiation in porous media (2020, European Journal of Applied Mathematics)
  • Option Volume Imbalance as a predictor for equity market returns (2022, arXiv (Cornell University))

Their frequent co-authors include researchers who have contributed extensively to the fields of network science, applied mathematics, and finance. Prominent collaborators are Mihai Cucuringu, Mason A. Porter, Jakob Albers, Alexander Y. Shestopaloff, and Nikolas Michael.

The publication venues selected by Howison reflect interdisciplinary engagement across quantitative finance, applied mathematics, and economics. These venues include the SSRN Electronic Journal, arXiv (Cornell University), Applied Mathematical Finance, European Journal of Applied Mathematics, and Quantitative Finance.

Best Publications

  • The mathematics of financial derivatives : a student introduction

    Paul Wilmott;Sam Howison;Jeff Dewynne

  • Option pricing: Mathematical models and computation

    Paul Wilmott;Jeff Dewynne;Sam Howison

  • The Mathematics of Financial Derivatives

    Paul Wilmott;Sam Howison;Jeff Dewynne

  • Incompressible water-entry problems at small deadrise angles

    S. D. Howison;J. R. Ockendon;S. K. Wilson

  • Applied Partial Differential Equations

    John Ockendon;Sam Howison;Andrew Lacey;Alexander Movchan

  • Macroscopic models for superconductivity

    S. J. Chapman;S. D. Howison;J. R. Ockendon

  • Complex variable methods in Hele–Shaw moving boundary problems

    S. D. Howison

  • Fingering in Hele−Shaw cells

    S. D. Howison

  • Community Detection in Temporal Multilayer Networks, with an Application to Correlation Networks

    Marya Bazzi;Mason A. Porter;Stacy Williams;Mark McDonald

  • Stem Cell Differentiation as a Non-Markov Stochastic Process.

    Patrick S. Stumpf;Rosanna C.G. Smith;Michael Lenz;Michael Lenz;Andreas Schuppert

  • The mathematics of financial derivatives

    Paul Wilmott;sam Howison;Jeff Dewaynne

  • Cusp Development in Hele–Shaw Flow with a Free Surface

    S. D. Howison

  • Global Existence, Singular Solutions, and Ill-Posedness for the Muskat Problem

    Michael Siegel;Russel E. Caflisch;S. A. M. Howison

  • Stationary Solutions to the Thermistor Problem

    S.D. Howison;J.F. Rodrigues;M. Shillor

  • Modelling spikes and pricing swing options in electricity markets

    Ben Hambly;Sam Howison;Tino Kluge

  • Stochastic behaviour of the electricity bid stack: from fundamental drivers to power price

    Michael Coulon;Sam Howison

  • On the pricing and hedging of volatility derivatives

    Sam Howison;Avraam Rafailidis;Henrik Rasmussen

  • Detecting a currency's dominance or dependence using foreign exchange network trees.

    Mark McDonald;Omer Suleman;Stacy Williams;Sam Howison

  • Computation of Deterministic Volatility Surfaces

    Nicholas Jackson;Endre Suli;Sam Howison

  • SINGULARITY DEVELOPMENT IN MOVING-BOUNDARY PROBLEMS

    S. D. Howison;J. R. Ockendon;A. A. Lacey

Frequent Co-Authors

Mason A. Porter
Mason A. Porter University of California, Los Angeles
Nikolaus Hautsch
Nikolaus Hautsch University of Vienna
Alex Arenas
Alex Arenas Rovira i Virgili University
Stephen Wilson
Stephen Wilson University of Strathclyde
Ronnie Sircar
Ronnie Sircar Princeton University
Fumio Arai
Fumio Arai Kyushu University
Charles M. Elliott
Charles M. Elliott University of Warwick
Renaud Lambiotte
Renaud Lambiotte University of Oxford
Andrew C. Fowler
Andrew C. Fowler University of Limerick
Terry Lyons
Terry Lyons University of Oxford

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