World's Best Scientists 2026 revealed!
Thomas F. Coleman

Thomas F. Coleman

D-Index & Metrics

Mathematics

D-Index
42
Citations
17045
World Ranking
1744
National Ranking
62

Engineering and Technology

D-Index
40
Citations
16737
World Ranking
7143
National Ranking
290

Research.com Recognitions

  • 2016 - SIAM Fellow For contributions to large-scale, sparse numerical optimization, financial optimization, and leadership in mathematics education and engagement with industry.

Overview

Thomas F. Coleman is affiliated with the University of Waterloo in Canada. Their research spans multiple interconnected domains, focusing on both theoretical and applied aspects of economics, finance, and environmental policy.

The scientist has contributed to several academic publications, with recent works including:

  • Learning sequential option hedging models from market data, 2021, Journal of Banking & Finance
  • Optimal Pricing of Climate Risk, 2021, Computational Economics
  • Validity of the Yellow Flag Risk Form in People Treated for Low Back Pain with Mechanical Diagnosis and Therapy and the Pain Mechanism Classification System, 2023, International Journal of Musculoskeletal Disorders
  • The efficient application of automatic differentiation for computing gradients in financial applications, 2020, UNC Libraries
  • Discrete Copula and Yule's Rho: Application to Measuring Individual Exchange Mobility and Assortative Matching, 2025, SSRN Electronic Journal

Their frequent co-authors include Ke Nian, Yuying Li, Nicole Sandra-Yaffa Dumont, Wanqi Li, and Wenbin Liu.

Thomas F. Coleman's research has been published in venues such as the SSRN Electronic Journal, Journal of Banking & Finance, Computational Economics, International Journal of Musculoskeletal Disorders, and UNC Libraries.

Their fields of study cover Economics and Econometrics, Pharmacology, Finance, Management Science and Operations Research, and Renewable Energy, Sustainability and the Environment.

Main topics addressed in their work encompass:

  • Market Dynamics and Volatility
  • Stochastic processes and financial applications
  • Stock Market Forecasting Methods
  • Climate Change Policy and Economics
  • Energy, Environment, and Transportation Policies
  • Atmospheric and Environmental Gas Dynamics
  • Healthcare and Venom Research

In 2016, Thomas F. Coleman received recognition as a SIAM Fellow for contributions to large-scale, sparse numerical optimization, financial optimization, and leadership in mathematics education and engagement with industry.

Best Publications

  • An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds

    Thomas F. Coleman;Yuying Li

  • On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds

    Thomas F. Coleman;Yuying Li

  • A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems

    Mary Ann Branch;Thomas F. Coleman;Yuying Li

  • Optimization Toolbox User's Guide

    Thomas Coleman;Mary Ann Branch;Andrew Grace

  • Optimization toolbox : for use with MATLAB

    Thomas Frederick Coleman;Mary Ann Branch;Andrew Grace

  • On the Convergence of Reflective Newton Methods for Large-scale Nonlinear Minimization Subject to Bounds

    Thomas F. Coleman;Yuying Li

  • A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on some of the Variables

    Thomas F. Coleman;Yuying Li

  • Estimation of Sparse Jacobian Matrices and Graph Coloring Blems

    Thomas F. Coleman;Jorge J. Moré

  • Minimizing CVaR and VaR for a portfolio of derivatives

    siddharth alexander;thomas f. coleman;Yuying Li

  • Estimation of Sparse Hessian Matrices and Graph Coloring Problems

    Thomas F. Coleman;Jorge J. More

  • Nonlinear programming via an exact penalty function: Asymptotic analysis

    Thomas F. Coleman;Andrew R. Conn

  • The null space problem I. complexity

    Thomas F Coleman;Alex Pothen

  • On the Local Convergence of a Quasi-Newton Method for the Nonlinear Programming Problem

    Thomas F. Coleman;Andrew R. Conn

  • Software for estimating sparse Jacobian matrices

    Thomas F. Coleman;Burton S. Garbow;Jorge J. More

  • RECONSTRUCTING THE UNKNOWN LOCAL VOLATILITY FUNCTION

    Thomas F. Coleman;Yuying Li;Arun Verma

  • The null space problem II. Algorithms

    Thomas F. Coleman;Alex Pothen

  • A parallel triangular solver for distributed-memory multiprocessor

    Guangye Li;Thomas F. Coleman

  • Large-Scale Numerical Optimization

    Thomas F. Coleman;Yuying Li

  • A New Method for Solving Triangular Systems on Distributed Memory Message-Passing Multiprocessors

    Guangye Li;Thomas F. Coleman

  • Auto insurance fraud detection using unsupervised spectral ranking for anomaly

    Ke Nian;Haofan Zhang;Aditya Tayal;Thomas Coleman

  • Hedging guarantees in variable annuities under both equity and interest rate risks

    Thomas F. Coleman;Yuying Li;Maria-Cristina Patron

Frequent Co-Authors

Jorge J. Moré
Jorge J. Moré Argonne National Laboratory
Lorenz T. Biegler
Lorenz T. Biegler Carnegie Mellon University
Alex Pothen
Alex Pothen Purdue University West Lafayette
David Shalloway
David Shalloway Cornell University
Peter A. Forsyth
Peter A. Forsyth University of Waterloo
Panos M. Pardalos
Panos M. Pardalos University of Florida
John R. Gilbert
John R. Gilbert University of California, Santa Barbara
Michael Holst
Michael Holst University of California, San Diego
Danny C. Sorensen
Danny C. Sorensen Rice University
Robert A. Jarrow
Robert A. Jarrow Cornell University

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