| Functional portfolio optimization in stochastic portfolio theory S Campbell, TK Leonard Wong SIAM Journal on Financial Mathematics 13 (2), 576-618, 2022 | 20 | 2022 |
| Deep learning for principal-agent mean field games S Campbell, Y Chen, A Shrivats, S Jaimungal arXiv preprint arXiv:2110.01127, 2021 | 20 | 2021 |
| Parallel PERM S Campbell, EJ van Rensburg Journal of Physics A: Mathematical and Theoretical, 2020 | 11 | 2020 |
| Efficient convex PCA with applications to Wasserstein GPCA and ranked data S Campbell, TKL Wong Journal of Computational and Graphical Statistics, 1-21, 2024 | 6* | 2024 |
| A mean field game of sequential testing S Campbell, Y Zhang arXiv preprint arXiv:2403.18297, 2024 | 2 | 2024 |
| Numerical estimates of square lattice star vertex exponents S Campbell, EJ Janse van Rensburg Physical Review E 103 (5), 052137, 2021 | 2 | 2021 |
| Lattice star and acyclic branched polymer vertex exponents in 3d S Campbell, EJJ van Rensburg Journal of Physics A: Mathematical and Theoretical 55 (1), 015002, 2021 | 1 | 2021 |
| Optimal Execution among N Traders with Transient Price Impact S Campbell, M Nutz | | 2024 |
| Macroscopic properties of equity markets: stylized facts and portfolio performance S Campbell, Q Song, TKL Wong arXiv preprint arXiv:2409.10859, 2024 | | 2024 |
| A Bayesian Sequential Soft Classification Problem for a Brownian Motion's Drift S Campbell, Y Zhang | | 2024 |
| Optimization Problems in Model-Free Stochastic Portfolio Theory and Sequential Testing Games SA Campbell University of Toronto (Canada), 2023 | | 2023 |
