John Armstrong

According to our database, John Armstrong authored at least 15 papers between 2004 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

The importance of dynamic risk constraints for limited liability operators.

John Armstrong, Damiano Brigo, Alex S. L. Tse

Ann. Oper. Res., May, 2024

Low-dimensional approximations of the conditional law of Volterra processes: a non-positive curvature approach.

Reza Arabpour, John Armstrong, Luca Galimberti, Anastasis Kratsios, Giulia Livieri

CoRR, 2024

2023

Anomalous recurrence of Markov chains on negatively curved manifolds.

John Armstrong, Tim King

J. Appl. Probab., March, 2023

2020

Curved Schemes for SDEs on Manifolds.

John Armstrong, Tim King

CoRR, 2020

2018

The Markowitz Category.

John Armstrong

SIAM J. Financial Math., 2018

2017

Small-Time Asymptotics under Local-Stochastic Volatility with a Jump-to-Default: Curvature and the Heat Kernel Expansion.

John Armstrong, Martin Forde, Matthew Lorig, Hongzhong Zhang

SIAM J. Financial Math., 2017

Capacity utilisation and performance at railway stations.

John Armstrong, John Preston

J. Rail Transp. Plan. Manag., 2017

Itô Stochastic Differential Equations as 2-Jets.

John Armstrong, Damiano Brigo

Proceedings of the Geometric Science of Information - Third International Conference, 2017

2016

Nonlinear filtering via stochastic PDE projection on mixture manifolds in L² direct metric.

John Armstrong, Damiano Brigo

Math. Control. Signals Syst., 2016

2015

Stochastic PDE Projection on Manifolds: Assumed-Density and Galerkin Filters.

John Armstrong, Damiano Brigo

Proceedings of the Geometric Science of Information - Second International Conference, 2015

The Pontryagin Forms of Hessian Manifolds.

John Armstrong, Shun-ichi Amari

Proceedings of the Geometric Science of Information - Second International Conference, 2015

2013

Stochastic Filtering by Projection: The Example of the Quadratic Sensor.

John Armstrong, Damiano Brigo

Proceedings of the Geometric Science of Information - First International Conference, 2013

2012

Advancing Technology Development for Simulation Based Medical Training for Combat Casualty Care Training.

Christina Stephan, Annette Sobel, John Armstrong, Alex Bukoski, Jeffrey Kerby, Stephen Barnes

Proceedings of the AMIA 2012, 2012

2008

Promotion, speculation and their outcome: The "steamship mania" of 1824-1825.

David M. Williams, John Armstrong

Aslib Proc., 2008

2004

IntAct: an open source molecular interaction database.

Henning Hermjakob, Luisa Montecchi-Palazzi, Chris Lewington, Sugath Mudali, Samuel Kerrien, Sandra E. Orchard, Martin Vingron, Bernd Roechert, Peter Roepstorff, Alfonso Valencia, Hanah Margalit, John Armstrong, Amos Bairoch, Gianni Cesareni, David James Sherman, Rolf Apweiler

Nucleic Acids Res., 2004